Composable functions via jax (openmdao.jax)#

Certain functions are useful in a gradient-based optimization context, such as smooth activation functions or differentiable maximum/minimum functions.

Rather than provide a component that forces a user to structure their system in a certain way and add more components than necessary, the openmdao.jax package is intended to provide a universal source for composable functions that users can use within their own components.

Functions in openmdao.jax are built using the jax Python package. This allows users to develop components that use these functions, along with other code written with jax, and leverage capabilities of jax like automatic differentiation, vectorization, and just-in-time compilation.

Many of these functions are focused on providing differentiable forms of strictly non-differentiable functions, such as step responses, absolute value, and minimums or maximums. Near regions where the nominal functions would have invalid derivatives, these functions are smooth but will not perfectly match their non-smooth counterparts.

Available Functions#

openmdao.jax.act_tanh(x, mu=0.01, z=0.0, a=- 1.0, b=1.0)[source]

Compute a differentiable activation function based on the hyperbolic tangent.

act_tanh can be used to approximate a step function from a to b, occurring at x=z. Smaller values of parameter mu more accurately represent a step function but the “sharpness” of the corners in the response may be more difficult for gradient-based approaches to resolve.

Parameters:
xfloat or array

The input at which the value of the activation function is to be computed.

mufloat

A shaping parameter which impacts the “abruptness” of the activation function. As this value approaches zero the response approaches that of a step function.

zfloat

The value of the independent variable about which the activation response is centered.

afloat

The initial value that the input asymptotically approaches as x approaches negative infinity.

bfloat

The final value that the input asymptotically approaches as x approaches positive infinity.

Returns:
float or array

The value of the activation response at the given input.

Hide code cell source
import numpy as np
import matplotlib.pyplot as plt
import openmdao.jax as omj

fig, ax = plt.subplots(2, 2, figsize=(8, 8))
fig.suptitle('Impact of different parameters on act_tanh')
x = np.linspace(0, 1, 1000)

mup001 = omj.act_tanh(x, mu=0.001, z=0.5, a=0, b=1)
mup01 = omj.act_tanh(x, mu=0.01, z=0.5, a=0, b=1)
mup1 = omj.act_tanh(x, mu=0.1, z=0.5, a=0, b=1)

ax[0, 0].plot(x, mup001, label=r'$\mu$ = 0.001')
ax[0, 0].plot(x, mup01, label=r'$\mu$ = 0.01')
ax[0, 0].plot(x, mup1, label=r'$\mu$ = 0.1')
ax[0, 0].legend()
ax[0, 0].grid()

zp5 = omj.act_tanh(x, mu=0.01, z=0.5, a=0, b=1)
zp4 = omj.act_tanh(x, mu=0.01, z=0.4, a=0, b=1)
zp6 = omj.act_tanh(x, mu=0.01, z=0.6, a=0, b=1)

ax[0, 1].plot(x, zp4, label=r'$z$ = 0.4')
ax[0, 1].plot(x, zp5, label=r'$z$ = 0.5')
ax[0, 1].plot(x, zp6, label=r'$z$ = 0.6')
ax[0, 1].legend()
ax[0, 1].grid()

a0 = omj.act_tanh(x, mu=0.01, z=0.5, a=0, b=1)
ap2 = omj.act_tanh(x, mu=0.01, z=0.5, a=0.2, b=1)
ap4 = omj.act_tanh(x, mu=0.01, z=0.5, a=0.4, b=1)

ax[1, 0].plot(x, a0, label=r'$a$ = 0.0')
ax[1, 0].plot(x, ap2, label=r'$a$ = 0.2')
ax[1, 0].plot(x, ap4, label=r'$a$ = 0.4')
ax[1, 0].legend()
ax[1, 0].grid()

bp6 = omj.act_tanh(x, mu=0.01, z=0.5, a=0, b=.6)
bp8 = omj.act_tanh(x, mu=0.01, z=0.5, a=0, b=.8)
b1 = omj.act_tanh(x, mu=0.01, z=0.5, a=0, b=1)

ax[1, 1].plot(x, bp6, label=r'$b$ = 0.6')
ax[1, 1].plot(x, bp8, label=r'$b$ = 0.8')
ax[1, 1].plot(x, b1, label=r'$b$ = 1.0')
ax[1, 1].legend()
ax[1, 1].grid()
../../../_images/b35af786af1932ae84ccbddfd24200ccde34296aae37edcdc0c5a2472653d4f5.png
openmdao.jax.smooth_abs(x, mu=0.01)[source]

Compute a differentiable approximation to the absolute value function.

