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    Automatic Differentiation of Algorithms for Machine Learning

    Baydin, Atilim Gunes and Pearlmutter, Barak A. (2014) Automatic Differentiation of Algorithms for Machine Learning. Working Paper. arXiv.

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    Automatic differentiation --- the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately --- dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and generalizes the method of backwards propagation of errors used in machine learning. Despite this, practitioners in a variety of fields, including machine learning, have been little influenced by automatic differentiation, and make scant use of available tools. Here we review the technique of automatic differentiation, describe its two main modes, and explain how it can benefit machine learning practitioners. To reach the widest possible audience our treatment assumes only elementary differential calculus, and does not assume any knowledge of linear algebra.

    Item Type: Monograph (Working Paper)
    Keywords: Automatic Differentiation; Algorithms; Machine Learning;
    Academic Unit: Faculty of Science and Engineering > