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sensealg in solve is ignored #1110

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daviehh opened this issue Sep 9, 2024 · 7 comments
Open

sensealg in solve is ignored #1110

daviehh opened this issue Sep 9, 2024 · 7 comments
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@jClugstor
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@daviehh
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daviehh commented Sep 9, 2024 •
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Describe the bug 🐞

The sensealg in solve is ignored, currently it only follows the sensealg defined in the problem

Looks like, the sensealg is not in the prob.kwargs, and is ignored in the solve_up call

https://github.com/SciML/DiffEqBase.jl/blob/6b1191f2993f163f09e8b718b28599ac1b3f16e3/src/solve.jl#L993-L1007

https://github.com/SciML/DiffEqBase.jl/blob/6b1191f2993f163f09e8b718b28599ac1b3f16e3/src/solve.jl#L1066-L1083

Expected behavior

allow the sensealg in solve to work

Minimal Reproducible Example 👇

using OrdinaryDiffEq
using SciMLSensitivity, ForwardDiff

function lotka_volterra!(du, u, p, t)
    du[1] = dx = p[1] * u[1] - p[2] * u[1] * u[2]
    du[2] = dy = -p[3] * u[2] + p[4] * u[1] * u[2]
end

p = [1.5, 1.0, 3.0, 1.0];
u0 = [1.0; 1.0];
tspan = (0.0, 10.0)

#A
let
    s_prob = ODEForwardSensitivityProblem(lotka_volterra!, u0, tspan, p)
    s_sol = solve(s_prob, Tsit5(), sensealg=ForwardDiffSensitivity())
    x, dp = extract_local_sensitivities(s_sol, 4.0)
    dp[end]
end

#B
let
    s_prob = ODEForwardSensitivityProblem(lotka_volterra!, u0, tspan, p)
    s_sol = solve(s_prob, Tsit5(), sensealg=ForwardSensitivity())
    x, dp = extract_local_sensitivities(s_sol, 4.0)
    dp[end]
end

#C
let
    s_prob = ODEForwardSensitivityProblem(lotka_volterra!, u0, tspan, p, sensealg=ForwardDiffSensitivity())
    s_sol = solve(s_prob, Tsit5())
    x, dp = extract_local_sensitivities(s_sol, 4.0)
    dp[end]
end

Error & Stacktrace ⚠️

A and B gives same result, different from C,
or, s_sol = solve(s_prob, Tsit5(), sensealg=1) would actually run without any error messages.

Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Status `~/test/Project.toml`
  [f6369f11] ForwardDiff v0.10.36
  [1dea7af3] OrdinaryDiffEq v6.89.0
  [1ed8b502] SciMLSensitivity v7.66.2
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `~/test/Manifest.toml`
  [47edcb42] ADTypes v1.7.1
  [621f4979] AbstractFFTs v1.5.0
  [7d9f7c33] Accessors v0.1.37
  [79e6a3ab] Adapt v4.0.4
  [66dad0bd] AliasTables v1.1.3
  [ec485272] ArnoldiMethod v0.4.0
  [4fba245c] ArrayInterface v7.16.0
  [4c555306] ArrayLayouts v1.10.3
  [a9b6321e] Atomix v0.1.0
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [fa961155] CEnum v0.5.0
  [2a0fbf3d] CPUSummary v0.2.6
  [7057c7e9] Cassette v0.3.13
  [082447d4] ChainRules v1.69.0
  [d360d2e6] ChainRulesCore v1.24.0
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.16.0
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [187b0558] ConstructionBase v1.5.8
  [adafc99b] CpuId v0.3.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [2b5f629d] DiffEqBase v6.155.0
  [459566f4] DiffEqCallbacks v3.9.1
  [77a26b50] DiffEqNoiseProcess v5.23.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.5.17
  [31c24e10] Distributions v0.25.111
  [ffbed154] DocStringExtensions v0.9.3
  [da5c29d0] EllipsisNotation v1.8.0
  [4e289a0a] EnumX v1.0.4
  [7da242da] Enzyme v0.12.36
  [f151be2c] EnzymeCore v0.7.8
  [d4d017d3] ExponentialUtilities v1.26.1
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [29a986be] FastLapackInterface v2.0.4
  [1a297f60] FillArrays v1.13.0
  [6a86dc24] FiniteDiff v2.24.0
  [f6369f11] ForwardDiff v0.10.36
  [f62d2435] FunctionProperties v0.1.2
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
  [d9f16b24] Functors v0.4.12
  [0c68f7d7] GPUArrays v10.3.1
  [46192b85] GPUArraysCore v0.1.6
  [61eb1bfa] GPUCompiler v0.27.5
  [c145ed77] GenericSchur v0.5.4
  [86223c79] Graphs v1.11.2
  [3e5b6fbb] HostCPUFeatures v0.1.17
  [34004b35] HypergeometricFunctions v0.3.24
  [7869d1d1] IRTools v0.4.14
  [615f187c] IfElse v0.1.1
  [d25df0c9] Inflate v0.1.5
  [3587e190] InverseFunctions v0.1.16
  [92d709cd] IrrationalConstants v0.2.2
  [82899510] IteratorInterfaceExtensions v1.0.0
  [692b3bcd] JLLWrappers v1.6.0
  [ef3ab10e] KLU v0.6.0
  [63c18a36] KernelAbstractions v0.9.25
  [ba0b0d4f] Krylov v0.9.6
  [929cbde3] LLVM v9.0.0
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.2.1
  [d3d80556] LineSearches v7.3.0
  [7ed4a6bd] LinearSolve v2.34.0
  [2ab3a3ac] LogExpFunctions v0.3.28
  [bdcacae8] LoopVectorization v0.12.171
  [d8e11817] MLStyle v0.4.17
  [1914dd2f] MacroTools v0.5.13
  [d125e4d3] ManualMemory v0.1.8
  [bb5d69b7] MaybeInplace v0.1.4
  [e1d29d7a] Missings v1.2.0
  [46d2c3a1] MuladdMacro v0.2.4
  [d41bc354] NLSolversBase v7.8.3
  [872c559c] NNlib v0.9.23
  [77ba4419] NaNMath v1.0.2
  [8913a72c] NonlinearSolve v3.14.0
  [d8793406] ObjectFile v0.4.2
  [6fe1bfb0] OffsetArrays v1.14.1
  [429524aa] Optim v1.9.4
  [3bd65402] Optimisers v0.3.3
  [bac558e1] OrderedCollections v1.6.3
  [1dea7af3] OrdinaryDiffEq v6.89.0
  [89bda076] OrdinaryDiffEqAdamsBashforthMoulton v1.1.0
  [6ad6398a] OrdinaryDiffEqBDF v1.1.2
  [bbf590c4] OrdinaryDiffEqCore v1.5.1
  [50262376] OrdinaryDiffEqDefault v1.1.0
  [4302a76b] OrdinaryDiffEqDifferentiation v1.1.0
  [9286f039] OrdinaryDiffEqExplicitRK v1.1.0
  [e0540318] OrdinaryDiffEqExponentialRK v1.1.0
  [becaefa8] OrdinaryDiffEqExtrapolation v1.1.0
  [5960d6e9] OrdinaryDiffEqFIRK v1.1.1
  [101fe9f7] OrdinaryDiffEqFeagin v1.1.0
  [d3585ca7] OrdinaryDiffEqFunctionMap v1.1.1
  [d28bc4f8] OrdinaryDiffEqHighOrderRK v1.1.0
  [9f002381] OrdinaryDiffEqIMEXMultistep v1.1.0
  [521117fe] OrdinaryDiffEqLinear v1.1.0
  [1344f307] OrdinaryDiffEqLowOrderRK v1.2.0
  [b0944070] OrdinaryDiffEqLowStorageRK v1.2.1
  [127b3ac7] OrdinaryDiffEqNonlinearSolve v1.2.1
  [c9986a66] OrdinaryDiffEqNordsieck v1.1.0
  [5dd0a6cf] OrdinaryDiffEqPDIRK v1.1.0
  [5b33eab2] OrdinaryDiffEqPRK v1.1.0
  [04162be5] OrdinaryDiffEqQPRK v1.1.0
  [af6ede74] OrdinaryDiffEqRKN v1.1.0
  [43230ef6] OrdinaryDiffEqRosenbrock v1.2.0
  [2d112036] OrdinaryDiffEqSDIRK v1.1.0
  [669c94d9] OrdinaryDiffEqSSPRK v1.2.0
  [e3e12d00] OrdinaryDiffEqStabilizedIRK v1.1.0
  [358294b1] OrdinaryDiffEqStabilizedRK v1.1.0
  [fa646aed] OrdinaryDiffEqSymplecticRK v1.1.0
  [b1df2697] OrdinaryDiffEqTsit5 v1.1.0
  [79d7bb75] OrdinaryDiffEqVerner v1.1.1
  [90014a1f] PDMats v0.11.31
  [65ce6f38] PackageExtensionCompat v1.0.2
  [d96e819e] Parameters v0.12.3
  [e409e4f3] PoissonRandom v0.4.4
  [f517fe37] Polyester v0.7.16
  [1d0040c9] PolyesterWeave v0.2.2
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.24
