Merge #1358

1358: Fix BPTT by overriding stateful broadcast adjoint r=DhairyaLGandhi a=DhairyaLGandhi

Fixes #1209 

In this PR, we replace the regular broadcasting adjoint with that of the `map` equivalent which is better tested in terms of stateful cases. We ultimately will revert back to the broadacasting adjoint via FluxML/Zygote.jl#807 but this specialises the case for recurrent layers 


@oxinabox @ToucheSir Comments?
### PR Checklist

- [x] Tests are added
- [ ] Entry in NEWS.md
- [x] Documentation, if applicable
- [ ] Final review from `@dhairyagandhi96` (for API changes).


Co-authored-by: Dhairya Gandhi <dhairya@juliacopmuting.com>

src/layers/recurrent.jl

@@ -184,3 +184,7 @@ See [this article](https://colah.github.io/posts/2015-08-Understanding-LSTMs/)
 for a good overview of the internals.
 """
 GRU(a...; ka...) = Recur(GRUCell(a...; ka...))
+
+@adjoint function Broadcast.broadcasted(f::Recur, args...)
+  Zygote.∇map(__context__, f, args...)
+end

test/layers/recurrent.jl

@@ -0,0 +1,21 @@
+# Ref FluxML/Flux.jl#1209
+@testset "BPTT" begin
+  seq = [rand(2) for i = 1:3]
+  for r ∈ [RNN,]
+    rnn = r(2,3)
+    Flux.reset!(rnn)
+    grads_seq = gradient(Flux.params(rnn)) do
+      sum(rnn.(seq)[3])
+    end
+    Flux.reset!(rnn);
+    bptt = gradient(Wh->sum(tanh.(rnn.cell.Wi * seq[3] + Wh *
+                                  tanh.(rnn.cell.Wi * seq[2] + Wh *
+                                        tanh.(rnn.cell.Wi * seq[1] +
+                                            Wh * rnn.init
+                                        + rnn.cell.b)
+                                  + rnn.cell.b)
+                            + rnn.cell.b)),
+                    rnn.cell.Wh)
+    @test grads_seq[rnn.cell.Wh] ≈ bptt[1]
+  end
+end

test/runtests.jl

@@ -30,6 +30,7 @@ end
   include("layers/basic.jl")
   include("layers/normalisation.jl")
   include("layers/stateless.jl")
+  include("layers/recurrent.jl")
   include("layers/conv.jl")
 end