Parameters:
xfloat or array

The argument to absolute value.

mufloat

A shaping parameter which impacts the tradeoff between the smoothness and accuracy of the function. As this value approaches zero the response approaches that of the true absolute value.

Returns:
float or array

An approximation of the absolute value. Near zero, the value will differ from the true absolute value but its derivative will be continuous.

Hide code cell source
fig, ax = plt.subplots(1, 1, figsize=(4, 4))
fig.suptitle('Impact of different parameters on smooth_abs')
x = np.linspace(-0.2, 0.2, 1000)

mup001 = omj.smooth_abs(x, mu=0.001)
mup01 = omj.smooth_abs(x, mu=0.01)
mup1 = omj.smooth_abs(x, mu=0.1)

ax.plot(x, mup001, label=r'$\mu$ = 0.001')
ax.plot(x, mup01, label=r'$\mu$ = 0.01')
ax.plot(x, mup1, label=r'$\mu$ = 0.1')
ax.legend()
ax.grid()
../../../_images/566a6cacc08d6e2ef30ca604a8415d99a31394073ea3043fce7474dfc93dcbbd.png
openmdao.jax.smooth_max(x, y, mu=0.01)[source]

Compute a differentiable maximum between two arrays of the same shape.

Parameters:
xfloat or array

The first value or array of values for comparison.

yfloat or array

The second value or array of values for comparison.

mufloat

A shaping parameter which impacts the “abruptness” of the activation function. As this value approaches zero the response approaches that of a step function.

Returns:
float or array

For each element in x or y, the greater of the values of x or y at that point. This function is smoothed, so near the point where x and y have equal values this will be approximate. The accuracy of this approximation can be adjusted by changing the mu parameter. Smaller values of mu will lead to more accuracy at the expense of the smoothness of the approximation.

Hide code cell source
fig, ax = plt.subplots(1, 1, figsize=(4, 4))
fig.suptitle('Impact of different parameters on smooth_max of sin and cos')
x = np.linspace(0.5, 1, 1000)

sin = np.sin(x)
cos = np.cos(x)

mup001 = omj.smooth_max(sin, cos, mu=0.001)
mup01 = omj.smooth_max(sin, cos, mu=0.01)
mup1 = omj.smooth_max(sin, cos, mu=0.1)

ax.plot(x, sin, '--', label=r'$\sin{x}$')
ax.plot(x, cos, '--', label=r'$\cos{x}$')
ax.plot(x, mup01, label=r'$\mu$ = 0.01')
ax.plot(x, mup1, label=r'$\mu$ = 0.1')
ax.legend()
ax.grid()
../../../_images/029538fb57e8be05db2e5285c0d2737a727ca3341e1b43e5c10bf8de557efc7f.png
openmdao.jax.smooth_min(x, y, mu=0.01)[source]

Compute a differentiable minimum between two arrays of the same shape.

Parameters:
xfloat or array

The first value or array of values for comparison.

yfloat or array

The second value or array of values for comparison.

mufloat

A shaping parameter which impacts the “abruptness” of the activation function. As this value approaches zero the response approaches that of a step function.

Returns:
float or array

For each element in x or y, the greater of the values of x or y at that point. This function is smoothed, so near the point where x and y have equal values this will be approximate. The accuracy of this approximation can be adjusted by changing the mu parameter. Smaller values of mu will lead to more accuracy at the expense of the smoothness of the approximation.

