# GPU- and TPU-backed NumPy with differentiation and JIT compilation

## JAX: Autograd and XLA

JAX is Autograd and XLA, brought together for high-performance machine learning research.

With its updated version of Autograd, JAX can automatically differentiate native Python and NumPy functions. It can differentiate through loops, branches, recursion, and closures, and it can take derivatives of derivatives of derivatives. It supports reverse-mode differentiation (a.k.a. backpropagation) as well as forward-mode differentiation, and the two can be composed arbitrarily to any order.

What’s new is that JAX uses XLA to compile and run your NumPy programs on GPUs and TPUs. Compilation happens under the hood by default, with library calls getting just-in-time compiled and executed. But JAX also lets you just-in-time compile your own Python functions into XLA-optimized kernels using a one-function API, jit. Compilation and automatic differentiation can be composed arbitrarily, so you can express sophisticated algorithms and get maximal performance without leaving Python.

This is a research project, not an official Google product. Expect bugs and sharp edges. Please help by trying it out, reporting bugs, and letting us know what you think!

```
import jax.numpy as np
from jax import grad, jit, vmap
from functools import partial
def predict(params, inputs):
for W, b in params:
outputs = np.dot(inputs, W) + b
inputs = np.tanh(outputs)
return outputs
def logprob_fun(params, inputs, targets):
preds = predict(params, inputs)
return np.sum((preds - targets)**2)
grad_fun = jit(grad(logprob_fun)) # compiled gradient evaluation function
perex_grads = jit(lambda params, inputs, targets: # fast per-example gradients
vmap(partial(grad_fun, params), inputs, targets))
```

## Quickstart: Colab in the Cloud

Jump right in using a notebook in your

browser

connected to a Google Cloud GPU.

## Installation

JAX is written in pure Python, but it depends on XLA, which needs to be

compiled and installed as the `jaxlib`

package. Use the following instructions

to build JAX from source or install a binary package with pip.

### Building JAX from source

First, obtain the JAX source code:

```
git clone https://github.com/google/jax
cd jax
```

To build XLA with CUDA support, you can run

```
python build/build.py --enable_cuda
pip install -e build # install jaxlib (includes XLA)
pip install -e . # install jax (pure Python)
```

See `python build/build.py --help`

for configuration options, including ways to

specify the paths to CUDA and CUDNN, which you must have installed. The build

also depends on NumPy, and a compiler toolchain corresponding to that of

Ubuntu 16.04 or newer.

To build XLA without CUDA GPU support (CPU only), drop the `--enable_cuda`

:

```
python build/build.py
pip install -e build # install jaxlib (includes XLA)
pip install -e . # install jax
```

To upgrade to the latest version from GitHub, just run `git pull`

from the JAX

repository root, and rebuild by running `build.py`

if necessary. You shouldn't have

to reinstall because `pip install -e`

sets up symbolic links from site-packages

into the repository.

### pip installation

Installing XLA with prebuilt binaries via `pip`

is still experimental,

especially with GPU support. Let us know on the issue

tracker if you run into any errors.

To install a CPU-only version, which might be useful for doing local

development on a laptop, you can run

```
pip install jax jaxlib # CPU-only version
```

If you want to install JAX with both CPU and GPU support, using existing CUDA

and CUDNN7 installations on your machine (for example, preinstalled on your

cloud VM), you can run

```
# install jaxlib
PYTHON_VERSION=py2 # alternatives: py2, py3
CUDA_VERSION=cuda92 # alternatives: cuda90, cuda92, cuda100
PLATFORM=linux_x86_64 # alternatives: linux_x86_64
pip install https://storage.googleapis.com/jax-wheels/$CUDA_VERSION/jaxlib-0.1-$PYTHON_VERSION-none-$PLATFORM.whl
pip install jax # install jax
```

The library package name must correspond to the version of the existing CUDA

installation you want to use, with `cuda100`

for CUDA 10.0, `cuda92`

for CUDA

9.2, and `cuda90`

for CUDA 9.0. To find your CUDA and CUDNN versions, you can

run command like these, depending on your CUDNN install path:

```
nvcc --version
grep CUDNN_MAJOR -A 2 /usr/local/cuda/include/cudnn.h # might need different path
```

