# Copyright 2021 Google LLC # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # https://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. """ Sparsify transform ================== This is an experimental JAX transform that will allow arbitrary JAX functions to accept sparse matrices as inputs, so long as sparse rules are implemented for the primitives called by the function. For example: >>> import jax.numpy as jnp >>> from jax import random >>> from jax.experimental.sparse import BCOO, sparsify >>> mat = random.uniform(random.PRNGKey(1701), (5, 5)) >>> mat = mat.at[mat < 0.5].set(0) >>> vec = random.uniform(random.PRNGKey(42), (5,)) >>> def f(mat, vec): ... return -(jnp.sin(mat) @ vec) ... >>> f(mat, vec) DeviceArray([-1.2655463 , -0.52060574, -0.14522289, -0.10817424, -0.15574613], dtype=float32) >>> mat_sparse = BCOO.fromdense(mat) >>> mat_sparse BCOO(float32[5, 5], nse=8) >>> sparsify(f)(mat_sparse, vec) DeviceArray([-1.2655463 , -0.52060574, -0.14522289, -0.10817424, -0.15574613], dtype=float32) """ import functools from typing import ( Any, Callable, Dict, NamedTuple, List, Optional, Sequence, Tuple, Union) import numpy as np from jax import core from jax import lax from jax import linear_util as lu from jax.api_util import flatten_fun_nokwargs from jax.interpreters import partial_eval as pe from jax.interpreters import xla from jax.tree_util import tree_flatten, tree_unflatten from jax.util import safe_map, safe_zip, split_list from jax._src.lax.control_flow import _check_tree_and_avals from jax._src.util import canonicalize_axis from jax.experimental import sparse from jax.experimental.sparse import BCOO sparse_rules : Dict[core.Primitive, Callable] = {} Array = Any class SparseEnv: """Environment for sparse jaxpr evaluation.""" _buffers : List[Array] def __init__(self, bufs=()): self._buffers = list(bufs) def push(self, arr: Array) -> int: self._buffers.append(np.array(arr) if np.isscalar(arr) else arr) # type: ignore return len(self._buffers) - 1 def get(self, ind: int) -> Array: return self._buffers[ind] def size(self): return len(self._buffers) class ArgSpec(NamedTuple): shape: Tuple[int, ...] data_ref: Optional[int] indices_ref: Optional[int] @property def ndim(self): return len(self.shape) def is_sparse(self): return self.indices_ref is not None def is_unit(self): return self.data_ref is None def data(self, spenv: SparseEnv): assert self.data_ref is not None return spenv.get(self.data_ref) def indices(self, spenv: SparseEnv): assert self.indices_ref is not None return spenv.get(self.indices_ref) def arrays_to_argspecs( spenv: SparseEnv, args: Sequence[Array] ) -> Sequence[ArgSpec]: argspecs: List[ArgSpec] = [] for arg in args: if isinstance(arg, BCOO): argspecs.append(ArgSpec(arg.shape, spenv.push(arg.data), spenv.push(arg.indices))) # type: ignore elif core.get_aval(arg) is core.abstract_unit: argspecs.append(ArgSpec((), None, None)) else: argspecs.append(ArgSpec(np.shape(arg), spenv.push(arg), None)) # type: ignore return argspecs def argspecs_to_arrays( spenv: SparseEnv, argspecs: Sequence[ArgSpec], ) -> Sequence[Array]: args: List[Array] = [] for argspec in argspecs: if argspec.is_sparse(): assert argspec.indices_ref is not None args.append(BCOO((argspec.data(spenv), argspec.indices(spenv)), shape=argspec.shape)) elif argspec.is_unit(): args.append(core.unit) else: args.append(argspec.data(spenv)) return