Hide code cell source
fig, ax = plt.subplots(1, 1, figsize=(4, 4))
fig.suptitle('Impact of different parameters on smooth_min of sin and cos')
x = np.linspace(0.5, 1, 1000)

sin = np.sin(x)
cos = np.cos(x)

mup001 = omj.smooth_min(sin, cos, mu=0.001)
mup01 = omj.smooth_min(sin, cos, mu=0.01)
mup1 = omj.smooth_min(sin, cos, mu=0.1)

ax.plot(x, sin, '--', label=r'$\sin{x}$')
ax.plot(x, cos, '--', label=r'$\cos{x}$')
ax.plot(x, mup01, label=r'$\mu$ = 0.01')
ax.plot(x, mup1, label=r'$\mu$ = 0.1')
ax.legend(ncol=2)
ax.grid()
../../../_images/a02804ebd0659771db421bc2903f0a9f11af2fdd04f765ce11fbb7b7826eb463.png
openmdao.jax.ks_max(x, rho=100.0)[source]

Compute a differentiable maximum value in an array.

Given some array of values x, compute a differentiable, _conservative_ maximum using the Kreisselmeier-Steinhauser function.

Parameters:
xndarray

Array of values.

rhofloat

Aggregation Factor. Larger values of rho more closely match the true maximum value.

Returns:
float

A conservative approximation to the minimum value in x.

Hide code cell source
from openmdao.jax import ks_max

fig, ax = plt.subplots(1, 1, figsize=(4, 4))
fig.suptitle('Impact of different parameters on ks_max')
y = np.random.random(100)
x = np.linspace(0, 1, 100)

rho1 = ks_max(y, rho=10.)
rho10 = ks_max(y, rho=100.)
rho100 = ks_max(y, rho=1000.)

ax.plot(x, y, '.', label='y')
ax.plot(x, rho1 * np.ones_like(x), label='ks_max(y, rho=10)')
ax.plot(x, rho10 * np.ones_like(x), label='ks_max(y, rho=100)')
ax.legend(ncol=1)
ax.grid()
../../../_images/a7d64244bb461767d9b55db61eb48ad635b613c9e7a4d2606d72c4ccaa892801.png
Hide code cell source
from openmdao.jax import ks_min

fig, ax = plt.subplots(1, 1, figsize=(4, 4))
fig.suptitle('Impact of different parameters on ks_min')
y = np.random.random(100) + 5
x = np.linspace(0, 1, 100)

rho1 = ks_min(y, rho=10.)
rho10 = ks_min(y, rho=100.)
rho100 = ks_min(y, rho=1000.)

ax.plot(x, y, '.', label='y')
ax.plot(x, rho1 * np.ones_like(x), label='ks_min(y, rho=10)')
ax.plot(x, rho10 * np.ones_like(x), label='ks_min(y, rho=100)')
ax.legend(ncol=1)
ax.grid()
../../../_images/d626734840226afb51acddb1da8e89497083ffc3f29af59b3c0b9b52a0ec9a60.png

Getting derivatives from jax-composed functions#

If the user writes a function that is composed entirely using jax-based functions (from jax.numpy, etc.), then jax will in most cases be able to provide derivatives of those functions automatically.

The library has several ways of doing this and the best approach will likely depend on the specific use-case at hand. Rather than provide a component to wrap a jax function and provide derivatives automatically, consider the following example as a template for how to utilize jax in combination with OpenMDAO components.

The following component uses the jax library’s numpy implementation to compute the root-mean-square (rms) of an array of data. It then passes this data through the openmdao.jax.act_tanh activation function.

The arguments to act_tanh are such that it will return a value of approximately 1.0 if the rms is greater than a threshold value of 0.5, or approximately 0.0 if the rms is less than this value. This act_tanh function is an activation function that smoothly transitions from 0.0 to 1.0 such that it is differentiable. Near the threhold value it will return some value between 0.0 and 1.0.

()#\[\begin{align} \mathrm{rms\_switch} = \mathrm{act\_tanh}\left(\sqrt{\frac{1}{n}\sum{\left(x^2\right)}}\right) \end{align}\]

compute_primal#

In this particular instance, we declare a method of the component named compute_primal. That function name is not special to OpenMDAO and the user could call this function whatever they choose so long as it doesn’t interfere with some pre-existing component method name. In addition to the self argument, compute_primal takes positional arguments to make it compatible with jax. We also wrap the method with the jax.jit decorator (and use static_argnums to inform it that the first argument (self) is not relevant to jax.

compute#

Compute in this case is just a matter of passing the values of the inputs to compute_primal and populating the outputs with the results.

compute_partials#

Computing the partial derivatives across the component is done by passing the inputs to a separate method. Since there are multiple ways of computing the partials with jax, this example has four different _compute_partials_xxx methods, though only one is used.

