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Add diffrules for log1pmx and logmxp1 #82

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merged 8 commits into from
Apr 28, 2022
Merged

Add diffrules for log1pmx and logmxp1 #82

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407af56
Add diffrules for `log1pmx` and `logmxp1`
simsurace Apr 27, 2022
0646180
Check for errors
simsurace Apr 27, 2022
5354387
Fix typo
simsurace Apr 27, 2022
b1795d3
Fix test
simsurace Apr 27, 2022
193c358
Add `logmxp1` to branch that adds 0.5 to the input
simsurace Apr 28, 2022
4370be8
Add comment on why finite differencing fails here
simsurace Apr 28, 2022
d82f0ec
Update src/rules.jl
simsurace Apr 28, 2022
24bc2fe
Merge branch 'logexpfuns_additions' of github.com:simsurace/DiffRules…
simsurace Apr 28, 2022
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2 changes: 2 additions & 0 deletions src/rules.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -244,6 +244,8 @@ _abs_deriv(x) = signbit(x) ? -one(x) : one(x)
@define_diffrule LogExpFunctions.log1mexp(x) = :(-exp($x - LogExpFunctions.log1mexp($x)))
@define_diffrule LogExpFunctions.log2mexp(x) = :(-exp($x - LogExpFunctions.log2mexp($x)))
@define_diffrule LogExpFunctions.logexpm1(x) = :(exp($x - LogExpFunctions.logexpm1($x)))
@define_diffrule LogExpFunctions.log1pmx(x) = :(-$x / (1 + $x))
@define_diffrule LogExpFunctions.logmxp1(x) = :((1 - $x) / $x)

# binary
@define_diffrule LogExpFunctions.xlogy(x, y) = :(log($y)), :($x / $y)
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10 changes: 8 additions & 2 deletions test/runtests.jl
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Expand Up @@ -27,7 +27,7 @@ non_diffeable_arg_functions = [(:Base, :rem2pi, 2), (:Base, :ldexp, 2), (:Base,
goo = if $(f in (:asec, :acsc, :asecd, :acscd, :acosh, :acoth))
# avoid singularities with finite differencing
rand($T) + $T(1.5)
elseif $(f in (:log, :airyaix, :airyaiprimex))
elseif $(f in (:log, :airyaix, :airyaiprimex, :logmxp1))
# avoid singularities with finite differencing
rand($T) + $T(0.5)
elseif $(f === :log1mexp)
Expand All @@ -40,7 +40,13 @@ non_diffeable_arg_functions = [(:Base, :rem2pi, 2), (:Base, :ldexp, 2), (:Base,
# We're happy with types with the correct promotion behavior, e.g.
# it's fine to return `1` as a derivative despite input being `Float64`.
@test promote_type(typeof($deriv), $T) === $T
@test $deriv ≈ finitediff($M.$f, goo) rtol=1e-2 atol=1e-3
if $(f in (:log1pmx, :logmxp1)) && $T == Float32
# These two functions currently don't have fallbacks for `Real`
# arguments, nor optimized implementations for `Float32`
@test_throws MethodError finitediff($M.$f, goo)
else
@test $deriv ≈ finitediff($M.$f, goo) rtol=1e-2 atol=1e-3
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end
# test for 2pi functions
if $(f === :mod2pi)
goo = 4 * pi
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