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [43287f4e] PtrArrays v1.2.1
  [1fd47b50] QuadGK v2.11.0
  [74087812] Random123 v1.7.0
  [e6cf234a] RandomNumbers v1.6.0
  [c1ae055f] RealDot v0.1.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.27.0
  [f2c3362d] RecursiveFactorization v0.2.23
  [189a3867] Reexport v1.2.2
  [ae029012] Requires v1.3.0
  [ae5879a3] ResettableStacks v1.1.1
  [37e2e3b7] ReverseDiff v1.15.3
  [79098fc4] Rmath v0.7.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.43
  [0bca4576] SciMLBase v2.52.2
  [c0aeaf25] SciMLOperators v0.3.10
  [1ed8b502] SciMLSensitivity v7.66.2
  [53ae85a6] SciMLStructures v1.5.0
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [727e6d20] SimpleNonlinearSolve v1.12.0
  [699a6c99] SimpleTraits v0.9.4
  [ce78b400] SimpleUnPack v1.1.0
  [a2af1166] SortingAlgorithms v1.2.1
  [47a9eef4] SparseDiffTools v2.20.0
  [dc90abb0] SparseInverseSubset v0.1.2
  [0a514795] SparseMatrixColorings v0.4.0
  [e56a9233] Sparspak v0.3.9
  [276daf66] SpecialFunctions v2.4.0
  [aedffcd0] Static v1.1.1
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.7
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.1
  [7792a7ef] StrideArraysCore v0.5.7
  [09ab397b] StructArrays v0.6.18
  [53d494c1] StructIO v0.3.1
  [2efcf032] SymbolicIndexingInterface v0.3.30
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [8290d209] ThreadingUtilities v0.5.2
  [a759f4b9] TimerOutputs v0.5.24
  [9f7883ad] Tracker v0.2.35
  [d5829a12] TriangularSolve v0.2.1
  [410a4b4d] Tricks v0.1.9
  [781d530d] TruncatedStacktraces v1.4.0
  [3a884ed6] UnPack v1.0.2
  [013be700] UnsafeAtomics v0.2.1
  [d80eeb9a] UnsafeAtomicsLLVM v0.2.1
  [3d5dd08c] VectorizationBase v0.21.70
  [19fa3120] VertexSafeGraphs v0.2.0
  [e88e6eb3] Zygote v0.6.70
  [700de1a5] ZygoteRules v0.2.5
  [7cc45869] Enzyme_jll v0.0.148+0
  [1d5cc7b8] IntelOpenMP_jll v2024.2.1+0
  [dad2f222] LLVMExtra_jll v0.0.33+0
  [856f044c] MKL_jll v2024.2.0+0
  [efe28fd5] OpenSpecFun_jll v0.5.5+0
⌅ [f50d1b31] Rmath_jll v0.4.3+0
  [1317d2d5] oneTBB_jll v2021.12.0+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [1a1011a3] SharedArrays v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1+0
  [deac9b47] LibCURL_jll v8.6.0+0
  [e37daf67] LibGit2_jll v1.7.2+0
  [29816b5a] LibSSH2_jll v1.11.0+1
  [c8ffd9c3] MbedTLS_jll v2.28.6+0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27+1
  [05823500] OpenLibm_jll v0.8.1+2
  [bea87d4a] SuiteSparse_jll v7.7.0+0
  [83775a58] Zlib_jll v1.2.13+1
  [8e850b90] libblastrampoline_jll v5.11.0+0
  [8e850ede] nghttp2_jll v1.59.0+0
  [3f19e933] p7zip_jll v17.4.0+2
  • Output of versioninfo()
Julia Version 1.11.0-rc3
Commit 616e45539db (2024-08-26 15:46 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin22.4.0)
  CPU: 10 × Apple M1 Pro
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, apple-m1)
Threads: 8 default, 0 interactive, 4 GC (on 8 virtual cores)

Additional context

The last example at https://docs.sciml.ai/SciMLSensitivity/stable/tutorials/direct_sensitivity/ uses the sensealg in the solve call, might be confusing
@daviehh daviehh added the bug label Sep 9, 2024
@jClugstor
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Yeah, it looks like extract_local_sensitivities only uses the sensealg in the problem construction, inside of sol.prob.problem_type.sensealg. It also seems like adjoint_sensitivities also ignores sensealg inside of the solve call.

@ChrisRackauckas
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@jClugstor did you ever get around to this?

@jClugstor
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Not yet, but should be an easy fix, I'll look at it this week.

Question: if both solve and the problem definition have sensealg, which one to respect?

@ChrisRackauckas
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solve.

@jClugstor
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I'm not actually sure this is possible without having the kwargs to solve being part of the solution object.

@ChrisRackauckas
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why would that be the case? It's in the prob and only called forward.

@jClugstor
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If you call extract_local_sensitivities(s_sol, 4.0) and s_sol doesn't have information on what sensealg was used in solve,
extract_local_sensitivities can't use the solve sensealg. extract_local_sensitivities already uses the sensealg from s_sol.prob.

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