Again, these method names are not special and are only used in the context of this example.

_compute_partials_jacfwd#

This uses the jax.jacfwd method to compuite the partial derivatives of the calculation with a forward differentiation approach. This approach should be one of the faster options when there are comparatively few inputs versus outputs.

Note that because we know that we have many inputs and a single output, the jacobian of this function will be a row vector. Forward differentiation methods are a function of the number of inputs to the function, and thus will most likely be a poor choice if there are many inputs and few outputs.

Ultimately it’s up to the user to know the sparsity structure when they implement the component and how to populate it correctly. For vector inputs and vector outputs, for instance, the sparsity structure is a diagonal band and the values can be extracted using the jax.numpy.diagonal function on the matrix returned by jax.jacfwd or jax.jacrev

_compute_partials_jacrev#

This is similar to the previous approach except jax.jacrev is used.

Reverse differentiation should be faster when the number of outputs of a function is significantly fewer than the number of inputs, such as in reduction operations.

_compute_partials_jvp#

jax.jvp normally needs to be called once for each column/index of an input variable, making a poor choice in this example. Note the code below includes a for loop that sets the tangent corresponding to the sensitivity that is desired, iterating through each element and extracting the corresponding derivative.

When the sparsity structure is diagonal, as often happens with vector inputs and vector outputs, then the jacobian can be computed with only a single call to jvp where the tangents (seeds in OpenMDAO parlance) are 1.0 for each element of the input.

_compute_partials_vjp#

jax.vjp normally needs to be called once for each row/index of an output variable, making a good choice in this example. Because there is a single scalar output in this case, there is no iteration necessary in this case.

The same rule applies for diagonal jacobians. We can specify the cotangent information corresponding to all outputs and evaluate the vector jacobian product a single time, as we do in this case.

Which approach to use?#

In practice, it’s going to be a matter of the user profiling their code to see which of these approaches is fastest. For the example below, some testing indicated that vjp was about twice as fast as the other approaches .

register_jax_component, _tree_flatten and _tree_unflatten#

In order to apply the jax.jit “just-in-time” compilation to the methods of this class, we need to do a few things.

First, the partial function from functools is used to decorate the method with jax.jit, including information that marks the self argument as static. This allows the methods to have a signature that jax.jit can work with.

Because we’re referencing self.options in the compute_primal method, we use the _tree_flatten and _tree_unflatten methods to let jax know how to deal with this data. The usage here assumes that we will never change the value of this option while evaluating our compute or compute_partials methods.

OpenMDAO contains the class decorator register_jax_component that automatically handles the registration of a class with jax as long as it implements the _tree_flatten and _tree_unflatten methods.

In general, these methods and the registration are only necessary if the component references some attribute of self in its jitted compute_primal (or equivalent) methods.

from functools import partial

import numpy as np
import jax
import jax.numpy as jnp

import openmdao.api as om
from openmdao.jax import act_tanh


@om.register_jax_component
class RootMeanSquareSwitchComp(om.ExplicitComponent):
    
    def initialize(self):
        self.options.declare('vec_size', types=(int,))
        self.options.declare('mu', types=(float,), default=0.01)
        self.options.declare('threshold', types=(float,), default=0.5)
        
        # This option is only used for this demonstration.
        # The user only needs to implement the partials calculation method
        # that makes sense in their applicaiton.
        self.options.declare('partials_method',
                             values=('jacfwd', 'jacrev', 'jvp', 'jvp_vmap', 'vjp'))
    
    def setup(self):
        n = self.options['vec_size']
        self.add_input('x', shape=(n,))
        self.add_output('rms', shape=(1,))
        self.add_output('rms_switch', shape=(1,))
        
