Adding JAX and Numba support for `Op`s#

PyTensor is able to convert its graphs into JAX and Numba compiled functions. In order to do this, each Op in an PyTensor graph must have an equivalent JAX/Numba implementation function.

This tutorial will explain how JAX and Numba implementations are created for an Op. It will focus specifically on the JAX case, but the same mechanisms are used for Numba as well.

Step 1: Identify the PyTensor `Op` you’d like to implement in JAX#

Find the source for the PyTensor Op you’d like to be supported in JAX, and identify the function signature and return values. These can be determined by looking at the Op.make_node() implementation. In general, one needs to be familiar with PyTensor Ops in order to provide a conversion implementation, so first read Creating a new Op: Python implementation if you are not familiar.

For example, you want to extend support for CumsumOp:

class CumsumOp(Op):
    __props__ = ("axis",)

    def __new__(typ, *args, **kwargs):
        obj = object.__new__(CumOp, *args, **kwargs)
        obj.mode = "add"
        return obj

CumsumOp turns out to be a variant of CumOpOp which currently has an Op.make_node() as follows:

def make_node(self, x):
    x = ptb.as_tensor_variable(x)
    out_type = x.type()

    if self.axis is None:
        out_type = vector(dtype=x.dtype)  # Flatten
    elif self.axis >= x.ndim or self.axis < -x.ndim:
        raise ValueError(f"axis(={self.axis}) out of bounds")

    return Apply(self, [x], [out_type])

The Apply instance that’s returned specifies the exact types of inputs that our JAX implementation will receive and the exact types of outputs it’s expected to return–both in terms of their data types and number of dimensions/shapes. The actual inputs our implementation will receive are necessarily numeric values or NumPy ndarrays; all that Op.make_node() tells us is the general signature of the underlying computation.

More specifically, the Apply implies that there is one input that is automatically converted to PyTensor variables via as_tensor_variable(). There is another parameter, axis, that is used to determine the direction of the operation, hence shape of the output. The check that follows imply that axis must refer to a dimension in the input tensor. The input’s elements could also have any data type (e.g. floats, ints), so our JAX implementation must be able to handle all the possible data types.

It also tells us that there’s only one return value, that it has a data type determined by x.type() i.e., the data type of the original tensor. This implies that the result is necessarily a matrix.

Some class may have a more complex behavior. For example, the CumOpOp also has another variant CumprodOpOp with the exact signature as CumsumOpOp. The difference lies in that the mode attribute in CumOp definition:

class CumOp(COp):
    # See function cumsum/cumprod for docstring

    __props__ = ("axis", "mode")
    check_input = False
    params_type = ParamsType(
        c_axis=int_t, mode=EnumList(("MODE_ADD", "add"), ("MODE_MUL", "mul"))
    )

    def __init__(self, axis: int | None = None, mode="add"):
        if mode not in ("add", "mul"):
            raise ValueError(f'{type(self).__name__}: Unknown mode "{mode}"')
        self.axis = axis
        self.mode = mode

    c_axis = property(lambda self: np.MAXDIMS if self.axis is None else self.axis)

__props__ is used to parametrize the general behavior of the Op. One need to pay attention to this to decide whether the JAX implementation should support all variants or raise an explicit NotImplementedError for cases that are not supported e.g., when CumsumOp of CumOp("add") is supported but not CumprodOp of CumOp("mul").

Next, we look at the Op.perform() implementation to see exactly how the inputs and outputs are used to compute the outputs for an Op in Python. This method is effectively what needs to be implemented in JAX.

Step 2: Find the relevant JAX method (or something close)#

With a precise idea of what the PyTensor Op does we need to figure out how to implement it in JAX. In the best case scenario, JAX has a similarly named function that performs exactly the same computations as the Op. For example, the Eye operator has a JAX equivalent: jax.numpy.eye() (see the documentation).

If we wanted to implement an Op like IfElse, we might need to recreate the functionality with some custom logic. In many cases, at least some custom logic is needed to reformat the inputs and outputs so that they exactly match the Op’s.

