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# JAX: Autograd and XLA ![Continuous integration](https://github.com/google/jax/workflows/Continuous%20integration/badge.svg) [**Quickstart**](#quickstart-colab-in-the-cloud) | [**Transformations**](#transformations) | [**Install guide**](#installation) | [**Change logs**](https://jax.readthedocs.io/en/latest/CHANGELOG.html) | [**Reference docs**](https://jax.readthedocs.io/en/latest/) | [**Code search**](https://cs.opensource.google/jax/jax) **News:** [JAX tops largest-scale MLPerf Training 0.7 benchmarks!](https://cloud.google.com/blog/products/ai-machine-learning/google-breaks-ai-performance-records-in-mlperf-with-worlds-fastest-training-supercomputer) ## What is JAX? JAX is [Autograd](https://github.com/hips/autograd) and [XLA](https://www.tensorflow.org/xla), brought together for high-performance machine learning research. With its updated version of [Autograd](https://github.com/hips/autograd), JAX can automatically differentiate native Python and NumPy functions. It can differentiate through loops, branches, recursion, and closures, and it can take derivatives of derivatives of derivatives. It supports reverse-mode differentiation (a.k.a. backpropagation) via [`grad`](#automatic-differentiation-with-grad) as well as forward-mode differentiation, and the two can be composed arbitrarily to any order. What’s new is that JAX uses [XLA](https://www.tensorflow.org/xla) to compile and run your NumPy programs on GPUs and TPUs. Compilation happens under the hood by default, with library calls getting just-in-time compiled and executed. But JAX also lets you just-in-time compile your own Python functions into XLA-optimized kernels using a one-function API, [`jit`](#compilation-with-jit). Compilation and automatic differentiation can be composed arbitrarily, so you can express sophisticated algorithms and get maximal performance without leaving Python. You can even program multiple GPUs or TPU cores at once using [`pmap`](#spmd-programming-with-pmap), and differentiate through the whole thing. Dig a little deeper, and you'll see that JAX is really an extensible system for [composable function transformations](#transformations). Both [`grad`](#automatic-differentiation-with-grad) and [`jit`](#compilation-with-jit) are instances of such transformations. Others are [`vmap`](#auto-vectorization-with-vmap) for automatic vectorization and [`pmap`](#spmd-programming-with-pmap) for single-program multiple-data (SPMD) parallel programming of multiple accelerators, with more to come. This is a research project, not an official Google product. Expect bugs and [sharp edges](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html). Please help by trying it out, [reporting bugs](https://github.com/google/jax/issues), and letting us know what you think! ```python import jax.numpy as jnp from jax import grad, jit, vmap def predict(params, inputs): for W, b in params: outputs = jnp.dot(inputs, W) + b inputs = jnp.tanh(outputs) return outputs def logprob_fun(params, inputs, targets): preds = predict(params, inputs) return jnp.sum((preds - targets)**2) grad_fun = jit(grad(logprob_fun)) # compiled gradient evaluation function perex_grads = jit(vmap(grad_fun, in_axes=(None, 0, 0))) # fast per-example grads ``` ### Contents * [Quickstart: Colab in the Cloud](#quickstart-colab-in-the-cloud) * [Transformations](#transformations) * [Current gotchas](#current-gotchas) * [Installation](#installation) * [Citing JAX](#citing-jax) * [Reference documentation](#reference-documentation) ## Quickstart: Colab in the Cloud Jump right in using a notebook in your browser, connected to a Google Cloud GPU. Here are some starter notebooks: - [The basics: NumPy on accelerators, `grad` for differentiation, `jit` for compilation, and `vmap` for vectorization](https://jax.readthedocs.io/en/latest/notebooks/quickstart.html) - [Training a Simple Neural Network, with TensorFlow Dataset Data Loading](https://colab.research.google.com/github/google/jax/blob/master/docs/notebooks/neural_network_with_tfds_data.ipynb) **JAX now runs on Cloud TPUs.