        # The partials are a dense row in this case (1 row x N inputs)
        # There is no need to specify a sparsity pattern.
        self.declare_partials(of=['rms', 'rms_switch'], wrt=['x'])

        self._partials_method = {'jacfwd': self._compute_partials_jacfwd,
                                 'jacrev': self._compute_partials_jacrev,
                                 'jvp': self._compute_partials_jvp,
                                 'jvp_vmap': self._compute_partials_jvp_vmap,
                                 'vjp': self._compute_partials_vjp}

    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_jacfwd(self, x):
        deriv_func = jax.jacfwd(self.compute_primal, argnums=[0])
        # Always returns a tuple
        drms_dx, dswitch_dx = deriv_func(x)
        return drms_dx, dswitch_dx
    
    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_jacrev(self, x):
        deriv_func = jax.jacrev(self.compute_primal, argnums=[0])
        # Always returns a tuple
        drms_dx, dswitch_dx = deriv_func(x)
        return drms_dx, dswitch_dx

    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_jvp(self, x):
        # Note that JVP is a poor choice here, since the jacobian of each output is a row vector!
        
        # Multipling the jacobian by a column vector of ones results in a scalar output,
        # and we are unable to identify the elements in the individual columns of the
        # jacobian.
        
        # Instead, we have to set one element of the tangent to 1 while the rest are zero and
        # evaluate the jvp and extract the value in the corresponding column of the jacobian.
        # We have no choice but to do this one element at a time, so if the size of x is large,
        # this gets prohibitively expensive.
        drms_dx = jnp.zeros_like(x)
        dswitch_dx = jnp.zeros_like(x)
        tangents_x = jnp.zeros_like(x)
 
        for i in range(len(x)):
            tangents_x = tangents_x.at[i].set(1.)
            # jvp always returns the primal and the jvp
            (rms, switch), (drms, dswitch) = jax.jvp(self.compute_primal,
                                                     primals=(x,),
                                                     tangents=(tangents_x,))
            drms_dx = drms_dx.at[i].set(drms)
            dswitch_dx = dswitch_dx.at[i].set(dswitch)
            tangents_x = tangents_x.at[i].set(0.)

        return drms_dx, dswitch_dx

    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_jvp_vmap(self, x):
        # This is a somewhat faster way that computes the partials via JVP with
        # by vectorizing the process using jax.vmap.
        tangents_x = jnp.eye(len(x))
        pushfwd = partial(jax.jvp, self.compute_primal, (x,))
        return jax.vmap(pushfwd, out_axes=(None, 0))((tangents_x,))[1]

    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_vjp(self, x):
        # VJP is a good choice here since the jacbian matrix is a row vector.
        # We can compute the jacobian with a single call of the VJP function.
   
        # vjp always returns the primal and the vjp
        primal, vjp_fun = jax.vjp(self.compute_primal, x)
        
        # Get the partials drms_dx
        cotangents = (jnp.ones_like(primal[0]), jnp.zeros_like(primal[0]))
        drms_dx = vjp_fun(cotangents)
        
        # Get the partials drmsswitch_dx
        cotangents = (jnp.zeros_like(primal[0]), jnp.ones_like(primal[0]))
        dswitch_dx = vjp_fun(cotangents)
        
        return drms_dx, dswitch_dx
 
    @partial(jax.jit, static_argnums=(0,))
    def compute_primal(self, x):
        n = self.options['vec_size']
        mu = self.options['mu']
        z = self.options['threshold']
        rms = jnp.sqrt(jnp.sum(x**2) / n)
        return rms, act_tanh(rms, mu, z, 0.0, 1.0)
    
    def compute(self, inputs, outputs):  
        outputs['rms'], outputs['rms_switch'] = self.compute_primal(*inputs.values())
        
    def compute_partials(self, inputs, partials):
        f_partials = self._partials_method[self.options['partials_method']]
        drms_dx, dswitch_dx = f_partials(*inputs.values())
        partials['rms', 'x'] = drms_dx
        partials['rms_switch', 'x'] = dswitch_dx

    def _tree_flatten(self):
        """
        Per the jax documentation, these are the attributes
        of this class that we need to reference in the jax jitted
        methods of the class.
        There are no dynamic values or arrays, only self.options is used.
        Note that we do not change the options during the evaluation of
        these methods.
        """
        children = tuple()  # arrays / dynamic values
        aux_data = {'options': self.options}  # static values
        return (children, aux_data)

    @classmethod
    def _tree_unflatten(cls, aux_data, children):
        """
        Per the jax documentation, this method is needed by jax.jit since
        we are referencing attributes of the class (self.options) in our 
        jitted methods.
        """
        return cls(*children, **aux_data)

In the following use case, we use the vjp method to compute the partials. You can experiment with the other methods available for this component (jacfwd, jacrev, and jvp to compare timings.

