We decompose reverse-mode automatic differentiation into (forward-mode) linearization followed by transposition. Doing so isolates the essential difference between forward- and reverse-mode AD, and simplifies their joint implementation. In particular, once forward-mode AD rules are defined for every primitive operation in a source language, only linear primitives require an additional transposition rule in order to arrive at a complete reverse-mode AD implementation. This is how reverse-mode AD is written in JAX and Dex.
Huawei Research Centre（华为研究中心）；University of Birmingham（伯明翰大学）；University College London（伦敦大学学院）
We enhance the calculus of string diagrams for monoidal categories with hierarchical features in order to capture closed monoidal (and cartesian closed) structure. Using this new syntax we formulate an automatic differentiation algorithm for (applied) simply typed lambda calculus in the style of [Pearlmutter and Siskind 2008] and we prove for the first time its soundness. To give an efficient yet principled implementation of the AD algorithm we define a sound and complete representation of hierarchical string diagrams as a class of hierarchical hypergraphs we call hypernets.
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 with a first-class differential operator, and present a reduction strategy which exactly simulates reverse-mode AD. We justify our reduction strategy by interpreting our language in any differential $λ$-category that satisfies the Hahn-Banach Separation Theorem, and show that the reduction strategy precisely captures reverse-mode AD in a truly higher-order sett…
Automatic differentiation plays a prominent role in scientific computing and in modern machine learning, often in the context of powerful programming systems. The relation of the various embodiments of automatic differentiation to the mathematical notion of derivative is not always entirely clear---discrepancies can arise, sometimes inadvertently. In order to study automatic differentiation in such programming contexts, we define a small but expressive programming language that includes a construct for reverse-mode differentiation. We give operational and denotational semantics for this langua…
Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up on the AD systems developed in the JAX and Dex projects, we formalize a decomposition of reverse-mode AD into (i) forward-mode AD followed by (ii) unzipping the linear and non-linear parts and then (iii) transposition of the linear part. To that end, we define a (substructurally) linear type system that can prove a class of functions are (algebraically) line…
Automatic differentiation is a technique which allows a programmer to define a numerical computation via compositions of a broad range of numeric and computational primitives and have the underlying system support the computation of partial derivatives of the result with respect to any of its inputs, without making any finite difference approximations, and without manipulating large symbolic expressions representing the computation. This note describes a novel approach to reverse mode automatic differentiation using constraint logic programmming, specifically, the constraint handling rules (CH…
DIKU, U. Copenhagen（哥本哈根大学DIKU）；U. Edinburgh（爱丁堡大学）
We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars, vectors, matrices or tensors represented as multi-dimensional arrays. We show that both symbolic and automatic differentiation can be performed using a differential calculus for generating linear functions representing Fréchet derivatives based on rules for primitive, constant, linear and bilinear functions as well as their sequential and parallel composition. Lin…
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 understanding, improvement, and parallel execution. This paper develops a simple, generalized AD algorithm calculated from a simple, natural specification. The general algorithm is then specialized by varying the representation of derivatives. In particular, applying well-known constructions to a naive representation yields two RAD algorithms that are far s…
We present a simple technique for semantic, open logical relations arguments about languages with recursive types, which, as we show, follows from a principled foundation in categorical semantics. We demonstrate how it can be used to give a very straightforward proof of correctness of practical forward- and reverse-mode dual numbers style automatic differentiation (AD) on ML-family languages. The key idea is to combine it with a suitable open logical relations technique for reasoning about differentiable partial functions (a suitable lifting of the partiality monad to logical relations), which…
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 with a backpropagator function. Its correctness and efficiency on higher-order input languages have been analysed by Brunel, Mazza and Pagani, but this analysis was on a custom operational semantics for which it is unclear whether it can be implemented efficiently. We take inspiration from their use of /linear factoring/ to optimise dual-numbers reverse-mode A…
We introduce Combinatory Homomorphic Automatic Differentiation (CHAD), a principled, pure, provably correct define-then-run method for performing forward and reverse mode automatic differentiation (AD) on programming languages with expressive features. It implements AD as a compositional, type-respecting source-code transformation that generates purely functional code. This code transformation is principled in the sense that it is the unique homomorphic (structure preserving) extension to expressive languages of Elliott's well-known and unambiguous definitions of AD for a first-order functiona…
Classical reverse-mode automatic differentiation (AD) imposes only a small constant-factor overhead in operation count over the original computation, but has storage requirements that grow, in the worst case, in proportion to the time consumed by the original computation. This storage blowup can be ameliorated by checkpointing, a process that reorders application of classical reverse-mode AD over an execution interval to tradeoff space \vs\ time. Application of checkpointing in a divide-and-conquer fashion to strategically chosen nested execution intervals can break classical reverse-mode AD i…
University of Edinburgh（爱丁堡大学）；University of Oxford（牛津大学）；ETH Zurich（苏黎世联邦理工学院）；Graphcore；Microsoft Research（微软研究院）；Epic Games；DeepMind
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 optimisation software tools. Despite the practicality of this technique, the performance of the differentiated programs, especially for functional languages and in the presence of vectors, is suboptimal. We present an AD system for a higher-order functional array-processing language. The core functional language underlying this system simultaneously supports both so…
This paper presents reverse-mode algorithmic differentiation (AD) based on source code transformation, in particular of the Static Single Assignment (SSA) form used by modern compilers. The approach can support control flow, nesting, mutation, recursion, data structures, higher-order functions, and other language constructs, and the output is given to an existing compiler to produce highly efficient differentiated code. Our implementation is a new AD tool for the Julia language, called Zygote, which presents high-level dynamic semantics while transparently compiling adjoint code under the hood…
We show that Automatic Differentiation (AD) operators can be provided in a dynamic language without sacrificing numeric performance. To achieve this, general forward and reverse AD functions are added to a simple high-level dynamic language, and support for them is included in an aggressive optimizing compiler. Novel technical mechanisms are discussed, which have the ability to migrate the AD transformations from run-time to compile-time. The resulting system, although only a research prototype, exhibits startlingly good performance. In fact, despite the potential inefficiencies entailed by su…