** To try out the preview, see the [Cloud TPU Colabs](https://github.com/google/jax/tree/master/cloud_tpu_colabs). For a deeper dive into JAX: - [The Autodiff Cookbook, Part 1: easy and powerful automatic differentiation in JAX](https://jax.readthedocs.io/en/latest/notebooks/autodiff_cookbook.html) - [Common gotchas and sharp edges](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html) - See the [full list of notebooks](https://github.com/google/jax/tree/master/docs/notebooks). You can also take a look at [the mini-libraries in `jax.experimental`](https://github.com/google/jax/tree/master/jax/experimental/README.md), like [`stax` for building neural networks](https://github.com/google/jax/tree/master/jax/experimental/README.md#neural-net-building-with-stax) and [`optimizers` for first-order stochastic optimization](https://github.com/google/jax/tree/master/jax/experimental/README.md#first-order-optimization), or the [examples](https://github.com/google/jax/tree/master/examples). ## Transformations At its core, JAX is an extensible system for transforming numerical functions. Here are four of primary interest: `grad`, `jit`, `vmap`, and `pmap`. ### Automatic differentiation with `grad` JAX has roughly the same API as [Autograd](https://github.com/hips/autograd). The most popular function is [`grad`](https://jax.readthedocs.io/en/latest/jax.html#jax.grad) for reverse-mode gradients: ```python from jax import grad import jax.numpy as jnp def tanh(x): # Define a function y = jnp.exp(-2.0 * x) return (1.0 - y) / (1.0 + y) grad_tanh = grad(tanh) # Obtain its gradient function print(grad_tanh(1.0)) # Evaluate it at x = 1.0 # prints 0.4199743 ``` You can differentiate to any order with `grad`. ```python print(grad(grad(grad(tanh)))(1.0)) # prints 0.62162673 ``` For more advanced autodiff, you can use [`jax.vjp`](https://jax.readthedocs.io/en/latest/jax.html#jax.vjp) for reverse-mode vector-Jacobian products and [`jax.jvp`](https://jax.readthedocs.io/en/latest/jax.html#jax.jvp) for forward-mode Jacobian-vector products. The two can be composed arbitrarily with one another, and with other JAX transformations. Here's one way to compose those to make a function that efficiently computes [full Hessian matrices](https://jax.readthedocs.io/en/latest/jax.html#jax.hessian): ```python from jax import jit, jacfwd, jacrev def hessian(fun): return jit(jacfwd(jacrev(fun))) ``` As with [Autograd](https://github.com/hips/autograd), you're free to use differentiation with Python control structures: ```python def abs_val(x): if x > 0: return x else: return -x abs_val_grad = grad(abs_val) print(abs_val_grad(1.0)) # prints 1.0 print(abs_val_grad(-1.0)) # prints -1.0 (abs_val is re-evaluated) ``` See the [reference docs on automatic differentiation](https://jax.readthedocs.io/en/latest/jax.html#automatic-differentiation) and the [JAX Autodiff Cookbook](https://jax.readthedocs.io/en/latest/notebooks/autodiff_cookbook.html) for more. ### Compilation with `jit` You can use XLA to compile your functions end-to-end with [`jit`](https://jax.readthedocs.io/en/latest/jax.html#just-in-time-compilation-jit), used either as an `@jit` decorator or as a higher-order function. ```python import jax.numpy as jnp from jax import jit def slow_f(x): # Element-wise ops see a large benefit from fusion return x * x + x * 2.0 x = jnp.ones((5000, 5000)) fast_f = jit(slow_f) %timeit -n10 -r3 fast_f(x) # ~ 4.5 ms / loop on Titan X %timeit -n10 -r3 slow_f(x) # ~ 14.5 ms / loop (also on GPU via JAX) ``` You can mix `jit` and `grad` and any other JAX transformation however you like. Using `jit` puts constraints on the kind of Python control flow the function can use; see the [Gotchas Notebook](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html#python-control-flow-+-JIT) for more. ### Auto-vectorization with `vmap` [`vmap`](https://jax.readthedocs.io/en/latest/jax.html#vectorization-vmap) is