Note that testing the derivatives will get much more expensive as N grows due to the number of elements in x that need to be perturbed during the complex-step or finite-difference processes.

for deriv_method in ['jacfwd', 'jacrev', 'jvp', 'jvp_vmap', 'vjp']:
    N = 100
    np.random.seed(16)

    p = om.Problem()
    p.model.add_subsystem('counter',
                          RootMeanSquareSwitchComp(vec_size=N, partials_method=deriv_method),
                          promotes_inputs=['x'], promotes_outputs=['rms', 'rms_switch'])


    p.setup(force_alloc_complex=True)
    p.set_val('x', np.random.random(N))
    p.run_model()

    print('Derivative method: {deriv_method}')
    print('rms = ', p.get_val('rms'))
    print('rms_switch = ', p.get_val('rms_switch'))

    print('\nchecking partials')
    with np.printoptions(linewidth=1024):
        cpd = p.check_partials(method='cs', compact_print=True)
    print()
Derivative method: {deriv_method}
rms =  [0.57469423]
rms_switch =  [0.99999967]

checking partials
---------------------------------------------
Component: RootMeanSquareSwitchComp 'counter'
---------------------------------------------

+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) | error desc |
+=================+==================+=============+=============+=============+=============+============+
| 'rms'           | 'x'              |  1.0000e-01 |  1.0000e-01 |  1.2275e-17 |  1.2275e-16 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+

############################################################################
Sub Jacobian with Largest Relative Error: RootMeanSquareSwitchComp 'counter'
############################################################################
+-----------------+------------------+-------------+-------------+-------------+-------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) |
+=================+==================+=============+=============+=============+=============+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |
+-----------------+------------------+-------------+-------------+-------------+-------------+

Derivative method: {deriv_method}
rms =  [0.57469423]
rms_switch =  [0.99999967]

checking partials
---------------------------------------------
Component: RootMeanSquareSwitchComp 'counter'
---------------------------------------------

+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) | error desc |
+=================+==================+=============+=============+=============+=============+============+
| 'rms'           | 'x'              |  1.0000e-01 |  1.0000e-01 |  1.2275e-17 |  1.2275e-16 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+

############################################################################
Sub Jacobian with Largest Relative Error: RootMeanSquareSwitchComp 'counter'
############################################################################
+-----------------+------------------+-------------+-------------+-------------+-------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) |
+=================+==================+=============+=============+=============+=============+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |
+-----------------+------------------+-------------+-------------+-------------+-------------+

Derivative method: {deriv_method}
rms =  [0.57469423]
rms_switch =  [0.99999967]

checking partials
---------------------------------------------
Component: RootMeanSquareSwitchComp 'counter'
---------------------------------------------

+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) | error desc |
+=================+==================+=============+=============+=============+=============+============+
| 'rms'           | 'x'              |  1.0000e-01 |  1.0000e-01 |  1.4331e-17 |  1.4331e-16 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+

############################################################################
Sub Jacobian with Largest Relative Error: RootMeanSquareSwitchComp 'counter'
############################################################################
+-----------------+------------------+-------------+-------------+-------------+-------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) |
+=================+==================+=============+=============+=============+=============+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |
+-----------------+------------------+-------------+-------------+-------------+-------------+

Derivative method: {deriv_method}
rms =  [0.57469423]
rms_switch =  [0.99999967]

checking partials
---------------------------------------------
Component: RootMeanSquareSwitchComp 'counter'
---------------------------------------------