Here’s an example for IfElse:

def ifelse(cond, *args, n_outs=n_outs):
    res = jax.lax.cond(
        cond, lambda _: args[:n_outs], lambda _: args[n_outs:], operand=None
    )
    return res if n_outs > 1 else res[0]

In this case, CumOp is implemented with NumPy’s numpy.cumsum() and numpy.cumprod(), which have JAX equivalents: jax.numpy.cumsum() and jax.numpy.cumprod().

def perform(self, node, inputs, output_storage):
    x = inputs[0]
    z = output_storage[0]
    if self.mode == "add":
        z[0] = np.cumsum(x, axis=self.axis)
    else:
        z[0] = np.cumprod(x, axis=self.axis)

Step 3: Register the function with the `jax_funcify` dispatcher#

With the PyTensor Op replicated in JAX, we’ll need to register the function with the PyTensor JAX Linker. This is done through the use of singledispatch. If you don’t know how singledispatch works, see the Python documentation.

The relevant dispatch functions created by singledispatch are pytensor.link.numba.dispatch.numba_funcify() and pytensor.link.jax.dispatch.jax_funcify().

Here’s an example for the CumOpOp:

import jax.numpy as jnp

from pytensor.tensor.extra_ops import CumOp
from pytensor.link.jax.dispatch import jax_funcify


 @jax_funcify.register(CumOp)
 def jax_funcify_CumOp(op, **kwargs):
     axis = op.axis
     mode = op.mode

     def cumop(x, axis=axis, mode=mode):
         if mode == "add":
             return jnp.cumsum(x, axis=axis)
         else:
             return jnp.cumprod(x, axis=axis)

     return cumop

Suppose jnp.cumprod does not exist, we will need to register the function as follows:

import jax.numpy as jnp

from pytensor.tensor.extra_ops import CumOp
from pytensor.link.jax.dispatch import jax_funcify


 @jax_funcify.register(CumOp)
 def jax_funcify_CumOp(op, **kwargs):
     axis = op.axis
     mode = op.mode

     def cumop(x, axis=axis, mode=mode):
         if mode == "add":
             return jnp.cumsum(x, axis=axis)
         else:
             raise NotImplementedError("JAX does not support cumprod function at the moment.")

     return cumop

Step 4: Write tests#

Test that your registered Op is working correctly by adding tests to the appropriate test suites in PyTensor (e.g. in tests.link.jax and one of the modules in tests.link.numba). The tests should ensure that your implementation can handle the appropriate types of inputs and produce outputs equivalent to Op.perform. Check the existing tests for the general outline of these kinds of tests. In most cases, a helper function can be used to easily verify the correspondence between a JAX/Numba implementation and its Op.

For example, the compare_jax_and_py() function streamlines the steps involved in making comparisons with Op.perform.

Here’s a small example of a test for CumOp above:

import numpy as np
import pytensor.tensor as pt
from pytensor.configdefaults import config
from tests.link.jax.test_basic import compare_jax_and_py
from pytensor.graph import FunctionGraph
from pytensor.graph.op import get_test_value

def test_jax_CumOp():
    """Test JAX conversion of the `CumOp` `Op`."""

    # Create a symbolic input for the first input of `CumOp`
    a = pt.matrix("a")

    # Create test value tag for a
    a.tag.test_value = np.arange(9, dtype=config.floatX).reshape((3, 3))

    # Create the output variable
    out = pt.cumsum(a, axis=0)

    # Create a PyTensor `FunctionGraph`
    fgraph = FunctionGraph([a], [out])

    # Pass the graph and inputs to the testing function
    compare_jax_and_py(fgraph, [get_test_value(i) for i in fgraph.inputs])

    # For the second mode of CumOp
    out = pt.cumprod(a, axis=1)
    fgraph = FunctionGraph([a], [out])
    compare_jax_and_py(fgraph, [get_test_value(i) for i in fgraph.inputs])

If the variant CumprodOp is not implemented, we can add a test for it as follows:

import pytest

def test_jax_CumOp():
    """Test JAX conversion of the `CumOp` `Op`."""
    a = pt.matrix("a")
    a.tag.test_value = np.arange(9, dtype=config.floatX).reshape((3, 3))

    with pytest.raises(NotImplementedError):
        out = pt.cumprod(a, axis=1)
        fgraph = FunctionGraph([a], [out])
        compare_jax_and_py(fgraph, [get_test_value(i) for i in fgraph.inputs])

Note#

In out previous example of extending JAX, EyeOp was used with the test function as follows:

This one nowadays leads to a test failure due to new restrictions in JAX + JIT, as reported in issue #654. All jitted functions now must have constant shape, which means a graph like the one of Eye can never be translated to JAX, since it’s fundamentally a function with dynamic shapes. In other words, only PyTensor graphs with static shapes can be translated to JAX at the moment.

Adding JAX and Numba support for Ops#

Step 1: Identify the PyTensor Op you’d like to implement in JAX#