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Automatic differentiation (AD) in reverse mode (RAD) is a central component of deep learning and other uses of large-scale optimization. Commonly used RAD algorithms such as backpropagation, however, are complex and stateful, hindering deep…

编程语言 · 计算机科学 2018-10-03 Conal Elliott

We present a technique for applying (forward and) reverse-mode automatic differentiation (AD) on a non-recursive second-order functional array language that supports nested parallelism and is primarily aimed at efficient GPU execution. The…

编程语言 · 计算机科学 2022-02-22 Robert Schenck , Ola Rønning , Troels Henriksen , Cosmin E. Oancea

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available…

数学软件 · 计算机科学 2022-12-29 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

Where dual-numbers forward-mode automatic differentiation (AD) pairs each scalar value with its tangent value, dual-numbers reverse-mode AD attempts to achieve reverse AD using a similarly simple idea: by pairing each scalar value with a…

编程语言 · 计算机科学 2025-03-04 Tom Smeding , Matthijs Vákár

The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD…

机器学习 · 计算机科学 2021-03-16 Deniz Oktay , Nick McGreivy , Joshua Aduol , Alex Beatson , Ryan P. Adams

A large class of non-smooth practical optimization problems can be written as minimization of a sum of smooth and partly smooth functions. We examine such structured problems which also depend on a parameter vector and study the problem of…

最优化与控制 · 数学 2024-10-28 Sheheryar Mehmood , Peter Ochs

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Reverse-mode automatic differentiation (AD) suffers from the issue of having too much space overhead to trace back intermediate computational states for back-propagation. The traditional method to trace back states is called checkpointing…

编程语言 · 计算机科学 2021-02-02 Jin-Guo Liu , Taine Zhao

Where dual-numbers forward-mode automatic differentiation (AD) pairs each scalar value with its tangent derivative, dual-numbers /reverse-mode/ AD attempts to achieve reverse AD using a similarly simple idea: by pairing each scalar value…

编程语言 · 计算机科学 2022-05-24 Tom Smeding , Matthijs Vákár

The standard dual-numbers construction works well for forward-mode automatic differentiation (AD) and is attractive due to its simplicity; recently, it also has been adapted to reverse-mode AD, but practical performance, especially on array…

编程语言 · 计算机科学 2025-07-18 Tom Smeding , Mikołaj Konarski , Simon Peyton Jones , Andrew Fitzgibbon

We show how the basic Combinatory Homomorphic Automatic Differentiation (CHAD) algorithm can be optimised, using well-known methods, to yield a simple, composable, and generally applicable reverse-mode automatic differentiation (AD)…

编程语言 · 计算机科学 2023-11-15 Tom Smeding , Matthijs Vákár

Deep learning has seen tremendous success over the past decade in computer vision, machine translation, and gameplay. This success rests in crucial ways on gradient-descent optimization and the ability to learn parameters of a neural…

机器学习 · 计算机科学 2019-08-30 Fei Wang , Daniel Zheng , James Decker , Xilun Wu , Grégory M. Essertel , Tiark Rompf

We apply program verification technology to the problem of specifying and verifying automatic differentiation (AD) algorithms. We focus on define-by-run, a style of AD where the program that must be differentiated is executed and monitored…

计算机科学中的逻辑 · 计算机科学 2024-02-14 Paulo Emílio de Vilhena , François Pottier

We show how forward-mode automatic differentiation (AD) can be employed within larger reverse-mode computations to dynamically differentiate broadcast operations in a GPU-friendly manner. Our technique fully exploits the broadcast…

数学软件 · 计算机科学 2018-10-26 Jarrett Revels , Tim Besard , Valentin Churavy , Bjorn De Sutter , Juan Pablo Vielma

Building on the observation that reverse-mode automatic differentiation (AD) -- a generalisation of backpropagation -- can naturally be expressed as pullbacks of differential 1-forms, we design a simple higher-order programming language…

编程语言 · 计算机科学 2020-02-20 Carol Mak , Luke Ong

This paper presents an efficient method for extracting the second-order sensitivities from a system of implicit nonlinear equations on upcoming graphical processing units (GPU) dominated computer systems. We design a custom automatic…

Automatic differentiation (AD) has been a topic of interest for researchers in many disciplines, with increased popularity since its application to machine learning and neural networks. Although many researchers appreciate and know how to…

编程语言 · 计算机科学 2023-08-10 Birthe van den Berg , Tom Schrijvers , James McKinna , Alexander Vandenbroucke

We propose extensions to Fortran which integrate forward and reverse Automatic Differentiation (AD) directly into the programming model. Irrespective of implementation technology, embedding AD constructs directly into the language extends…

编程语言 · 计算机科学 2012-03-09 Alexey Radul , Barak A. Pearlmutter , Jeffrey Mark Siskind

This article provides an overview of some of the mathematical principles of Automatic Differentiation (AD). In particular, we summarise different descriptions of the Forward Mode of AD, like the matrix-vector product based approach, the…

数值分析 · 数学 2016-07-07 Philipp H. W. Hoffmann

The performance of deep neural networks is well-known to be sensitive to the setting of their hyperparameters. Recent advances in reverse-mode automatic differentiation allow for optimizing hyperparameters with gradients. The standard way…

机器学习 · 计算机科学 2016-04-07 Jie Fu , Hongyin Luo , Jiashi Feng , Kian Hsiang Low , Tat-Seng Chua
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