tuple(args) def argspecs_to_avals( spenv: SparseEnv, argspecs: Sequence[ArgSpec], ) -> Sequence[core.AbstractValue]: return [core.abstract_unit if a.is_unit() else core.ShapedArray(a.shape, a.data(spenv).dtype) for a in argspecs] def eval_sparse( jaxpr: core.Jaxpr, consts: Sequence[Array], # all consts are dense argspecs: Sequence[ArgSpec], # mix of sparse and dense pointers into spenv spenv: SparseEnv, ) -> Sequence[ArgSpec]: env : Dict[core.Var, ArgSpec] = {} def read(var: core.Var) -> Union[Array, ArgSpec]: # all literals are dense if isinstance(var, core.Literal): return ArgSpec(np.shape(var.val), spenv.push(var.val), None) else: return env[var] def write_buffer(var: core.Var, a: Array) -> None: if var is core.dropvar: return env[var] = ArgSpec(a.shape, spenv.push(a), None) def write(var: core.Var, a: ArgSpec) -> None: if var is core.dropvar: return env[var] = a # TODO: handle unitvar at all? #write_buffer(core.unitvar, core.unit) safe_map(write_buffer, jaxpr.constvars, consts) safe_map(write, jaxpr.invars, argspecs) for eqn in jaxpr.eqns: prim = eqn.primitive invals = safe_map(read, eqn.invars) if any(val.is_sparse() for val in invals): if prim not in sparse_rules: raise NotImplementedError(f"sparse rule for {prim}") out = sparse_rules[prim](spenv, *invals, **eqn.params) else: if prim is xla.xla_call_p: # TODO(vanderplas,frostig): workaround for binding call primitives # within a jaxpr interpreter params = eqn.params.copy() fun = lu.wrap_init(core.jaxpr_as_fun(pe.ClosedJaxpr(params.pop('call_jaxpr'), ()))) out_bufs = prim.bind(fun, *(val.data(spenv) for val in invals), **params) else: out_bufs = prim.bind(*(val.data(spenv) for val in invals), **eqn.params) out_bufs = out_bufs if prim.multiple_results else [out_bufs] out = [] for buf in out_bufs: out.append(ArgSpec(buf.shape, spenv.push(buf), None)) safe_map(write, eqn.outvars, out) return safe_map(read, jaxpr.outvars) def sparsify_raw(f): def wrapped(spenv: SparseEnv, *argspecs: ArgSpec, **params: Any) -> Tuple[Sequence[ArgSpec], bool]: in_avals = argspecs_to_avals(spenv, argspecs) in_avals_flat, in_tree = tree_flatten(in_avals) wrapped_fun, out_tree = flatten_fun_nokwargs(lu.wrap_init(f), in_tree) jaxpr, out_avals_flat, consts = pe.trace_to_jaxpr_dynamic(wrapped_fun, in_avals_flat) result = eval_sparse(jaxpr, consts, argspecs, spenv) if len(out_avals_flat) != len(result): raise Exception("Internal: eval_sparse does not return expected number of arguments. " "Got {result} for avals {out_avals_flat}") return result, out_tree() return wrapped def sparsify(f): f_raw = sparsify_raw(f) @functools.wraps(f) def wrapped(*args, **params): spenv = SparseEnv() argspecs = arrays_to_argspecs(spenv, args) argspecs_out, out_tree = f_raw(spenv, *argspecs, **params) out = argspecs_to_arrays(spenv, argspecs_out) return tree_unflatten(out_tree, out) return wrapped def _zero_preserving_unary_op(prim): def func(spenv, *argspecs, **kwargs): assert len(argspecs) == 1 buf = argspecs[0].data(spenv) buf_out = prim.bind(buf, **kwargs) out_argspec = ArgSpec(argspecs[0].shape, spenv.push(buf_out), argspecs[0].indices_ref) return (out_argspec,) return func # TODO(jakevdp): some of these will give incorrect results when there are duplicated indices. # how should we handle this? for _prim in [ lax.abs_p, lax.expm1_p, lax.log1p_p, lax.neg_p, lax.sign_p, lax.sin_p, lax.sinh_p, lax.sqrt_p, lax.tan_p, lax.tanh_p, lax.convert_element_type_p ]: sparse_rules[_prim] = _zero_preserving_unary_op(_prim) def _dot_general_sparse(spenv, *argspecs, dimension_numbers, precision, preferred_element_type): if argspecs[0].is_sparse() and argspecs[1].is_sparse(): raise NotImplementedError("dot_general between two sparse matrices.") A, B = argspecs_to_arrays(spenv, argspecs) if argspecs[0].is_sparse(): result = sparse.bcoo_dot_general(A.data, A.indices, B, lhs_shape=A.shape, dimension_numbers=dimension_numbers) else: result = sparse.bcoo_rdot_general(A, B.data, B.indices, rhs_shape=B.shape, dimension_numbers=dimension_numbers) return [ArgSpec(result.shape, spenv.push(result), None)] sparse_rules[lax.dot_general_p] = _dot_general_sparse def _transpose_sparse(spenv, *argspecs, permutation): permutation = tuple(permutation) args = argspecs_to_arrays(spenv, argspecs) shape = args[0].shape data, indices = sparse.bcoo_transpose(args[0].data, args[0].indices, permutation=permutation, shape=shape) out_shape = tuple(shape[i] for i in permutation) n_batch = args[0].indices.ndim - 2 n_sparse = args[0].indices.shape[-2] batch_dims_unchanged = (permutation[:n_batch] == tuple(range(n_batch))) dense_dims_unchanged = (permutation[n_batch + n_sparse:] == tuple(range(n_batch + n_sparse, len(shape)))) sparse_dims_unchanged = (permutation[n_batch:n_batch + n_sparse] == tuple(range(n_batch, n_batch + n_sparse))) # Data is unchanged if batch & dense dims are not permuted if batch_dims_unchanged and dense_dims_unchanged: data_ref = argspecs[0].data_ref else: data_ref = spenv.push(data) # Indices unchanged if batch & sparse dims are not permuted if batch_dims_unchanged and sparse_dims_unchanged: indices_ref = argspecs[0].indices_ref else: indices_ref = spenv.push(indices) argspec = ArgSpec(out_shape, data_ref, indices_ref) return (argspec,) sparse_rules[lax.transpose_p] = _transpose_sparse def _add_sparse(spenv, *argspecs): X, Y = argspecs if X.is_sparse() and Y.is_sparse(): if X.shape != Y.shape: raise NotImplementedError("Addition between sparse matrices of different shapes.") if X.indices_ref == Y.indices_ref: out_data = lax.add(X.data(spenv), Y.data(spenv)) out_argspec = ArgSpec(X.shape, spenv.push(out_data), X.indices_ref) elif X.indices(spenv).ndim != Y.indices(spenv).ndim or X.data(spenv).ndim != Y.data(spenv).ndim: raise NotImplementedError("Addition between sparse matrices with different batch/dense dimensions.") else: out_indices = lax.concatenate([X.indices(spenv), Y.indices(spenv)], dimension=X.indices(spenv).ndim - 1) out_data = lax.concatenate([X.data(spenv), Y.data(spenv)], dimension=X.indices(spenv).ndim - 2) out_argspec = ArgSpec(X.shape, spenv.push(out_data), spenv.push(out_indices)) else: raise NotImplementedError("Addition between sparse and dense matrix.") return (out_argspec,) sparse_rules[lax.add_p] = _add_sparse def _mul_sparse(spenv, *argspecs): X, Y = argspecs if X.is_sparse() and Y.is_sparse(): if X.shape != Y.shape: raise NotImplementedError("Multiplication between sparse matrices of different shapes.") if X.indices_ref == Y.indices_ref: out_data = lax.mul(X.data(spenv), Y.data(spenv)) out_argspec = ArgSpec(X.shape, spenv.push(out_data), X.indices_ref) elif X.indices(spenv).ndim != Y.indices(spenv).ndim or X.data(spenv).ndim != Y.data(spenv).ndim: raise NotImplementedError("Multiplication between sparse