## A brief tour

```
In [1]: import jax.numpy as np
In [2]: from jax import random
In [3]: key = random.PRNGKey(0)
In [4]: x = random.normal(key, (5000, 5000))
In [5]: print(np.dot(x, x.T) / 2) # fast!
[[ 2.52727051e+03 8.15895557e+00 -8.53276134e-01 ..., # ...
In [6]: print(np.dot(x, x.T) / 2) # even faster!
[[ 2.52727051e+03 8.15895557e+00 -8.53276134e-01 ..., # ...
```

What’s happening behind-the-scenes is that JAX is using XLA to just-in-time

(JIT) compile and execute these individual operations on the GPU. First the

`random.normal`

call is compiled and the array referred to by `x`

is generated

on the GPU. Next, each function called on `x`

(namely `transpose`

, `dot`

, and

`divide`

) is individually JIT-compiled and executed, each keeping its results on

the device.

It’s only when a value needs to be printed, plotted, saved, or passed into a raw

NumPy function that a read-only copy of the value is brought back to the host as

an ndarray and cached. The second call to `dot`

is faster because the

JIT-compiled code is cached and reused, saving the compilation time.

The fun really starts when you use `grad`

for automatic differentiation and

`jit`

to compile your own functions end-to-end. Here’s a more complete toy

example:

```
from jax import grad, jit
import jax.numpy as np
def sigmoid(x):
return 0.5 * (np.tanh(x / 2.) + 1)
# Outputs probability of a label being true according to logistic model.
def logistic_predictions(weights, inputs):
return sigmoid(np.dot(inputs, weights))
# Training loss is the negative log-likelihood of the training labels.
def loss(weights, inputs, targets):
preds = logistic_predictions(weights, inputs)
label_probs = preds * targets + (1 - preds) * (1 - targets)
return -np.sum(np.log(label_probs))
# Build a toy dataset.
inputs = np.array([[0.52, 1.12, 0.77],
[0.88, -1.08, 0.15],
[0.52, 0.06, -1.30],
[0.74, -2.49, 1.39]])
targets = np.array([True, True, False, True])
# Define a compiled function that returns gradients of the training loss
training_gradient_fun = jit(grad(loss))
# Optimize weights using gradient descent.
weights = np.array([0.0, 0.0, 0.0])
print("Initial loss: {:0.2f}".format(loss(weights, inputs, targets)))
for i in range(100):
weights -= 0.1 * training_gradient_fun(weights, inputs, targets)
print("Trained loss: {:0.2f}".format(loss(weights, inputs, targets)))
```

To see more, check out the quickstart

notebook,

a simple MNIST classifier

example

and the rest of the JAX

examples.

## What's supported

If you’re using JAX just as an accelerator-backed NumPy, without using `grad`

or

`jit`

in your code, then in principle there are no constraints, though some

NumPy functions haven’t been implemented yet. Generally using `np.dot(A, B)`

is

better than `A.dot(B)`

because the former gives us more opportunities to run the

computation on the device. NumPy also does a lot of work to cast any array-like

function arguments to arrays, as in `np.sum([x, y])`

, while `jax.numpy`

typically requires explicit casting of array arguments, like

`np.sum(np.array([x, y]))`

.

For automatic differentiation with `grad`

, JAX has the same restrictions

as Autograd. Specifically, differentiation

works with indexing (`x = A[i, j, :]`

) but not indexed assignment (`A[i, j] = x`

) or indexed in-place updating (`A[i] += b`

). You can use lists, tuples, and

dicts freely: jax doesn't even see them. Using `np.dot(A, B)`

rather than

`A.dot(B)`

is required for automatic differentiation when `A`

is a raw ndarray.

For compiling your own functions with `jit`

there are a few more requirements.

Because `jit`

aims to specialize Python functions only on shapes and dtypes

during tracing, rather than on concrete values, Python control flow that depends

on concrete values won’t be able to execute and will instead raise an error. If

you want compiled control flow, use structured control flow primitives like

lax.cond and lax.while. Some indexing features, like slice-based indexing

`A[i:i+5]`

for argument-dependent `i`

, or boolean-based indexing `A[bool_ind]`

for argument-dependent `bool_ind`

, produce abstract values of unknown shape and

are thus unsupported in `jit`

functions.

In general, JAX is intended to be used with a functional style of Python

programming. Functions passed to transformations like `grad`

and `jit`

are

expected to be free of side-effects. You can write print statements for

debugging but they may only be executed once if they're under a `jit`

decorator.

