pure_numba_alias_sampling VS autograd

It’s not suitable for all use cases.

But I highly highly recommend it if you need to do somewhat complex calculations iterating over numpy arrays for which standard numpy or scipy functions don’t exist. Even then, often we were surprised that we could speed up some of those calculations by placing them inside numba.

Edit: ex of a very small function I wrote with numba that speeds up an existing numpy function (note - written years ago and numba has undergone quite some amount of changes since!): https://github.com/grej/pure_numba_alias_sampling

Disclosure - I now work for Anaconda, the company that sponsors the numba project.

Actually, that's never been a constraint for JAX autodiff. JAX grew out of the original Autograd (https://github.com/hips/autograd), so differentiating through Python control flow always worked. It's jax.jit and jax.vmap which place constraints on control flow, requiring structured control flow combinators like those.

I'm sure there's a lot of good material around, but here are some links that are conceptually very close to the linked Autodidax.

There's [Autodidact](https://github.com/mattjj/autodidact), a predecessor to Autodidax, which was a simplified implementation of [the original Autograd](https://github.com/hips/autograd). It focuses on reverse-mode autodiff, not building an open-ended transformation system like Autodidax. It's also pretty close to the content in [these lecture slides](https://www.cs.toronto.edu/~rgrosse/courses/csc321_2018/slid...) and [this talk](http://videolectures.net/deeplearning2017_johnson_automatic_...). But the autodiff in Autodidax is more sophisticated and reflects clearer thinking. In particular, Autodidax shows how to implement forward- and reverse-modes using only one set of linearization rules (like in [this paper](https://arxiv.org/abs/2204.10923)).

Here's [an even smaller and more recent variant](https://gist.github.com/mattjj/52914908ac22d9ad57b76b685d19a...), a single ~100 line file for reverse-mode AD on top of NumPy, which was live-coded during a lecture. There's no explanatory material to go with it though.

XLA is "higher level" than what Numba produces.

You may be able to get the equivalent of jax via numba+numpy+autograd[1], but I haven't tried it before.

IMHO, jax is best thought of as a numerical computation library that happens to include autograd, vmapping, pmapping and provides a high level interface for XLA.

I have built a numerical optimisation library with it, and although a few things became verbose, it was a rather pleasant experience as the natural vmapping made everything a breeze, I didn't have to write the gradients for my testing functions, except for special cases that involved exponents and logs that needed a bit of delicate care.

[1] https://github.com/HIPS/autograd

Next, we want the code in the https://github.com/hrichardlee/dalle-playground repo, and we want to construct a pip environment from the backend/requirements.txt file in that repo. We were almost able to use the saharmor/dalle-playground repo as-is, but we had to make one change to add the jax[cuda] package to the requirements.txt file. In case you haven’t seen jax before, jax is a machine-learning library from Google, roughly equivalent to Tensorflow or PyTorch. It combines Autograd for automatic differentiation and XLA (accelerated linear algebra) for JIT-compiling numpy-like code for Google’s TPUs or Nvidia’s CUDA API for GPUs. The CUDA support requires explicitly selecting the [cuda] option when we install the package.

> fun fact, the Jax folks at Google Brain did have a Python source code transform AD at one point but it was scrapped essentially because of these difficulties

I assume you mean autograd?

https://github.com/HIPS/autograd

These four points lead to an enormous differentiation in the ecosystem: Keras, for example, was originally thought to be almost completely focused on point (4), leaving the other tasks to a backend engine. In 2015, on the other hand, Autograd focused on the first two points, allowing users to write code using only "classic" Python and NumPy constructs, providing subsequently many options for point (2). Autograd's simplicity greatly influenced the development of the libraries to follow, but it was penalized by the clear lack of the points (3) and (4), i.e. adequate techniques to speed up the code and sufficiently abstract modules for neural network development.