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Automatic Sparse Differentiation in JAX

Project description

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asdex

Automatic Sparse Differentiation in JAX.

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asdex (pronounced Aztecs) exploits sparsity structure to efficiently materialize Jacobians and Hessians. It implements a custom Jaxpr interpreter that uses abstract interpretation to detect sparsity patterns from the computation graph, then uses graph coloring to minimize the number of AD passes needed.

Installation

pip install asdex

Or with uv:

uv add asdex

Example

import asdex
import jax
import numpy as np

def f(x):
    return (x[1:] - x[:-1]) ** 2

jac_fn = jax.jit(asdex.jacobian(f, input_shape=50))
# ColoredPattern(49×50, nnz=98, sparsity=96.0%, JVP, 2 colors)
#   2 JVPs (instead of 49 VJPs or 50 JVPs)
# ⎡⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎤   ⎡⣿⎤
# ⎢⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⎥ → ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⠀⠀⎥   ⎢⣿⎥
# ⎢⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠙⢦⡀⎥   ⎢⣿⎥
# ⎣⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠉⎦   ⎣⠉⎦

for x in inputs:
    J = jac_fn(x)

Instead of 49 VJPs or 50 JVPs, asdex computes the full sparse Jacobian with just 2 JVPs.

Documentation

Acknowledgements

This package is built with Claude Code based on previous work by Adrian Hill, Guillaume Dalle, and Alexis Montoison in the Julia programming language:

These works in turn stand on the shoulders of giants, notably Andreas Griewank, Andrea Walther, and Assefaw Gebremedhin.

The asdex logo was designed by @overripemango.

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