TLDR

Do use

- Functional programming
- Many of NumPy’s

functions (help us add more!)- Some SciPy functions
- Indexing and slicing of arrays like
`x = A[[5, 1, 7], :, 2:4]`

- Explicit array creation from lists like
`A = np.array([x, y])`

Don’t use

- Assignment into arrays like
`A[0, 0] = x`

- Implicit casting to arrays like
`np.sum([x, y])`

(use`np.sum(np.array([x, y])`

instead)`A.dot(B)`

method syntax for functions of more than one argument (use

`np.dot(A, B)`

instead)- Side-effects like mutation of arguments or mutation of global variables
- The
`out`

argument of NumPy functions

For jit functions, also don’t use

- Control flow based on dynamic values
`if x > 0: ...`

. Control flow based

on shapes is fine:`if x.shape[0] > 2: ...`

and`for subarr in array`

.- Slicing
`A[i:i+5]`

for dynamic index`i`

(use`lax.dynamic_slice`

instead)

or boolean indexing`A[bool_ind]`

for traced values`bool_ind`

.

You should get loud errors if your code violates any of these.

## Transformations

At its core, JAX is an extensible system for transforming numerical functions.

We currently expose three important transformations: `grad`

, `jit`

, and `vmap`

.

### Automatic differentiation with grad

JAX has roughly the same API as Autograd.

The most popular function is `grad`

for reverse-mode gradients:

```
from jax import grad
import jax.numpy as np
def tanh(x): # Define a function
y = np.exp(-2.0 * x)
return (1.0 - y) / (1.0 + y)
grad_tanh = grad(tanh) # Obtain its gradient function
print(grad_tanh(1.0)) # Evaluate it at x = 1.0
# prints 0.41997434161402603
```

You can differentiate to any order with `grad`

.

For more advanced autodiff, you can use `jax.vjp`

for reverse-mode

vector-Jacobian products and `jax.jvp`

for forward-mode Jacobian-vector

products. The two can be composed arbitrarily with one another, and with other

JAX transformations. Here's one way to compose

those to make a function that efficiently computes full Hessian matrices:

```
from jax import jit, jacfwd, jacrev
def hessian(fun):
return jit(jacfwd(jacrev(fun)))
```

As with Autograd, you're free to use differentiation with Python control

structures:

```
def abs_val(x):
if x > 0:
return x
else:
return -x
abs_val_grad = grad(abs_val)
print(abs_val_grad(1.0)) # prints 1.0
print(abs_val_grad(-1.0)) # prints -1.0 (abs_val is re-evaluated)
```

### Compilation with jit

You can use XLA to compile your functions end-to-end with `jit`

, used either as

an `@jit`

decorator or as a higher-order function.

```
import jax.numpy as np
from jax import jit
def slow_f(x):
# Element-wise ops see a large benefit from fusion
return x * x + x * 2.0
x = np.ones((5000, 5000))
fast_f = jit(slow_f)
%timeit -n10 -r3 fast_f(x) # ~ 4.5 ms / loop on Titan X
%timeit -n10 -r3 slow_f(x) # ~ 14.5 ms / loop (also on GPU via JAX)
```

You can mix `jit`

and `grad`

and any other JAX transformation however you like.

### Auto-vectorization with vmap

`vmap`

is the vectorizing map.

It has the familiar semantics of mapping a function along array axes, but

instead of keeping the loop on the outside, it pushes the loop down into a

function’s primitive operations for better performance.

Using `vmap`

can save you from having to carry around batch dimensions in your

code. For example, consider this simple *unbatched* neural network prediction

function:

```
def predict(params, input_vec):
assert input_vec.ndim == 1
for W, b in params:
output_vec = np.dot(W, input_vec) + b # `input_vec` on the right-hand side!
input_vec = np.tanh(output_vec)
return output_vec
```

We often instead write `np.dot(inputs, W)`

to allow for a batch dimension on the

left side of `inputs`

, but we’ve written this particular prediction function to

apply only to single input vectors. If we wanted to apply this function to a

batch of inputs at once, semantically we could just write

```
from functools import partial
predictions = np.stack(list(map(partial(predict, params), input_batch)))
```

But pushing one example through the network at a time would be slow! It’s better

to vectorize the computation, so that at every layer we’re doing matrix-matrix

multiplies rather than matrix-vector multiplies.