+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) | error desc |
+=================+==================+=============+=============+=============+=============+============+
| 'rms'           | 'x'              |  1.0000e-01 |  1.0000e-01 |  1.2275e-17 |  1.2275e-16 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+

############################################################################
Sub Jacobian with Largest Relative Error: RootMeanSquareSwitchComp 'counter'
############################################################################
+-----------------+------------------+-------------+-------------+-------------+-------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) |
+=================+==================+=============+=============+=============+=============+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |
+-----------------+------------------+-------------+-------------+-------------+-------------+

Derivative method: {deriv_method}
rms =  [0.57469423]
rms_switch =  [0.99999967]

checking partials
---------------------------------------------
Component: RootMeanSquareSwitchComp 'counter'
---------------------------------------------

+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) | error desc |
+=================+==================+=============+=============+=============+=============+============+
| 'rms'           | 'x'              |  1.0000e-01 |  1.0000e-01 |  1.2275e-17 |  1.2275e-16 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |            |
+-----------------+------------------+-------------+-------------+-------------+-------------+------------+

############################################################################
Sub Jacobian with Largest Relative Error: RootMeanSquareSwitchComp 'counter'
############################################################################
+-----------------+------------------+-------------+-------------+-------------+-------------+
| of '<variable>' | wrt '<variable>' |   calc mag. |  check mag. |  a(cal-chk) |  r(cal-chk) |
+=================+==================+=============+=============+=============+=============+
| 'rms_switch'    | 'x'              |  6.5039e-06 |  6.5039e-06 |  2.0692e-16 |  3.1815e-11 |
+-----------------+------------------+-------------+-------------+-------------+-------------+

Example 2: A component with vector inputs and outputs#

A common pattern is to have a vectorized input and a corresponding vectorized output. For a simple vectorized calculation this will typically result in a diagonal jacobian, where the n-th element of the input only impacts the n-th element of the output.

For this case, a single evaluation of either jax.jvp or jax.vjp works to compute the derivatives.

@om.register_jax_component
class SinCosComp(om.ExplicitComponent):
    
    def initialize(self):
        self.options.declare('vec_size', types=(int,))
        
        # This option is only used for this demonstration.
        # The user only needs to implement the partials calculation method
        # that makes sense in their applicaiton.
        self.options.declare('partials_method',
                             values=('jacfwd', 'jacrev', 'jvp', 'vjp'))
    
    def setup(self):
        n = self.options['vec_size']
        self.add_input('x', shape=(n,))
        self.add_output('sin_cos_x', shape=(n,))
        
        # The partials are a dense row in this case (1 row x N inputs)
        # There is no need to specify a sparsity pattern.
        ar = np.arange(n, dtype=int)
        self.declare_partials(of='sin_cos_x', wrt='x', rows=ar, cols=ar)

        self._partials_method = {'jacfwd': self._compute_partials_jacfwd,
                                 'jacrev': self._compute_partials_jacrev,
                                 'jvp': self._compute_partials_jvp,
                                 'vjp': self._compute_partials_vjp}

    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_jacfwd(self, x):
        deriv_func = jax.jacfwd(self.compute_primal, argnums=[0], holomorphic=self.under_complex_step)
        # Here we make sure we extract the diagonal of the computed jacobian, since we
        # know it will have the only non-zero values.
        return jnp.diagonal(deriv_func(x)[0])
    
    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_jacrev(self, x):
        deriv_func = jax.jacrev(self.compute_primal, argnums=[0], holomorphic=self.under_complex_step)
        # Here we make sure we extract the diagonal of the computed jacobian, since we
        # know it will have the only non-zero values.
        return jnp.diagonal(deriv_func(x)[0])

    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_jvp(self, x):
        # JVP is a good choice in this situation.
        
        # Because the jacobian is diagonal, the product of the jacobian times a
        # column vector of ones gives a column vector of the diagonal jacobian values.
        tangents_x = jnp.ones_like(x)
 
        sin_cos_x, jvp = jax.jvp(self.compute_primal,
                                 primals=(x,),
                                 tangents=(tangents_x,))

        return jvp

    @partial(jax.jit, static_argnums=(0,))
    def _compute_partials_vjp(self, x):
        # VJP is a good choice here for the same reason that JVP is a good choice.
   
