DiffEqGPU.jl VS SciMLSensitivity.jl

Indeed, and this year we created a system for compiling ODE code not just optimized CUDA kernels but also OneAPI kernels, AMD GPU kernels, and Metal. Peer reviewed version is here (https://www.sciencedirect.com/science/article/abs/pii/S00457...), open access is here (https://arxiv.org/abs/2304.06835), and the open source code is at https://github.com/SciML/DiffEqGPU.jl. The key that the paper describes is that in this case kernel generation is about 20x-100x faster than PyTorch and Jax (see the Jax compilation in multiple ways in this notebook https://colab.research.google.com/drive/1d7G-O5JX31lHbg7jTzz..., extra overhead though from calling Julia from Python but still shows a 10x).

The point really is that while deep learning libraries are amazing, at the end of the day they are DSL and really pull towards one specific way of computing and parallelization. It turns out that way of parallelizing is good for deep learning, but not for all things you may want to accelerate. Sometimes (i.e. cases that aren't dominated by large linear algebra) building problem-specific kernels is a major win, and it's over-extrapolating to see ML frameworks do well with GPUs and think that's the only thing that's required. There are many ways to parallelize a code, ML libraries hardcode a very specific way, and it's good for what they are used for but not every problem that can arise.

Link to GitHub repo from the abstract: https://github.com/SciML/DiffEqGPU.jl

Plenty of code examples! https://sensitivity.sciml.ai/dev is the main resource, but most of the papers mentioned have their own code repositories. I'm trying to get most of them updated and into the larger SciMLSensitivity docs so they are all tested, though we need new hosting computers to actually get that done.

Can you point to a concrete example of one that someone would run into when using the differential equation solvers with the default and recommended Enzyme AD for vector-Jacobian products? I'd be happy to look into it, but there do not currently seem to be any correctness issues in the Enzyme issue tracker that are current (3 issues are open but they all seem to be fixed, other than https://github.com/EnzymeAD/Enzyme.jl/issues/278 which is actually an activity analysis bug in LLVM). So please be more specific. The issue with Enzyme right now seems to moreso be about finding functional forms that compile, and it throws compile-time errors in the event that it cannot fully analyze the program and if it has too much dynamic behavior (example: https://github.com/EnzymeAD/Enzyme.jl/issues/368).

Additional note, we recently did a overhaul of SciMLSensitivity (https://sensitivity.sciml.ai/dev/) and setup a system which amounts to 15 hours of direct unit tests doing a combinatoric check of arguments with 4 hours of downstream testing (https://github.com/SciML/SciMLSensitivity.jl/actions/runs/25...). What that identified is that any remaining issues that can arise are due to the implicit parameters mechanism in Zygote (Zygote.params). To counteract this upstream issue, we (a) try to default to never default to Zygote VJPs whenever we can avoid it (hence defaulting to Enzyme and ReverseDiff first as previously mentioned), and (b) put in a mechanism for early error throwing if Zygote hits any not implemented derivative case with an explicit error message (https://github.com/SciML/SciMLSensitivity.jl/blob/v7.0.1/src...). We have alerted the devs of the machine learning libraries, and from this there has been a lot of movement. In particular, a globals-free machine learning library, Lux.jl, was created with fully explicit parameters https://lux.csail.mit.edu/dev/, and thus by design it cannot have this issue. In addition, the Flux.jl library itself is looking to do a redesign that eliminates implicit parameters (https://github.com/FluxML/Flux.jl/issues/1986). Which design will be the one in the end, that's uncertain right now, but it's clear that no matter what the future designs of the deep learning libraries will fully cut out that part of Zygote.jl. And additionally, the other AD libraries (Enzyme and Diffractor for example) do not have this "feature", so it's an issue that can only arise from a specific (not recommended) way of using Zygote (which now throws explicit error messages early and often if used anywhere near SciML because I don't tolerate it).

So from this, SciML should be rather safe and if not, please share some details and I'd be happy to dig in.