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feat(ddx-ad): differentiate through UNION ALL in reverse mode - #229
grad and vjp refused a UNION ALL between a wrt table and the loss (#144). That blocks GraphCast-shaped models: each message-passing MLP reads an edge's, its sender's and its receiver's features concatenated with UNION ALL, at offset feature indices. jvp already had a rule.
How
Reverse mode recomputes the row-local work between saved aggregates as one relation, a region, and every transpose rule reads a row's own columns. A union's rows come from different inputs, so it is rebuilt to fit:
Each input's rows carry its own columns, a column that is TRUE in them (Def::Branch), and NULL in every other input's columns.
Those NULLs need the engine's types, which ddx doesn't know. So each input is FULL JOINed ON TRUE to LIMIT 0 copies of the others.
Each column of the union (Def::Union) reads the column of the input that gave the row.
Its transpose is a select, as jnp.concatenate's is a slice: the cotangent goes to that input's column, and NULL (no cotangent) to the others'.
Everything beneath an input reads only its own columns. So its cotangents are NULL in other inputs' rows, and those rows send it no gradient.
Edge cases
DataFusion's union names. DataFusion names a union's columns after its first input's, without their tables, and suffixes a repeat (x_1). A table can already have an x_1 column, and a union over a union always does, so DataFusion refused the union. Each input's columns are now renamed after their qualified names first, as ddx already does for windows.
More than one row. A union of one-row inputs has several rows, so grad no longer takes it for a scalar loss.
Windows over a union. Rows from different inputs can share dims, so the input column is part of the key that sums a window's cotangents back to its rows.
Contractions. The contraction rule declines a union region and accepts a union as one input of its join.
UNION (distinct) is still refused. DataFusion plans it as a GROUP BY over UNION ALL, and the key that depends on wrt is what's refused.
Performance. Plans without a union are unchanged.
Tests
crates/ddx-datafusion/tests/union_all.rs has 14 cases, each checked against finite differences, on Substrait and with DDX_STEPS_AS_SQL=1:
two tables concatenated, and one table read by both inputs;
an input that reads no wrt table;
groups that take rows from both inputs, and a union of aggregates;
features concatenated and then multiplied by a weight;
a maximum tied across the inputs, and a window over both inputs' rows;
nested unions, and a table with columns named i_1 and x_1;
a NULL value, and a group whose key is NULL;
two refusals.
tests/test_query_jax.py adds GraphCast's message passing against jax.grad of jnp.concatenate.
ddxdb runs the issue's case on DataFusion and on DuckDB, where steps run as SQL.
The full Rust suite and the soak pass.
Next
#127 and #88 (soak coverage), then #186 (fewer, larger steps).
Gradient calculations now support queries that combine results with UNION ALL, including when the combined rows are used in grouping, joins, or window operations.
Gradients are routed to the source of each row, including when multiple branches contribute to shared groups.
Added a way to create a zero-row relation while preserving the input’s columns.
Documentation
Updated the design documentation to reflect UNION ALL support in reverse-mode gradients.
grad and vjp refused a UNION ALL between a wrt table and the loss, which
blocked GraphCast-shaped models: each message-passing MLP reads its
inputs concatenated. Reverse mode's rules are row-local, so a union is
rebuilt as one relation that holds every input's columns. Each input's
rows carry its own columns, a column TRUE in them, and NULL in the
others' columns, typed by a FULL JOIN to none of the others' rows. The
union's columns read the input that gave the row, and their transpose
sends the cotangent there and NULL to the others. Forward mode already
had its rule. UNION, which removes duplicates, is still refused.
Closes#144.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01CvszJhH8pn8H9G69wEPMU2
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crates/ddx-ad/src/transpose.rs
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crates/ddx-ad/src/transpose.rs
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Walkthrough
The change adds reverse-mode support for UNION ALL, including branch-aware forward lowering and cotangent routing. It adds gradient tests across SQL backends and a separate SQL-to-JAX message-passing gradient comparison.
Changes: UNION ALL reverse-mode support
Layer / File(s)
Summary
Union representation and lowering crates/ddx-ad/src/forward.rs, crates/ddx-ad/src/emit.rs, crates/ddx-ad/src/contraction.rs
Forward lowering adds branch markers and source-column mappings for UNION ALL. It rejects other set operations, empty unions, and inputs with different output widths. Region slicing and appending preserve or remap union definitions. no_rows creates a fetch relation with a count of zero.
Reverse mode includes branch markers in row identity and routes each output cotangent to its source input. The design documentation describes the concatenate transpose rule.
UNION ALL gradient validation crates/ddx-datafusion/tests/union_all.rs, python/ddxdb/tests/test_ad.py, python/ddxdb/tests/test_duckdb.py
Tests cover gradients through unions, nested unions, aggregates, joins, windows, NULL cases, and unsupported operations.