the vectorizing map. It has the familiar semantics of mapping a function along array axes, but instead of keeping the loop on the outside, it pushes the loop down into a function’s primitive operations for better performance. Using `vmap` can save you from having to carry around batch dimensions in your code. For example, consider this simple *unbatched* neural network prediction function: ```python def predict(params, input_vec): assert input_vec.ndim == 1 for W, b in params: output_vec = jnp.dot(W, input_vec) + b # `input_vec` on the right-hand side! input_vec = jnp.tanh(output_vec) return output_vec ``` We often instead write `jnp.dot(inputs, W)` to allow for a batch dimension on the left side of `inputs`, but we’ve written this particular prediction function to apply only to single input vectors. If we wanted to apply this function to a batch of inputs at once, semantically we could just write ```python from functools import partial predictions = jnp.stack(list(map(partial(predict, params), input_batch))) ``` But pushing one example through the network at a time would be slow! It’s better to vectorize the computation, so that at every layer we’re doing matrix-matrix multiplies rather than matrix-vector multiplies. The `vmap` function does that transformation for us. That is, if we write ```python from jax import vmap predictions = vmap(partial(predict, params))(input_batch) # or, alternatively predictions = vmap(predict, in_axes=(None, 0))(params, input_batch) ``` then the `vmap` function will push the outer loop inside the function, and our machine will end up executing matrix-matrix multiplications exactly as if we’d done the batching by hand. It’s easy enough to manually batch a simple neural network without `vmap`, but in other cases manual vectorization can be impractical or impossible. Take the problem of efficiently computing per-example gradients: that is, for a fixed set of parameters, we want to compute the gradient of our loss function evaluated separately at each example in a batch. With `vmap`, it’s easy: ```python per_example_gradients = vmap(partial(grad(loss), params))(inputs, targets) ``` Of course, `vmap` can be arbitrarily composed with `jit`, `grad`, and any other JAX transformation! We use `vmap` with both forward- and reverse-mode automatic differentiation for fast Jacobian and Hessian matrix calculations in `jax.jacfwd`, `jax.jacrev`, and `jax.hessian`. ### SPMD programming with `pmap` For parallel programming of multiple accelerators, like multiple GPUs, use [`pmap`](https://jax.readthedocs.io/en/latest/jax.html#parallelization-pmap). With `pmap` you write single-program multiple-data (SPMD) programs, including fast parallel collective communication operations. Applying `pmap` will mean that the function you write is compiled by XLA (similarly to `jit`), then replicated and executed in parallel across devices. Here's an example on an 8-GPU machine: ```python from jax import random, pmap import jax.numpy as jnp # Create 8 random 5000 x 6000 matrices, one per GPU keys = random.split(random.PRNGKey(0), 8) mats = pmap(lambda key: random.normal(key, (5000, 6000)))(keys) # Run a local matmul on each device in parallel (no data transfer) result = pmap(lambda x: jnp.dot(x, x.T))(mats) # result.shape is (8, 5000, 5000) # Compute the mean on each device in parallel and print the result print(pmap(jnp.mean)(result)) # prints [1.1566595 1.1805978 ... 1.2321935 1.2015157] ``` In addition to expressing pure maps, you can use fast [collective communication operations](https://jax.readthedocs.io/en/latest/jax.lax.html#parallel-operators) between devices: ```python from functools import partial from jax import lax @partial(pmap, axis_name='i') def normalize(x): return x / lax.psum(x, 'i') print(normalize(jnp.arange(4.))) # prints [0. 