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    A Hitchhiker's Guide to Automatic Differentiation


    Hoffmann, Philipp (2015) A Hitchhiker's Guide to Automatic Differentiation. Working Paper. arXiv.

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    Abstract

    This article provides an overview of some of the mathematical prin- ciples of Automatic Differentiation (AD). In particular, we summarise different descriptions of the Forward Mode of AD, like the matrix-vector product based approach, the idea of lifting functions to the algebra of dual numbers, the method of Taylor series expansion on dual numbers and the application of the push-forward operator, and explain why they all reduce to the same actual chain of computations. We further give a short mathematical description of some methods of higher-order Forward AD and, at the end of this paper, brie y describe the Reverse Mode of Automatic Differentiation.

    Item Type: Monograph (Working Paper)
    Keywords: Automatic Differentiation; Forward AD; Reverse AD; Dual Numbers;
    Academic Unit: Faculty of Science and Engineering > Computer Science
    Item ID: 6568
    Identification Number: arXiv:1411.0583
    Depositing User: Philipp Hoffmann
    Date Deposited: 11 Nov 2015 15:16
    Publisher: arXiv
    URI:

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