Using programming language theory to make automatic differentiation sound and efficient
Pearlmutter, Barak A. and Siskind, Jeffrey Mark (2008) Using programming language theory to make automatic differentiation sound and efficient. Advances in Automatic Differentiation . ISSN 1439-7358
This paper discusses a new Automatic Differentiation (AD) system that correctly and automatically accepts nested and dynamic use of the AD operators, without any manual intervention. The system is based on a new formulation of AD as highly generalized firstclass citizens in a λ- calculus, which is briefly described. Because the λ-calculus is the basis for modern programming-language implementation techniques, integration of AD into the λ-calculus allows AD to be integrated into an aggressive compiler. We exhibit a research compiler which does this integration. Using novel analysis techniques, it accepts source code involving free use of a first-class forward AD operator and generates object code which attains numerical performance comparable to, or better than, the most aggressive existing AD systems.
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