Distributions.jl VS Enzyme.jl

If you look at Julia open source projects you'll see that the projects tend to have a lot more contributors than the Python counterparts, even over smaller time periods. A package for defining statistical distributions has had 202 contributors (https://github.com/JuliaStats/Distributions.jl), etc. Julia Base even has had over 1,300 contributors (https://github.com/JuliaLang/julia) which is quite a lot for a core language, and that's mostly because the majority of the core is in Julia itself.

This is one of the things that was noted quite a bit at this SIAM CSE conference, that Julia development tends to have a lot more code reuse than other ecosystems like Python. For example, the various machine learning libraries like Flux.jl and Lux.jl share a lot of layer intrinsics in NNlib.jl (https://github.com/FluxML/NNlib.jl), the same GPU libraries (https://github.com/JuliaGPU/CUDA.jl), the same automatic differentiation library (https://github.com/FluxML/Zygote.jl), and of course the same JIT compiler (Julia itself). These two libraries are far enough apart that people say "Flux is to PyTorch as Lux is to JAX/flax", but while in the Python world those share almost 0 code or implementation, in the Julia world they share >90% of the core internals but have different higher levels APIs.

If one hasn't participated in this space it's a bit hard to fathom how much code reuse goes on and how that is influenced by the design of multiple dispatch. This is one of the reasons there is so much cohesion in the community since it doesn't matter if one person is an ecologist and the other is a financial engineer, you may both be contributing to the same library like Distances.jl just adding a distance function which is then used in thousands of places. With the Python ecosystem you tend to have a lot more "megapackages", PyTorch, SciPy, etc. where the barrier to entry is generally a lot higher (and sometimes requires handling the build systems, fun times). But in the Julia ecosystem you have a lot of core development happening in "small" but central libraries, like Distances.jl or Distributions.jl, which are simple enough for an undergrad to get productive in a week but is then used everywhere (Distributions.jl for example is used in every statistics package, and definitions of prior distributions for Turing.jl's probabilistic programming language, etc.).

...so the blog post you've posted 4 times contains a list of issues the author filed in 2020-2021... and at least for the handful I clicked, they indeed have (long) been sorted. e.g., Filed Dec 18th 2020, closed Dec 20th

Well, out of the issues mentioned, the ones still open can be categorized as (1) aliasing problems with mutable vectors https://github.com/JuliaLang/julia/issues/39385 https://github.com/JuliaLang/julia/issues/39460 (2) not handling OffsetArrays correctly https://github.com/JuliaStats/StatsBase.jl/issues/646, https://github.com/JuliaStats/StatsBase.jl/issues/638, https://github.com/JuliaStats/Distributions.jl/issues/1265 https://github.com/JuliaStats/StatsBase.jl/issues/643 (3) bad interaction of buffering and I/O redirection https://github.com/JuliaLang/julia/issues/36069 (4) a type dispatch bug https://github.com/JuliaLang/julia/issues/41096

So if you avoid mutable vectors and OffsetArrays you should generally be fine.

As far as the argument "Julia is really buggy so it's unusable", I think this can be made for any language - e.g. rand is not random enough, Java's binary search algorithm had an overflow, etc. The fixed issues have tests added so they won't happen again. Maybe copying the test suites from libraries in other languages would have caught these issues earlier, but a new system will have more bugs than a mature system so some amount of bugginess is unavoidable.

See the Distributions.jl package for an example .jl file structure: https://github.com/JuliaStats/Distributions.jl/tree/master/src

Structure your program around your domain specific constrains, e.g if you look at Distributions.jl they have folders for univariate/multivariate or discrete/continuous with a file per distribution containing the struct + all its methods :

It's possible but at this time it's not recommended or documented as right now it requires writing some LLVM-level stuff and a better system is coming soon (see https://github.com/EnzymeAD/Enzyme.jl/pull/177)

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.

Lots of things are being rewritten. Remember we just released a new neural network library the other day, SimpleChains.jl, and showed that it gave about a 10x speed improvement on modern CPUs with multithreading enabled vs Jax Equinox (and 22x when AVX-512 is enabled) for smaller neural network and matrix-vector types of cases (https://julialang.org/blog/2022/04/simple-chains/). Then there's Lux.jl fixing some major issues of Flux.jl (https://github.com/avik-pal/Lux.jl). Pretty much everything is switching to Enzyme which improves performance quite a bit over Zygote and allows for full mutation support (https://github.com/EnzymeAD/Enzyme.jl). So an entire machine learning stack is already seeing parts release.

Right now we're in a bit of an uncomfortable spot where we have to use Zygote for a few things and then Enzyme for everything else, but the custom rules system is rather close and that's the piece that's needed to make the full transition.

enzyme.jl is probably the quickest way to play with enzyme: https://github.com/wsmoses/Enzyme.jl

"Maybe they let you declare some subgraph as 'dynamic' to avoid static optimizations?" What you just described is Tensorflow Eager and why it has some performance issues. XLA makes some pretty strong assumptions and I don't that should change. Tensorflow's ability to automatically generate good parallelized production code stems from the restrictions it has imposed. So I wouldn't even try for a "one true AD to rule them all" since making things more flexible will reduce the amount of compiler optimizations that can be automatically performed.

To get the more flexible form, you really would want to do it in a way that uses a full programming language's IR as its target. I think trying to use a fully dynamic programming language IR directly (Python, R, etc.) directly would be pretty insane because it would be hard to enforce rules and get performance. So some language that has a front end over an optimizing compiler (LLVM) would probably make the most sense. Zygote and Diffractor uses Julia's IR, but there are other ways to do this as well. Enzyme (https://github.com/wsmoses/Enzyme.jl) uses the LLVM IR directly for doing source-to-source translations. Using some dialect of LLVM (provided by MLIR) might be an interesting place to write a more ML-focused flexible AD system. Swift for Tensorflow used the Swift IR. This mindset starts to show why those tools were chosen.

Have you explored the SciML landscape at all (?):

https://sciml.ai/

There are a number of components here which enable (what I would call) the expression of more advanced models using Julia's nice compositional properties.

Flux.jl is of course what most people would think of here (one of Julia's deep learning frameworks). But the reality behind Flux.jl is that it is just Julia code -- nothing too fancy.

There's ongoing work for AD in several directions -- including a Julia interface to Enzyme: https://github.com/wsmoses/Enzyme.jl

Also, a new AD system which Keno (who you'll see comment below or above) has been working on -- see Diffractor.jl on the JuliaCon schedule (for example).

Long story short -- there's quite a lot of work going on.

It may not seem like there is a "unified" package -- but that's because packages compose so well together in Julia, there's really no need for that.

The name of the LLVM AD tool is actually Enzyme [http://enzyme.mit.edu/] (Zygote is a Julia tool)

Also see the Julia package that makes it acessible with a high level interface and probably one of the easier ways to play with it: https://github.com/wsmoses/Enzyme.jl.