The `vmap`

function does that transformation for us. That is, if we write

```
from jax import vmap
predictions = vmap(partial(predict, params), input_batch)
```

then the `vmap`

function will push the outer loop inside the function, and our

machine will end up executing matrix-matrix multiplications exactly as if we’d

done the batching by hand.

It’s easy enough to manually batch a simple neural network without `vmap`

, but

in other cases manual vectorization can be impractical or impossible. Take the

problem of efficiently computing per-example gradients: that is, for a fixed set

of parameters, we want to compute the gradient of our loss function evaluated

separately at each example in a batch. With `vmap`

, it’s easy:

```
per_example_gradients = vmap(partial(grad(loss), params), inputs, targets)
```

Of course, `vmap`

can be arbitrarily composed with `jit`

, `grad`

, and any other

JAX transformation! We use `vmap`

with both forward- and reverse-mode automatic

differentiation for fast Jacobian and Hessian matrix calculations in

`jax.jacfwd`

, `jax.jacrev`

, and `jax.hessian`

.

## Random numbers are different

JAX needs a functional pseudo-random number generator (PRNG) system to provide

reproducible results invariant to compilation boundaries and backends, while

also maximizing performance by enabling vectorized generation and

parallelization across random calls. The `numpy.random`

library doesn’t have

those properties. The `jax.random`

library meets those needs: it’s functionally

pure, but it doesn’t require you to pass stateful random objects back out of

every function.

The `jax.random`

library uses

count-based PRNGs

and a functional array-oriented

splitting model.

To generate random values, you call a function like `jax.random.normal`

and give

it a PRNG key:

```
import jax.random as random
key = random.PRNGKey(0)
print(random.normal(key, shape=(3,))) # [ 1.81608593 -0.48262325 0.33988902]
```

If we make the same call again with the same key, we get the same values:

```
print(random.normal(key, shape=(3,))) # [ 1.81608593 -0.48262325 0.33988902]
```

The key never gets updated. So how do we get fresh random values? We use

`jax.random.split`

to create new keys from existing ones. A common pattern is to

split off a new key for every function call that needs random values:

```
key = random.PRNGKey(0)
key, subkey = random.split(key)
print(random.normal(subkey, shape=(3,))) # [ 1.1378783 -1.22095478 -0.59153646]
key, subkey = random.split(key)
print(random.normal(subkey, shape=(3,))) # [-0.06607265 0.16676566 1.17800343]
```

By splitting the PRNG key, not only do we avoid having to thread random states

back out of every function call, but also we can generate multiple random arrays

in parallel because we can avoid unnecessary sequential dependencies.

There's a gotcha here, which is that it's easy to unintentionally reuse a key

without splitting. We intend to add a check for this (a sort of dynamic linear

typing) but for now it's something to be careful about.

## Mini-libraries

JAX provides some small, experimental libraries for machine learning. These

libraries are in part about providing tools and in part about serving as

examples for how to build such libraries using JAX. Each one is only a few

hundred lines of code, so take a look inside and adapt them as you need!

### Neural-net building with Stax

**Stax** is a functional neural network building library. The basic idea is that

a single layer or an entire network can be modeled as an `(init_fun, apply_fun)`

pair. The `init_fun`

is used to initialize network parameters and the

`apply_fun`

takes parameters and inputs to produce outputs. There are

constructor functions for common basic pairs, like `Conv`

and `Relu`

, and these

pairs can be composed in series using `stax.serial`

or in parallel using

`stax.parallel`

.

Here’s an example:

```
from jax.experimental import stax
from jax.experimental.stax import Conv
from jax.experimental.stax import Dense
from jax.experimental.stax import MaxPool
from jax.experimental.stax import Relu
from jax.experimental.stax import LogSoftmax
# Set up network initialization and evaluation functions
net_init, net_apply = stax.serial(
Conv(32, (3, 3), padding='SAME'), Relu,
Conv(64, (3, 3), padding='SAME'), Relu,
MaxPool((2, 2)), Flatten,
Dense(128), Relu,
Dense(10), SoftMax,
)
# Initialize parameters, not committing to a batch shape
in_shape = (-1, 28 * 28)
out_shape, net_params = net_init(in_shape)
# Apply network
predictions = net_apply(net_params, inputs)
```

### First-order optimization with Minmax

**Minmax** is an optimization library focused on stochastic first-order

optimizers. Every optimizer is modeled as an `(init_fun, update_fun)`

pair. The

`init_fun`

is used to initialize the optimizer state, which could include things

like momentum variables, and the `update_fun`

accepts a gradient and an

optimizer state to produce a new optimizer state. The parameters being optimized

can be ndarrays or arbitrarily-nested list/tuple/dict structures, so you can

store your parameters however you’d like.

