Merge pull request #20094 from froystig:vmap-rbg

PiperOrigin-RevId: 614034982

Author: jax authors

jax/_src/lax/control_flow/loops.py

@@ -2044,16 +2044,18 @@ def map(f, xs):
   return ys
 
 def _rng_bit_generator_batching_rule(batched_args, batch_dims, *, shape, dtype, algorithm):
-  """Calls RBG in a loop and stacks the results."""
-  key, = batched_args
+  keys, = batched_args
   bd, = batch_dims
   if bd is batching.not_mapped:
-    return lax.rng_bit_generator_p.bind(key, shape=shape, dtype=dtype,
+    return lax.rng_bit_generator_p.bind(keys, shape=shape, dtype=dtype,
                                         algorithm=algorithm), (None, None)
-  key = batching.moveaxis(key, bd, 0)
-  map_body = lambda k: lax.rng_bit_generator_p.bind(k, shape=shape, dtype=dtype, algorithm=algorithm)
-  stacked_keys, stacked_bits = map(map_body, key)
-  return (stacked_keys, stacked_bits), (0, 0)
+  keys = batching.moveaxis(keys, bd, 0)
+  batch_size = keys.shape[0]
+  key = keys[0]
+  new_key, bits = lax.rng_bit_generator_p.bind(key, shape=(batch_size, *shape),
+                                               dtype=dtype, algorithm=algorithm)
+  new_keys = jax.lax.dynamic_update_index_in_dim(keys, new_key, 0, axis=0)
+  return (new_keys, bits), (0, 0)
 
 batching.primitive_batchers[lax.rng_bit_generator_p] = _rng_bit_generator_batching_rule  # type: ignore
 

jax/_src/random.py

@@ -1233,7 +1233,7 @@ def _gamma_impl(key, a, *, log_space, use_vmap=False):
   keys = keys.flatten()
   alphas = a.flatten()
 
-  if use_vmap:
+  if use_vmap and _key_impl(key) is prng.threefry_prng_impl:
     samples = vmap(partial(_gamma_one, log_space=log_space))(keys, alphas)
   else:
     samples = lax.map(

tests/BUILD

@@ -784,6 +784,9 @@ jax_test(
             "notsan",  # Times out
         ],
     },
+    backend_variant_args = {
+        "gpu": ["--jax_num_generated_cases=40"],
+    },
     shard_count = {
         "cpu": 40,
         "gpu": 30,

tests/lax_test.py

@@ -2652,6 +2652,24 @@ def testRngBitGeneratorReturnedKey(self):
     new_key, _ = lax.rng_bit_generator(key, (0,))
     self.assertAllClose(key, new_key)
 
+  def test_rng_bit_generator_vmap(self):
+    def f(key):
+      return lax.rng_bit_generator(key, shape=(5, 7))
+
+    keys = np.arange(3 * 4).reshape((3, 4)).astype(np.uint32)
+    out_keys, bits = jax.vmap(f)(keys)
+    self.assertEqual(out_keys.shape, (3, 4))
+    self.assertEqual(bits.shape, (3, 5, 7))
+
+  def test_rng_bit_generator_vmap_vmap(self):
+    def f(key):
+      return lax.rng_bit_generator(key, shape=(5, 7))
+
+    keys = np.arange(2 * 3 * 4).reshape((2, 3, 4)).astype(np.uint32)
+    out_keys, bits = jax.vmap(jax.vmap(f))(keys)
+    self.assertEqual(out_keys.shape, (2, 3, 4))
+    self.assertEqual(bits.shape, (2, 3, 5, 7))
+
   @jtu.sample_product(
       dtype=lax_test_util.all_dtypes + lax_test_util.python_scalar_types,
       weak_type=[True, False],

tests/random_lax_test.py

@@ -1348,6 +1348,7 @@ def test_vmap_fold_in_shape(self):
     out = vmap(vmap(random.fold_in), in_axes=(1, 0))(keys(), msgs.T)
     self.assertEqual(out.shape, (3, 2))
 