Message-passing gradient comparison
Layer / File(s)
Summary
SQL and JAX gradient comparison tests/test_query_jax.py
A seeded message-passing test compares SQL gradients for edge features, node features, and weights with jax.grad.
sequenceDiagram
participant Builder
participant union_all
participant region_once
participant InputColumns
Builder->>union_all: Lower set relation
union_all->>Builder: Return branch-marked relation
Builder->>region_once: Provide union output definitions
region_once->>InputColumns: Route cotangents by branch marker
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Possibly related issues
xqlsystems/ddx#150 — The issue identifies UNION ALL as a blocker for GraphCast gradient support. This change adds reverse-mode UNION ALL handling and a message-passing gradient comparison.
Merge Risk: Minimal · up to 045a5
The union-arm routing change has no identified issue that needs to be resolved before merge.
Security architecture risk: Low · up to ec0b6
The change extends gradient computation within the existing query workflow without an identified expansion of privileges or table access. Source-level checks support branch isolation and per-build state ownership, but deployed isolation and runtime resource effects were not verified.
Retained concerns
No architecture-level concerns identified.
Security review details
Security Blast Radius
inferred — The affected source scope is the caller-supplied query plan and its explicit input relations. Lowering does not discover additional tables through branch metadata. Maximum deployed tenant, service, or environment exposure cannot be established from the supplied evidence.
Trust Boundaries and Controls
observed — The existing entrypoint still lowers a checked root and verifies that requested differentiation tables were read. Each union input passes through the same wrt-aware dispatcher, including the existing constant path for non-wrt inputs; no authorization mechanism is added or removed by this dispatch.
Resilience and Maintainability Implications
inferred — Construction failures remain contained within a build: union validation returns errors from locally owned lowering state, and backward construction creates a fresh transposer while borrowing the forward representation immutably. The inspected ownership model does not expose partial transpose state to subsequent or concurrent builds.
Pre-merge checks: 4 · 1
Failed checks: 1 warning
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Write docstrings for the functions missing them to satisfy the coverage threshold.
Passed checks: 4 passed
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Title check
The title clearly and concisely states that reverse-mode differentiation through UNION ALL was added, which matches the main change.
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Inline comments:
Review comments at @crates/ddx-ad/src/transpose.rs:
- Around line 659-664: In the Def::Union transpose loop over arms, skip each
source column whose region.varied[col] is false before adding a cotangent term
to pending. Preserve the existing term generation for varied columns.
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Files selected for processing: 9
crates/ddx-ad/src/contraction.rs
crates/ddx-ad/src/emit.rs
crates/ddx-ad/src/forward.rs
crates/ddx-ad/src/transpose.rs
crates/ddx-datafusion/tests/union_all.rs
docs/design.md
python/ddxdb/tests/test_ad.py
python/ddxdb/tests/test_duckdb.py
tests/test_query_jax.py
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…xdb 0.4.6 (#233)
grad and vjp differentiate through UNION ALL, as jvp already did (#229).
A loss joining one-row aggregates of constant data is again a scalar
loss (#230). A step that one later step reads once is computed inside it:
xarray-sql's GPT step has 64 steps rather than 77, about 1.5% faster on
DuckDB (#231). The code follows the Google Rust style guide (#234, #239,
#240), with instruction counts within 0.05% of before; a lock a panic
poisoned is no longer read. Nothing public breaks.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01CvszJhH8pn8H9G69wEPMU2
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Why
gradandvjprefused aUNION ALLbetween awrttable and the loss (#144). That blocks GraphCast-shaped models: each message-passing MLP reads an edge's, its sender's and its receiver's features concatenated withUNION ALL, at offset feature indices.jvpalready had a rule.How
Reverse mode recomputes the row-local work between saved aggregates as one relation, a region, and every transpose rule reads a row's own columns. A union's rows come from different inputs, so it is rebuilt to fit:
Def::Branch), and NULL in every other input's columns.ON TRUEtoLIMIT 0copies of the others.Def::Union) reads the column of the input that gave the row.jnp.concatenate's is a slice: the cotangent goes to that input's column, and NULL (no cotangent) to the others'.Everything beneath an input reads only its own columns. So its cotangents are NULL in other inputs' rows, and those rows send it no gradient.
Edge cases
x_1). A table can already have anx_1column, and a union over a union always does, so DataFusion refused the union. Each input's columns are now renamed after their qualified names first, as ddx already does for windows.gradno longer takes it for a scalar loss.UNION(distinct) is still refused. DataFusion plans it as aGROUP BYoverUNION ALL, and the key that depends onwrtis what's refused.Tests
crates/ddx-datafusion/tests/union_all.rshas 14 cases, each checked against finite differences, on Substrait and withDDX_STEPS_AS_SQL=1:wrttable;i_1andx_1;tests/test_query_jax.pyadds GraphCast's message passing againstjax.gradofjnp.concatenate.Next
#127 and #88 (soak coverage), then #186 (fewer, larger steps).
🤖 Generated with Claude Code
https://claude.ai/code/session_01CvszJhH8pn8H9G69wEPMU2
Summary by CodeRabbit
New Features
UNION ALL, including when the combined rows are used in grouping, joins, or window operations.Documentation
UNION ALLsupport in reverse-mode gradients.