0.16666667 0.33333334 0.5 ] ``` You can even [nest `pmap` functions](https://colab.sandbox.google.com/github/google/jax/blob/master/cloud_tpu_colabs/Pmap_Cookbook.ipynb#scrollTo=MdRscR5MONuN) for more sophisticated communication patterns. It all composes, so you're free to differentiate through parallel computations: ```python from jax import grad @pmap def f(x): y = jnp.sin(x) @pmap def g(z): return jnp.cos(z) * jnp.tan(y.sum()) * jnp.tanh(x).sum() return grad(lambda w: jnp.sum(g(w)))(x) print(f(x)) # [[ 0. , -0.7170853 ], # [-3.1085174 , -0.4824318 ], # [10.366636 , 13.135289 ], # [ 0.22163185, -0.52112055]] print(grad(lambda x: jnp.sum(f(x)))(x)) # [[ -3.2369726, -1.6356447], # [ 4.7572474, 11.606951 ], # [-98.524414 , 42.76499 ], # [ -1.6007166, -1.2568436]] ``` When reverse-mode differentiating a `pmap` function (e.g. with `grad`), the backward pass of the computation is parallelized just like the forward pass. See the [SPMD Cookbook](https://colab.sandbox.google.com/github/google/jax/blob/master/cloud_tpu_colabs/Pmap_Cookbook.ipynb) and the [SPMD MNIST classifier from scratch example](https://github.com/google/jax/blob/master/examples/spmd_mnist_classifier_fromscratch.py) for more. ## Current gotchas For a more thorough survey of current gotchas, with examples and explanations, we highly recommend reading the [Gotchas Notebook](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html). Some standouts: 1. JAX transformations only work on [pure functions](https://en.wikipedia.org/wiki/Pure_function), which don't have side-effects and respect [referential transparency](https://en.wikipedia.org/wiki/Referential_transparency) (i.e. object identity testing with `is` isn't preserved). If you use a JAX transformation on an impure Python function, you might see an error like `Exception: Can't lift Traced...` or `Exception: Different traces at same level`. 1. [In-place mutating updates of arrays](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html#%F0%9F%94%AA-In-Place-Updates), like `x[i] += y`, aren't supported, but [there are functional alternatives](https://jax.readthedocs.io/en/latest/jax.ops.html). Under a `jit`, those functional alternatives will reuse buffers in-place automatically. 1. [Random numbers are different](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html#%F0%9F%94%AA-Random-Numbers), but for [good reasons](https://github.com/google/jax/blob/master/design_notes/prng.md). 1. If you're looking for [convolution operators](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html#%F0%9F%94%AA-Convolutions), they're in the `jax.lax` package. 1. JAX enforces single-precision (32-bit, e.g. `float32`) values by default, and [to enable double-precision](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html#Double-(64bit)-precision) (64-bit, e.g. `float64`) one needs to set the `jax_enable_x64` variable at startup (or set the environment variable `JAX_ENABLE_X64=True`). 1. Some of NumPy's dtype promotion semantics involving a mix of Python scalars and NumPy types aren't preserved, namely `np.add(1, np.array([2], np.float32)).dtype` is `float64` rather than `float32`. 1. Some transformations, like `jit`, [constrain how you can use Python control flow](https://jax.readthedocs.io/en/latest/notebooks/Common_Gotchas_in_JAX.html#%F0%9F%94%AA-Control-Flow). You'll always get loud errors if something goes wrong. You might have to use [`jit`'s `static_argnums` parameter](https://jax.readthedocs.io/en/latest/jax.html#just-in-time-compilation-jit), [structured control flow primitives](https://jax.readthedocs.io/en/latest/jax.lax.html#control-flow-operators) like [`lax.scan`](https://jax.readthedocs.io/en/latest/_autosummary/jax.lax.scan.html#jax.lax.scan), or just use `jit` on smaller subfunctions. ## Installation JAX is written in pure Python, but it depends on XLA, which needs to be installed as the `jaxlib` package. Use the following instructions to install a binary package with `pip`, or to build JAX from source. We support installing or building `jaxlib` on Linux (Ubuntu 16.04 or later) and macOS (10.12 or later) platforms. Windows users can use JAX on CPU via