Provably correct, asymptotically efficient, higher-order reverse-mode automatic differentiation

user-61442502e55422cecdaf6898(2022)

引用 12|浏览67
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摘要
In this paper, we give a simple and efficient implementation of reverse-mode automatic differentiation, which both extends easily to higher-order functions, and has run time and memory consumption linear in the run time of the original program. In addition to a formal description of the translation, we also describe an implementation of this algorithm, and prove its correctness by means of a logical relations argument.
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关键词
Reverse-Mode AD, Wengert List, Higher-Order Functions
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