Illustration how to use mutating gradient functions

When it comes to time critital operations, a main ingredient in Julia are mutating functions, i.e. those that compute in place without additional Memory allocations. In the following the illustrate how to do this with Manopt.jl.

Let's start with the same function as in Get Started: Optimize! and compute the mean of some points. Just that here we use the sphere $\mathbb S^{30}$ and n=800 points.

From the just mentioned example, the implementation looks like

using Manopt, Manifolds, Random, BenchmarkTools, Test
Random.seed!(42)
m = 30
M = Sphere(m)
n = 800
σ = π / 8
x = zeros(Float64, m + 1)
x[2] = 1.0
data = [exp(M, x, random_tangent(M, x, Val(:Gaussian), σ)) for i in 1:n];
nothing #hide

Classical definition

The variant from the previous tutorial defines a cost $F(x)$ and its gradient $gradF(x)$

F(x) = sum(1 / (2 * n) * distance.(Ref(M), Ref(x), data) .^ 2)
gradF(M, x) = sum(1 / n * grad_distance.(Ref(M), data, Ref(x)))

we further set the stopping criterion to be a little more strict, then we obtain

sc = StopWhenGradientNormLess(1e-10)
x0 = random_point(M)
m1 = gradient_descent(M, F, gradF, x0; stopping_criterion=sc)

@btime gradient_descent($M, $F, $gradF, $x0; stopping_criterion=$sc)
nothing #hide

Inplace computation of the gradient

We can reduce the memory allocations, by implementing the gradient as a functor. The motivation is twofold: On the one hand, we want to avoid variables from global scope, for example the manifold M or the data, to be used within the function For more complicated cost functions it might also be worth considering to do the same.

Here we store the data (as reference) and one temporary memory in order to avoid reallocation of memory per grad_distance computation. We have

struct grad!{TD,TTMP}
    data::TD
    tmp::TTMP
end
function (gradf!::grad!)(M, X, x)
    fill!(X, 0)
    for di in gradf!.data
        grad_distance!(M, gradf!.tmp, di, x)
        X .+= gradf!.tmp
    end
    X ./= length(gradf!.data)
    return X
end

Then we just have to initialize the gradient and perform our final benchmark. Note that we also have to interpolate all variables passed to the benchmark with a $.

gradF2! = grad!(data, similar(data[1]))
m2 = deepcopy(x0)
gradient_descent!(M, F, gradF2!, m2; evaluation=MutatingEvaluation(), stopping_criterion=sc)

@btime gradient_descent!(
    $M, $F, $gradF2!, m2; evaluation=$(MutatingEvaluation()), stopping_criterion=$sc
) setup = (m2 = deepcopy($x0))
nothing #hide

Mote that the results m1and m2 are of course the same.

@test distance(M, m1, m2) ≈ 0