Here’s an example, using `jit`

to compile the whole update end-to-end:

```
from jax.experimental import minmax
from jax import jit
# Set up an optimizer
opt_init, opt_update = minmax.momentum(step_size=1e-3, mass=0.9)
# Define a compiled update step
@jit
def step(i, opt_state, batch):
params = minmax.get_params(opt_state)
g = grad(loss)(params, batch)
return opt_update(i, g, opt_state)
# Optimize parameters in a loop
opt_state = opt_init(net_params)
for i in range(num_steps):
opt_state = step(i, opt_state, next(data_generator))
net_params = minmax.get_params(opt_state)
```

## How it works

Programming in machine learning is about expressing and transforming functions.

Transformations include automatic differentiation, compilation for accelerators,

and automatic batching. High-level languages like Python are great for

expressing functions, but usually all we can do with them is apply them. We lose

access to their internal structure which would let us perform transformations.

JAX is a tool for specializing and translating high-level Python+NumPy functions

into a representation that can be transformed and then lifted back into a Python

function.

JAX specializes Python functions by tracing. Tracing a function means monitoring

all the basic operations that are applied to its input to produce its output,

and recording these operations and the data-flow between them in a directed

acyclic graph (DAG). To perform tracing, JAX wraps primitive operations, like

basic numerical kernels, so that when they’re called they add themselves to a

list of operations performed along with their inputs and outputs. To keep track

of how data flows between these primitives, values being tracked are wrapped in

instances of the `Tracer`

class.

When a Python function is provided to `grad`

or `jit`

, it’s wrapped for tracing

and returned. When the wrapped function is called, we abstract the concrete

arguments provided into instances of the `AbstractValue`

class, box them for

tracing in instances of the `Tracer`

class, and call the function on them.

Abstract arguments represent sets of possible values rather than specific

values: for example, `jit`

abstracts ndarray arguments to abstract values that

represent all ndarrays with the same shape and dtype. In contrast, `grad`

abstracts ndarray arguments to represent an infinitesimal neighborhood of the

underlying

value. By tracing the Python function on these abstract values, we ensure that

it’s specialized enough so that it’s tractable to transform, and that it’s still

general enough so that the transformed result is useful, and possibly reusable.

These transformed functions are then lifted back into Python callables in a way

that allows them to be traced and transformed again as needed.

The primitive functions that JAX traces are mostly in 1:1 correspondence with

XLA HLO and are defined

in lax.py. This 1:1

correspondence makes most of the translations to XLA essentially trivial, and

ensures we only have a small set of primitives to cover for other

transformations like automatic differentiation. The `jax.numpy`

layer is written in pure

Python simply by expressing NumPy functions in terms of the LAX functions (and

other NumPy functions we’ve already written). That makes `jax.numpy`

easy to

extend.

When you use `jax.numpy`

, the underlying LAX primitives are `jit`

-compiled

behind the scenes, allowing you to write unrestricted Python+Numpy code while

still executing each primitive operation on an accelerator.

But JAX can do more: instead of just compiling and dispatching to a fixed set of

individual primitives, you can use `jit`

on larger and larger functions to be

end-to-end compiled and optimized. For example, instead of just compiling and

dispatching a convolution op, you can compile a whole network, or a whole

gradient evaluation and optimizer update step.

The tradeoff is that `jit`

functions have to satisfy some additional

specialization requirements: since we want to compile traces that are

specialized on shapes and dtypes, but not specialized all the way to concrete

values, the Python code under a `jit`

decorator must be applicable to abstract

values. If we try to evaluate `x > 0`

on an abstract `x`

, the result is an

abstract value representing the set `{True, False}`

, and so a Python branch like

`if x > 0`

will raise an error: it doesn’t know which way to go!

See What’s supported for more

information about `jit`

requirements.

The good news about this tradeoff is that `jit`

is opt-in: JAX libraries use

`jit`

on individual operations and functions behind the scenes, allowing you to

write unrestricted Python+Numpy and still make use of a hardware accelerator.

But when you want to maximize performance, you can often use `jit`

in your own

code to compile and end-to-end optimize much bigger functions.

## GitHub

### Comments

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