Add a training loop version for Enzyme

Project.toml

@@ -31,6 +31,7 @@ WeightInitializers = "d49dbf32-c5c2-4618-8acc-27bb2598ef2d"
 CUDA = "052768ef-5323-5732-b1bb-66c8b64840ba"
 ComponentArrays = "b0b7db55-cfe3-40fc-9ded-d10e2dbeff66"
 DynamicExpressions = "a40a106e-89c9-4ca8-8020-a735e8728b6b"
+Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
 Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 LuxAMDGPU = "83120cb1-ca15-4f04-bf3b-6967d2e6b60b"
@@ -47,6 +48,7 @@ Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 LuxComponentArraysExt = "ComponentArrays"
 LuxDynamicExpressionsExt = "DynamicExpressions"
 LuxDynamicExpressionsForwardDiffExt = ["DynamicExpressions", "ForwardDiff"]
+LuxEnzymeExt = "Enzyme"
 LuxFluxExt = "Flux"
 LuxForwardDiffExt = "ForwardDiff"
 LuxLuxAMDGPUExt = "LuxAMDGPU"

ext/LuxEnzymeExt.jl

@@ -0,0 +1,26 @@
+module LuxEnzymeExt
+
+using ADTypes: AutoEnzyme
+using Enzyme: Enzyme
+using Lux: Lux
+using Setfield: @set!
+
+function Lux.Experimental.compute_gradients(::AutoEnzyme, objective_function::F, data,
+        ts::Lux.Experimental.TrainState) where {F}
+    dps = Enzyme.make_zero(ts.parameters)
+    fwd, rev = Enzyme.autodiff_thunk(
+        Enzyme.ReverseSplitWithPrimal, Enzyme.Const{typeof(objective_function)},
+        Enzyme.Active, Enzyme.Const{typeof(ts.model)},
+        Enzyme.Duplicated{typeof(ts.parameters)},
+        Enzyme.Const{typeof(ts.states)}, Enzyme.Const{typeof(data)})
+    tape, (loss, st_new, stats), shadow_result = fwd(
+        Enzyme.Const(objective_function), Enzyme.Const(ts.model),
+        Enzyme.Duplicated(ts.parameters, dps), Enzyme.Const(ts.states), Enzyme.Const(data))
+    rev(Enzyme.Const(objective_function), Enzyme.Const(ts.model),
+        Enzyme.Duplicated(ts.parameters, dps), Enzyme.Const(ts.states), Enzyme.Const(data),
+        (one(loss), Enzyme.make_zero(st_new), Enzyme.make_zero(stats)), tape)
+    @set! ts.states = st_new
+    return dps, loss, stats, ts
+end
+
+end

src/contrib/training.jl

@@ -46,6 +46,7 @@ Compute the gradients of the objective function wrt parameters stored in `ts`.
 | `AutoZygote`       | `Zygote.jl`      |
 | `AutoReverseDiff`  | `ReverseDiff.jl` |
 | `AutoTracker`      | `Tracker.jl`     |
+| `AutoEnzyme`       | `Enzyme.jl`      |
 
 ## Arguments
 
@@ -74,9 +75,11 @@ function __maybe_implemented_compute_gradients(::T) where {T <: ADTypes.Abstract
     throw(ArgumentError(lazy"Support for AD backend $(nameof(T)) has not been implemented yet!!!"))
 end
 
-for package in (:Zygote, :Tracker, :ReverseDiff)
+for package in (:Zygote, :Tracker, :ReverseDiff, :Enzyme)
     adtype = Symbol(:Auto, package)
+    msg = "Load `$(package)` with `using $(package)`/`import $(package)` before using this \
+           function!"
     @eval function __maybe_implemented_compute_gradients(::ADTypes.$(adtype))
-        throw(ArgumentError(lazy"Load `$(package)` with `using $(package)`/`import $(package)` before using this function!"))
+        throw(ArgumentError($msg))
     end
 end

test/contrib/training_tests.jl

@@ -41,8 +41,8 @@ end
 
         x = randn(Lux.replicate(rng), Float32, (3, 1)) |> aType
 
-        for ad in (AutoZygote(), AutoTracker(), AutoReverseDiff())
-            ongpu && ad isa AutoReverseDiff && continue
+        for ad in (AutoZygote(), AutoTracker(), AutoReverseDiff(), AutoEnzyme())
+            ongpu && (ad isa AutoReverseDiff || ad isa AutoEnzyme) && continue
 
             grads, _, _, _ = Lux.Experimental.compute_gradients(
                 ad, _loss_function, x, tstate)