matrices with different batch/dense dimensions.") else: raise NotImplementedError("Multiplication between sparse matrices with different sparsity patterns.") else: if Y.is_sparse(): X, Y = Y, X Ydata = Y.data(spenv) if Ydata.ndim == 0: out_data = lax.mul(X.data(spenv), Ydata) elif Ydata.shape == X.shape: out_data = lax.mul(X.data(spenv), sparse.bcoo_extract(X.indices(spenv), Ydata)) else: raise NotImplementedError("Multiplication between sparse and dense matrices of different shape.") out_argspec = ArgSpec(X.shape, spenv.push(out_data), X.indices_ref) return (out_argspec,) sparse_rules[lax.mul_p] = _mul_sparse def _reduce_sum_sparse(spenv, *argspecs, axes): X, = argspecs data, indices, out_shape = sparse.bcoo_reduce_sum( X.data(spenv), X.indices(spenv), shape=X.shape, axes=axes) if out_shape == (): out_argspec = ArgSpec(out_shape, spenv.push(data.sum()), None) else: out_argspec = ArgSpec(out_shape, spenv.push(data), spenv.push(indices)) return (out_argspec,) sparse_rules[lax.reduce_sum_p] = _reduce_sum_sparse def _squeeze_sparse(spenv, *argspecs, dimensions): arr, = argspecs dimensions = tuple(canonicalize_axis(dim, arr.ndim) for dim in dimensions) if any(arr.shape[dim] != 1 for dim in dimensions): raise ValueError("cannot select an axis to squeeze out which has size not equal to one, " f"got shape={arr.shape} and dimensions={dimensions}") data = arr.data(spenv) indices = arr.indices(spenv) n_sparse = indices.shape[-2] n_batch = indices.ndim - 2 batch_dims = tuple(d for d in dimensions if d < n_batch) sparse_dims = np.array([i for i in range(n_sparse) if i + n_batch not in dimensions], dtype=int) dense_dims = tuple(d - n_sparse + 1 for d in dimensions if d >= n_batch + n_sparse) data_out = lax.squeeze(data, batch_dims + dense_dims) indices_out = lax.squeeze(indices[..., sparse_dims, :], batch_dims) out_shape = tuple(s for i, s in enumerate(arr.shape) if i not in dimensions) return (ArgSpec(out_shape, spenv.push(data_out), spenv.push(indices_out)),) sparse_rules[lax.squeeze_p] = _squeeze_sparse def _sparsify_jaxpr(spenv, jaxpr, *argspecs): # TODO(jakevdp): currently this approach discards all information about # shared data & indices when generating the sparsified jaxpr. The # current approach produces valid sparsified while loops, but they # don't work in corner cases (see associated TODO in sparsify_test.py) out_tree = None @lu.wrap_init def wrapped(*args_flat): nonlocal out_tree args = tree_unflatten(in_tree, args_flat) argspecs = arrays_to_argspecs(spenv, args) result = eval_sparse(jaxpr.jaxpr, jaxpr.consts, argspecs, spenv) out = argspecs_to_arrays(spenv, result) out_flat, out_tree = tree_flatten(out) return out_flat args = argspecs_to_arrays(spenv, argspecs) args_flat, in_tree = tree_flatten(args) avals_flat = [core.raise_to_shaped(core.get_aval(arg)) for arg in args_flat] sp_jaxpr, _, consts = pe.trace_to_jaxpr_dynamic(wrapped, avals_flat) sp_jaxpr = pe.ClosedJaxpr(pe.convert_constvars_jaxpr(sp_jaxpr), consts) return sp_jaxpr, out_tree def _while_sparse(spenv, *argspecs, cond_jaxpr, cond_nconsts, body_jaxpr, body_nconsts): cond_const_argspecs, body_const_argspecs, init_val_argspecs = split_list( argspecs, [cond_nconsts, body_nconsts]) cond_sp_jaxpr, _ = _sparsify_jaxpr(spenv, cond_jaxpr, *cond_const_argspecs, *init_val_argspecs) body_sp_jaxpr, out_tree = _sparsify_jaxpr(spenv, body_jaxpr, *body_const_argspecs, *init_val_argspecs) cond_consts, _ = tree_flatten(argspecs_to_arrays(spenv, cond_const_argspecs)) body_consts, _ = tree_flatten(argspecs_to_arrays(spenv, body_const_argspecs)) init_vals, _ = tree_flatten(argspecs_to_arrays(spenv, init_val_argspecs)) out_flat = lax.while_p.bind(*cond_consts, *body_consts, *init_vals, cond_nconsts=len(cond_consts), cond_jaxpr=cond_sp_jaxpr, body_nconsts=len(body_consts), body_jaxpr=body_sp_jaxpr) return arrays_to_argspecs(spenv, tree_unflatten(out_tree, out_flat)) sparse_rules[lax.while_p] = _while_sparse def _xla_call_sparse(spenv, *argspecs, call_jaxpr, donated_invars, **params): if any(donated_invars): raise NotImplementedError("sparse xla_call with donated_invars") sp_call_jaxpr, out_tree = _sparsify_jaxpr(spenv, pe.ClosedJaxpr(call_jaxpr, ()), *argspecs) fun = lu.wrap_init(core.jaxpr_as_fun(sp_call_jaxpr)) args_flat, _ = tree_flatten(argspecs_to_arrays(spenv, argspecs)) donated_invars = tuple(False for arg in args_flat) out_flat = xla.xla_call_p.bind(fun, *args_flat, donated_invars=donated_invars, **params) return arrays_to_argspecs(spenv, tree_unflatten(out_tree, out_flat)) sparse_rules[xla.xla_call_p] = _xla_call_sparse def _duplicate_for_sparse_argspecs(argspecs, params): for argspec, param in safe_zip(argspecs, params): yield from [param, param] if argspec.is_sparse() else [param] def _scan_sparse(spenv, *argspecs, jaxpr, num_consts, num_carry, **params): const_argspecs, carry_argspecs, xs_argspecs = split_list( argspecs, [num_consts, num_carry]) if xs_argspecs: # TODO(jakevdp): we don't want to pass xs_argspecs, we want to pass one row # of xs argspecs. How to do this? raise NotImplementedError("sparse rule for scan with x values.") sp_jaxpr, _ = _sparsify_jaxpr(spenv, jaxpr, *const_argspecs, *carry_argspecs, *xs_argspecs) consts, _ = tree_flatten(argspecs_to_arrays(spenv, const_argspecs)) carry, carry_tree = tree_flatten(argspecs_to_arrays(spenv, carry_argspecs)) xs, xs_tree = tree_flatten(argspecs_to_arrays(spenv, xs_argspecs)) # params['linear'] has one entry per arg; expand it to match the sparsified args. const_linear, carry_linear, xs_linear = split_list( params.pop('linear'), [num_consts, num_carry]) sp_linear = tuple([ *_duplicate_for_sparse_argspecs(const_argspecs, const_linear), *_duplicate_for_sparse_argspecs(carry_argspecs, carry_linear), *_duplicate_for_sparse_argspecs(xs_argspecs, xs_linear)]) out = lax.scan_p.bind(*consts, *carry, *xs, jaxpr=sp_jaxpr, linear=sp_linear, num_consts=len(consts), num_carry=len(carry), **params) carry_out = tree_unflatten(carry_tree, out[:len(carry)]) xs_out = tree_unflatten(xs_tree, out[len(carry):]) return arrays_to_argspecs(spenv, carry_out + xs_out) sparse_rules[lax.scan_p] = _scan_sparse def _cond_sparse(spenv, pred, *operands, branches, linear, **params): sp_branches, treedefs = zip(*(_sparsify_jaxpr(spenv, jaxpr, *operands) for jaxpr in branches)) _check_tree_and_avals("sparsified true_fun and false_fun output", treedefs[0], sp_branches[0].out_avals, treedefs[1], sp_branches[1].out_avals) sp_linear = tuple(_duplicate_for_sparse_argspecs(operands, linear)) args, _ = tree_flatten(argspecs_to_arrays(spenv, (pred, *operands))) out_flat = lax.cond_p.bind(*args, branches=sp_branches, linear=sp_linear, **params) out = tree_unflatten(treedefs[0], out_flat) return arrays_to_argspecs(spenv, out) sparse_rules[lax.cond_p] = _cond_sparse