Higher Order Automatic Differentiation of Higher Order Functions

Fuente: arXiv
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Autori principali: Huot, Mathieu, Staton, Sam, Vákár, Matthijs
Natura: Preprint
Pubblicazione: 2021
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author Huot, Mathieu
Staton, Sam
Vákár, Matthijs
author_facet Huot, Mathieu
Staton, Sam
Vákár, Matthijs
contents We present semantic correctness proofs of automatic differentiation (AD). We consider a forward-mode AD method on a higher-order language with algebraic data types and we characterise it as the unique structure-preserving macro given a choice of derivatives for basic operations. We describe a rich semantics for differentiable programming based on diffeological spaces. We show that it interprets our language and we phrase what it means for the AD method to be correct with respect to this semantics. We show that our characterisation of AD gives rise to an elegant semantic proof of its correctness based on a gluing construction on diffeological spaces. We explain how this is in essence a logical relations argument. Throughout we show how the analysis extends to AD methods for computing higher-order derivatives using a Taylor approximation.
format Preprint
id arxiv_https___arxiv_org_abs_2101_06757
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Higher Order Automatic Differentiation of Higher Order Functions
Huot, Mathieu
Staton, Sam
Vákár, Matthijs
Programming Languages
Logic in Computer Science
We present semantic correctness proofs of automatic differentiation (AD). We consider a forward-mode AD method on a higher-order language with algebraic data types and we characterise it as the unique structure-preserving macro given a choice of derivatives for basic operations. We describe a rich semantics for differentiable programming based on diffeological spaces. We show that it interprets our language and we phrase what it means for the AD method to be correct with respect to this semantics. We show that our characterisation of AD gives rise to an elegant semantic proof of its correctness based on a gluing construction on diffeological spaces. We explain how this is in essence a logical relations argument. Throughout we show how the analysis extends to AD methods for computing higher-order derivatives using a Taylor approximation.
title Higher Order Automatic Differentiation of Higher Order Functions
topic Programming Languages
Logic in Computer Science
url https://arxiv.org/abs/2101.06757