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SUMMARY:Automatic DifferentiationPart One: A Revisionist History and the S
 tate of the Art - Barak A. Pearlmutter\, NUI Maynooth
DTSTART:20131129T100000Z
DTEND:20131129T110000Z
UID:TALK48884@talks.cam.ac.uk
CONTACT:Microsoft Research Cambridge Talks Admins
DESCRIPTION:Automatic Differentiation (aka Algorithmic Differentiation\, a
 ka Computational Differentiation\, aka AD) is an established discipline co
 ncerning methods of transforming algorithmic processes (ie. computer progr
 ams) which calculate numeric functions to also calculate various derivativ
 es of interest\, and ways of using such methods. We begin with a discussio
 n of the venerable history of the field\, whose roots go back to the dawn 
 of the computer age. There are various "modes" of automatic differentiatio
 n\, and we will describe forward\, reverse\, and checkpoint-reverse modes 
 in detail. We then turn our attention to existing systems\, with a focus o
 n those able to attain high performance\, and the implementation technique
 s which allow this. These implementations have a variety of weaknesses and
  restrictions which\, we will argue\, have impeded the uptake of AD. We cl
 ose with a benchmark comparing the fastest current systems with our own re
 search prototype compiler based on principles discussed in Part Two. \n(Jo
 int work with Jeffrey Mark Siskind.)\n
LOCATION:Auditorium\, Microsoft Research Ltd\, 21 Station Road\, Cambridge
 \, CB1 2FB
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