Files
swift-mirror/stdlib/public/Differentiation/DifferentialOperators.swift
Richard Wei 0b53a02544 [AutoDiff] Rename 'in:' to 'of:' in differential operators.
Rename the argument label `in:` in `gradient(at:in:)`, `pullback(at:in:)`, etc to `of:`, as suggested in the [pitch thread](https://forums.swift.org/t/differentiable-programming-for-gradient-based-machine-learning/42147).
2021-02-24 01:33:42 -05:00

291 lines
8.7 KiB
Swift

//===--- DifferentialOperators.swift --------------------------*- swift -*-===//
//
// This source file is part of the Swift.org open source project
//
// Copyright (c) 2014 - 2019 Apple Inc. and the Swift project authors
// Licensed under Apache License v2.0 with Runtime Library Exception
//
// See https://swift.org/LICENSE.txt for license information
// See https://swift.org/CONTRIBUTORS.txt for the list of Swift project authors
//
//===----------------------------------------------------------------------===//
//
// APIs for computing derivatives of functions.
//
//===----------------------------------------------------------------------===//
import Swift
// Value with differential
@inlinable
public func valueWithDifferential<T, R>(
at x: T, of f: @differentiable(reverse) (T) -> R
) -> (value: R, differential: (T.TangentVector) -> R.TangentVector) {
return Builtin.applyDerivative_jvp(f, x)
}
@inlinable
public func valueWithDifferential<T, U, R>(
at x: T, _ y: U, of f: @differentiable(reverse) (T, U) -> R
) -> (value: R,
differential: (T.TangentVector, U.TangentVector) -> R.TangentVector) {
return Builtin.applyDerivative_jvp_arity2(f, x, y)
}
@inlinable
public func valueWithDifferential<T, U, V, R>(
at x: T, _ y: U, _ z: V, of f: @differentiable(reverse) (T, U, V) -> R
) -> (value: R,
differential: (T.TangentVector, U.TangentVector, V.TangentVector)
-> (R.TangentVector)) {
return Builtin.applyDerivative_jvp_arity3(f, x, y, z)
}
// Value with pullback
@inlinable
public func valueWithPullback<T, R>(
at x: T, of f: @differentiable(reverse) (T) -> R
) -> (value: R, pullback: (R.TangentVector) -> T.TangentVector) {
return Builtin.applyDerivative_vjp(f, x)
}
@inlinable
public func valueWithPullback<T, U, R>(
at x: T, _ y: U, of f: @differentiable(reverse) (T, U) -> R
) -> (value: R,
pullback: (R.TangentVector) -> (T.TangentVector, U.TangentVector)) {
return Builtin.applyDerivative_vjp_arity2(f, x, y)
}
@inlinable
public func valueWithPullback<T, U, V, R>(
at x: T, _ y: U, _ z: V, of f: @differentiable(reverse) (T, U, V) -> R
) -> (value: R,
pullback: (R.TangentVector)
-> (T.TangentVector, U.TangentVector, V.TangentVector)) {
return Builtin.applyDerivative_vjp_arity3(f, x, y, z)
}
// Differential
@inlinable
public func differential<T, R>(
at x: T, of f: @differentiable(reverse) (T) -> R
) -> (T.TangentVector) -> R.TangentVector {
return valueWithDifferential(at: x, of: f).1
}
@inlinable
public func differential<T, U, R>(
at x: T, _ y: U, of f: @differentiable(reverse) (T, U) -> R
) -> (T.TangentVector, U.TangentVector) -> R.TangentVector {
return valueWithDifferential(at: x, y, of: f).1
}
@inlinable
public func differential<T, U, V, R>(
at x: T, _ y: U, _ z: V, of f: @differentiable(reverse) (T, U, V) -> R
) -> (T.TangentVector, U.TangentVector, V.TangentVector) -> (R.TangentVector) {
return valueWithDifferential(at: x, y, z, of: f).1
}
// Pullback
@inlinable
public func pullback<T, R>(
at x: T, of f: @differentiable(reverse) (T) -> R
) -> (R.TangentVector) -> T.TangentVector {
return Builtin.applyDerivative_vjp(f, x).1
}
@inlinable
public func pullback<T, U, R>(
at x: T, _ y: U, of f: @differentiable(reverse) (T, U) -> R
) -> (R.TangentVector) -> (T.TangentVector, U.TangentVector) {
return Builtin.applyDerivative_vjp_arity2(f, x, y).1
}
@inlinable
public func pullback<T, U, V, R>(
at x: T, _ y: U, _ z: V, of f: @differentiable(reverse) (T, U, V) -> R
) -> (R.TangentVector)
-> (T.TangentVector, U.TangentVector, V.TangentVector) {
return Builtin.applyDerivative_vjp_arity3(f, x, y, z).1
}
// Derivative
@inlinable
public func derivative<T: FloatingPoint, R>(
at x: T, of f: @differentiable(reverse) (T) -> R
) -> R.TangentVector
where T.TangentVector == T {
return differential(at: x, of: f)(T(1))
}
@inlinable
public func derivative<T: FloatingPoint, U: FloatingPoint, R>(
at x: T, _ y: U, of f: @differentiable(reverse) (T, U) -> R
) -> R.TangentVector
where T.TangentVector == T,
U.TangentVector == U {
return differential(at: x, y, of: f)(T(1), U(1))
}
@inlinable
public func derivative<T: FloatingPoint, U: FloatingPoint, V: FloatingPoint, R>(