        # vjp always returns the primal and the vjp
        primal, vjp_fun = jax.vjp(self.compute_primal, x)
        
        # Get the partials drms_dx
        cotangents = jnp.ones_like(primal)
        return vjp_fun(cotangents)[0]
        
    @partial(jax.jit, static_argnums=(0,))
    def compute_primal(self, x):
        return jnp.sin(jnp.cos(x))
    
    def compute(self, inputs, outputs):  
        outputs['sin_cos_x'] = self.compute_primal(*inputs.values())
        
    def compute_partials(self, inputs, partials):
        f_partials = self._partials_method[self.options['partials_method']]
        # Since the partials are sparse and stored in a flat array, ravel
        # the resulting derivative jacobian.
        partials['sin_cos_x', 'x'] = f_partials(*inputs.values()).ravel()

    def _tree_flatten(self):
        """
        Per the jax documentation, these are the attributes
        of this class that we need to reference in the jax jitted
        methods of the class.
        There are no dynamic values or arrays, only self.options is used.
        Note that we do not change the options during the evaluation of
        these methods.
        """
        children = ()  # arrays / dynamic values
        aux_data = {'options': self.options}  # static values
        return (children, aux_data)

    @classmethod
    def _tree_unflatten(cls, aux_data, children):
        """
        Per the jax documentation, this method is needed by jax.jit since
        we are referencing attributes of the class (self.options) in our 
        jitted methods.
        """
        return cls(*children, **aux_data)
N = 8
np.random.seed(16)

p = om.Problem()
p.model.add_subsystem('scx',
                      SinCosComp(vec_size=N, partials_method='jacfwd'),
                      promotes_inputs=['x'], promotes_outputs=['sin_cos_x'])


p.setup(force_alloc_complex=True)
p.set_val('x', np.random.random(N))
p.run_model()

print('sin(cos(x)) = ', p.get_val('sin_cos_x'))

print('\nchecking partials')
with np.printoptions(linewidth=1024):
    cpd = p.check_partials(method='fd', compact_print=False)
sin(cos(x)) =  [0.82779949 0.76190096 0.75270268 0.84090884 0.80497885 0.82782559
 0.69760996 0.8341699 ]

checking partials
---------------------------
Component: SinCosComp 'scx'
---------------------------

  scx: 'sin_cos_x' wrt 'x'
     Forward Magnitude: 7.170347e-01
          Fd Magnitude: 7.170356e-01 (fd:forward)

    Absolute Error (Jfor - Jfd) : 9.467744e-07

    Relative Error (Jfor - Jfd) / Jfd : 1.320401e-06 *

    Raw Forward Derivative (Jfor)
    [[-0.12423328  0.          0.          0.          0.          0.          0.          0.        ]
     [ 0.         -0.3236025   0.          0.          0.          0.          0.          0.        ]
     [ 0.          0.         -0.3445103   0.          0.          0.          0.          0.        ]
     [ 0.          0.          0.         -0.02467016  0.          0.          0.          0.        ]
     [ 0.          0.          0.          0.         -0.20941018  0.          0.          0.        ]
     [ 0.          0.          0.          0.          0.         -0.12410979  0.          0.        ]
     [ 0.          0.          0.          0.          0.          0.         -0.45536045  0.        ]
     [ 0.          0.          0.          0.          0.          0.          0.         -0.0898962 ]]

    Raw FD Derivative (Jfd)
    [[-0.12423357  0.          0.          0.          0.          0.          0.          0.        ]
     [ 0.         -0.32360287  0.          0.          0.          0.          0.          0.        ]
     [ 0.          0.         -0.34451068  0.          0.          0.          0.          0.        ]
     [ 0.          0.          0.         -0.02467044  0.          0.          0.          0.        ]
     [ 0.          0.          0.          0.         -0.20941051  0.          0.          0.        ]
     [ 0.          0.          0.          0.          0.         -0.12411008  0.          0.        ]
     [ 0.          0.          0.          0.          0.          0.         -0.45536087  0.        ]
     [ 0.          0.          0.          0.          0.          0.          0.         -0.08989648]]

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