+  @jax.enable_key_reuse_checks(False)
   def test_vmap_split_mapped_key(self):
     key = self.make_key(73)
     mapped_keys = random.split(key, num=3)
@@ -1408,24 +1409,57 @@ def test_vmap_split_not_mapped_key(self):
       self.assertArraysEqual(random.key_data(vk),
                              random.key_data(single_split_key))
 
-  def test_vmap_split_mapped_key(self):
+  @jax.enable_key_reuse_checks(False)
+  def test_vmap_split_mapped_key_shape(self):
     key = self.make_key(73)
     mapped_keys = random.split(key, num=3)
-    forloop_keys = [random.split(k) for k in mapped_keys]
     vmapped_keys = vmap(random.split)(mapped_keys)
     self.assertEqual(vmapped_keys.shape, (3, 2, *key.shape))
-    for fk, vk in zip(forloop_keys, vmapped_keys):
-      self.assertArraysEqual(random.key_data(fk),
+
+  @jax.enable_key_reuse_checks(False)
+  def test_vmap_split_mapped_key_values(self):
+    key = self.make_key(73)
+    mapped_keys = random.split(key, num=3)
+    vmapped_keys = vmap(random.split)(mapped_keys)
+    ref_keys = [random.split(k) for k in mapped_keys]
+    for rk, vk in zip(ref_keys, vmapped_keys):
+      self.assertArraysEqual(random.key_data(rk),
                              random.key_data(vk))
 
-  def test_vmap_random_bits(self):
-    rand_fun = lambda key: random.randint(key, (), 0, 100)
+  @jax.enable_key_reuse_checks(False)
+  def test_vmap_random_bits_shape(self):
+    rand_fun = lambda key, shape=(): random.randint(key, shape, 0, 100)
     key = self.make_key(73)
     mapped_keys = random.split(key, num=3)
-    forloop_rand_nums = [rand_fun(k) for k in mapped_keys]
     rand_nums = vmap(rand_fun)(mapped_keys)
     self.assertEqual(rand_nums.shape, (3,))
-    self.assertArraysEqual(rand_nums, jnp.array(forloop_rand_nums))
+
+  @jtu.skip_on_devices("tpu")
+  @jax.enable_key_reuse_checks(False)
+  def test_vmap_random_bits_value(self):
+    rand_fun = lambda key, shape=(): random.randint(key, shape, 0, 100)
+    key = self.make_key(73)
+    mapped_keys = random.split(key, num=3)
+    rand_nums = vmap(rand_fun)(mapped_keys)
+    ref_nums = rand_fun(mapped_keys[0], shape=(3,))
+    self.assertArraysEqual(rand_nums, ref_nums)
+
+  def test_vmap_random_bits_distribution(self):
+    dtype = jnp.float32
+    keys = lambda: jax.random.split(self.make_key(0), 10)
+
+    def rand(key):
+      nums = jax.vmap(lambda key: random.uniform(key, (1000,), dtype))(key)
+      return nums.flatten()
+
+    crand = jax.jit(rand)
+
+    uncompiled_samples = rand(keys())
+    compiled_samples = crand(keys())
+
+    for samples in [uncompiled_samples, compiled_samples]:
+      self._CheckCollisions(samples, jnp.finfo(dtype).nmant)
+      self._CheckKolmogorovSmirnovCDF(samples, scipy.stats.uniform().cdf)
 
   def test_cannot_add(self):
     key = self.make_key(73)
@@ -1455,6 +1489,15 @@ class LaxRandomWithUnsafeRBGPRNGTest(LaxRandomWithRBGPRNGTest):
   def make_key(self, seed):
     return random.PRNGKey(seed, impl="unsafe_rbg")
 
+  @jtu.skip_on_devices("tpu")
+  @jax.enable_key_reuse_checks(False)
+  def test_vmap_split_mapped_key_values(self):
+    key = self.make_key(73)
+    mapped_keys = random.split(key, num=3)
+    vmapped_keys = vmap(random.split)(mapped_keys)
+    ref_keys = random.split(mapped_keys[0], (3, 2))
+    self.assertArraysEqual(random.key_data(vmapped_keys),
+                           random.key_data(ref_keys))
 
 def _sampler_unimplemented_with_custom_prng(*args, **kwargs):
   raise SkipTest('sampler only implemented for default RNG')