at x: T, _ y: U, _ z: V, of f: @differentiable(reverse) (T, U, V) -> R
) -> R.TangentVector
where T.TangentVector == T,
U.TangentVector == U,
V.TangentVector == V {
return differential(at: x, y, z, of: f)(T(1), U(1), V(1))
}
// Gradient
@inlinable
public func gradient<T, R>(
at x: T, of f: @differentiable(reverse) (T) -> R
) -> T.TangentVector
where R : FloatingPoint, R.TangentVector == R {
return pullback(at: x, of: f)(R(1))
}
@inlinable
public func gradient<T, U, R>(
at x: T, _ y: U, of f: @differentiable(reverse) (T, U) -> R
) -> (T.TangentVector, U.TangentVector)
where R : FloatingPoint, R.TangentVector == R {
return pullback(at: x, y, of: f)(R(1))
}
@inlinable
public func gradient<T, U, V, R>(
at x: T, _ y: U, _ z: V, of f: @differentiable(reverse) (T, U, V) -> R
) -> (T.TangentVector, U.TangentVector, V.TangentVector)
where R : FloatingPoint, R.TangentVector == R {
return pullback(at: x, y, z, of: f)(R(1))
}
// Value with derivative
@inlinable
public func valueWithDerivative<T: FloatingPoint, R>(
at x: T, of f: @escaping @differentiable(reverse) (T) -> R
) -> (value: R, derivative: R.TangentVector)
where T.TangentVector == T {
let (y, differential) = valueWithDifferential(at: x, of: f)
return (y, differential(T(1)))
}
@inlinable
public func valueWithDerivative<T: FloatingPoint, U: FloatingPoint, R>(
at x: T, _ y: U, of f: @escaping @differentiable(reverse) (T, U) -> R
) -> (value: R, derivative: R.TangentVector)
where T.TangentVector == T,
U.TangentVector == U {
let (y, differential) = valueWithDifferential(at: x, y, of: f)
return (y, differential(T(1), U(1)))
}
@inlinable
public func valueWithDerivative<
T: FloatingPoint, U: FloatingPoint, V: FloatingPoint, R>(
at x: T, _ y: U, _ z: V, of f: @escaping @differentiable(reverse) (T, U, V) -> R
) -> (value: R, derivative: R.TangentVector)
where T.TangentVector == T,
U.TangentVector == U,
V.TangentVector == V {
let (y, differential) = valueWithDifferential(at: x, y, z, of: f)
return (y, differential(T(1), U(1), V(1)))
}
// Value with gradient
@inlinable
public func valueWithGradient<T, R>(
at x: T, of f: @differentiable(reverse) (T) -> R
) -> (value: R, gradient: T.TangentVector)
where R : FloatingPoint, R.TangentVector == R {
let (y, pullback) = valueWithPullback(at: x, of: f)
return (y, pullback(R(1)))
}
@inlinable
public func valueWithGradient<T, U, R>(
at x: T, _ y: U, of f: @differentiable(reverse) (T, U) -> R
) -> (value: R, gradient: (T.TangentVector, U.TangentVector))
where R : FloatingPoint, R.TangentVector == R {
let (y, pullback) = valueWithPullback(at: x, y, of: f)
return (y, pullback(R(1)))
}
@inlinable
public func valueWithGradient<T, U, V, R>(
at x: T, _ y: U, _ z: V, of f: @differentiable(reverse) (T, U, V) -> R
) -> (value: R,
gradient: (T.TangentVector, U.TangentVector, V.TangentVector))
where R : FloatingPoint, R.TangentVector == R {
let (y, pullback) = valueWithPullback(at: x, y, z, of: f)
return (y, pullback(R(1)))
}
// Derivative (curried)
@inlinable
public func derivative<T: FloatingPoint, R>(
of f: @escaping @differentiable(reverse) (T) -> R
) -> (T) -> R.TangentVector
where T.TangentVector == T {
return { x in derivative(at: x, of: f) }
}
@inlinable
public func derivative<T: FloatingPoint, U: FloatingPoint, R>(
of f: @escaping @differentiable(reverse) (T, U) -> R
) -> (T, U) -> R.TangentVector
where T.TangentVector == T,
U.TangentVector == U {
return { (x, y) in derivative(at: x, y, of: f) }
}
@inlinable
public func derivative<T: FloatingPoint, U: FloatingPoint, V: FloatingPoint, R>(
of f: @escaping @differentiable(reverse) (T, U, V) -> R
) -> (T, U, V) -> R.TangentVector
where T.TangentVector == T,
U.TangentVector == U,
V.TangentVector == V {
return { (x, y, z) in derivative(at: x, y, z, of: f) }
}
// Gradient (curried)
@inlinable
public func gradient<T, R>(
of f: @escaping @differentiable(reverse) (T) -> R
) -> (T) -> T.TangentVector
where R : FloatingPoint, R.TangentVector == R {
return { x in gradient(at: x, of: f) }
}
@inlinable
public func gradient<T, U, R>(
of f: @escaping @differentiable(reverse) (T, U) -> R
) -> (T, U) -> (T.TangentVector, U.TangentVector)
where R : FloatingPoint, R.TangentVector == R {
return { x, y in gradient(at: x, y, of: f) }
}
@inlinable
public func gradient<T, U, V, R>(
of f: @escaping @differentiable(reverse) (T, U, V) -> R
) -> (T, U, V) -> (T.TangentVector, U.TangentVector, V.TangentVector)
where R : FloatingPoint, R.TangentVector == R {
return { x, y, z in gradient(at: x, y, z, of: f) }
}