the [Windows Subsystem for Linux](https://docs.microsoft.com/en-us/windows/wsl/about). We're not currently working on native Windows support, but contributions are welcome (see [#438](https://github.com/google/jax/issues/438)). ### pip installation To install a CPU-only version, which might be useful for doing local development on a laptop, you can run ```bash pip install --upgrade pip pip install --upgrade jax jaxlib # CPU-only version ``` On Linux, it is often necessary to first update `pip` to a version that supports `manylinux2010` wheels. If you want to install JAX with both CPU and GPU support, using existing CUDA and CUDNN7 installations on your machine (for example, preinstalled on your cloud VM), you can run ```bash # install jaxlib PYTHON_VERSION=cp37 # alternatives: cp36, cp37, cp38 CUDA_VERSION=cuda100 # alternatives: cuda100, cuda101, cuda102, cuda110 PLATFORM=manylinux2010_x86_64 # alternatives: manylinux2010_x86_64 BASE_URL='https://storage.googleapis.com/jax-releases' pip install --upgrade $BASE_URL/$CUDA_VERSION/jaxlib-0.1.52-$PYTHON_VERSION-none-$PLATFORM.whl pip install --upgrade jax # install jax ``` The library package name must correspond to the version of the existing CUDA installation you want to use, with `cuda110` for CUDA 11.0, `cuda102` for CUDA 10.2, `cuda101` for CUDA 10.1, and `cuda100` for CUDA 10.0. To find your CUDA and CUDNN versions, you can run commands like these, depending on your CUDNN install path: ```bash nvcc --version grep CUDNN_MAJOR -A 2 /usr/local/cuda/include/cudnn.h # might need different path ``` Note that some GPU functionality expects the CUDA installation to be at `/usr/local/cuda-X.X`, where X.X should be replaced with the CUDA version number (e.g. `cuda-10.2`). If CUDA is installed elsewhere on your system, you can either create a symlink: ```bash sudo ln -s /path/to/cuda /usr/local/cuda-X.X ``` Or set the following environment variable before importing JAX: ```bash XLA_FLAGS=--xla_gpu_cuda_data_dir=/path/to/cuda ``` The Python version must match your Python interpreter. There are prebuilt wheels for Python 3.6, 3.7, and 3.8; for anything else, you must build from source. Jax requires Python 3.6 or above. Jax does not support Python 2 any more. To try automatic detection of the correct version for your system, you can run: ```bash pip install --upgrade https://storage.googleapis.com/jax-releases/`nvcc -V | sed -En "s/.* release ([0-9]*)\.([0-9]*),.*/cuda\1\2/p"`/jaxlib-0.1.52-`python3 -V | sed -En "s/Python ([0-9]*)\.([0-9]*).*/cp\1\2/p"`-none-manylinux2010_x86_64.whl jax ``` Please let us know on [the issue tracker](https://github.com/google/jax/issues) if you run into any errors or problems with the prebuilt wheels. ### Building JAX from source See [Building JAX from source](https://jax.readthedocs.io/en/latest/developer.html#building-from-source). ## Citing JAX To cite this repository: ``` @software{jax2018github, author = {James Bradbury and Roy Frostig and Peter Hawkins and Matthew James Johnson and Chris Leary and Dougal Maclaurin and Skye Wanderman-Milne}, title = {{JAX}: composable transformations of {P}ython+{N}um{P}y programs}, url = {http://github.com/google/jax}, version = {0.1.55}, year = {2018}, } ``` In the above bibtex entry, names are in alphabetical order, the version number is intended to be that from [jax/version.py](../master/jax/version.py), and the year corresponds to the project's open-source release. A nascent version of JAX, supporting only automatic differentiation and compilation to XLA, was described in a [paper that appeared at SysML 2018](https://mlsys.org/Conferences/2019/doc/2018/146.pdf). We're currently working on covering JAX's ideas and capabilities in a more comprehensive and up-to-date paper. ## Reference documentation For details about the JAX API, see the [reference documentation](https://jax.readthedocs.io/). For getting started as a JAX developer, see the [developer documentation](https://jax.readthedocs.io/en/latest/developer.html).