anvil

Composable code transformation framework for R, allowing you to run numerical programs at the speed of light. It currently implements JIT compilation for very fast execution and backward-mode automatic differentiation. Programs can run on various hardware backends, including CPU and GPU.

Installation

In order to install from source, you need a C++20 compiler, as well as libprotobuf and the protobuf-compiler.

pak::pak("r-xla/anvil")

You can also install from r-universe, by adding the code below to your .Rprofile.

options(repos = c(
  rxla = "https://r-xla.r-universe.dev",
  CRAN = "https://cloud.r-project.org/"
))

Quick Start

Below, we create a standard R function. We cannot directly call this function, but first need to wrap it in a jit() call. If the resulting function is then called on AnvilTensors – the primary data type in {anvil} – it will be JIT compiled and subsequently executed.

library(anvil)
f <- function(a, b, x) {
  a * x + b
}
f_jit <- jit(f)

a <- nv_scalar(1.0)
b <- nv_scalar(-2.0)
x <- nv_scalar(3.0)

f_jit(a, b, x)
#> AnvilTensor 
#>  1.0000
#> [ CPUf32{} ]

Through automatic differentiation, we can also obtain the gradient of the above function.

g_jit <- jit(gradient(f, wrt = c("a", "b")))
g_jit(a, b, x)
#> $a
#> AnvilTensor 
#>  3.0000
#> [ CPUf32{} ] 
#> 
#> $b
#> AnvilTensor 
#>  1.0000
#> [ CPUf32{} ]

Main Features

• Automatic Differentiation:
  • Gradients for functions with scalar outputs are supported.
• Fast:
  • Code is JIT compiled into a single kernel.
  • Runs on different hardware backends, including CPU and GPU.
• Easy to extend and contribute:
  • The package is written almost entirely in R.
  • It is easy to add new primitives.
  • It (will be) possible to add new transformations, a.k.a. interpretation rules.

When to use this package?

While {anvil} allows to run certain types of programs extremely fast, it only applies to a certain category of problems. Specifically, it is suitable for numerical algorithms, such as optimizing bayesian models, training neural networks or more generally numerical optimization. Another restriction is that {anvil} needs to re-compile the code for each new unique input shape. This has the advantage, that the compiler can make memory optimizations, but the compilation overhead might be a problem for fast running programs.

Acknowledgments

• This work is supported by MaRDI.
• The design of this package was inspired by and borrows from:
  • JAX, especially the autodidax tutorial.
  • The microjax project.
• For JIT compilation, we leverage the OpenXLA project.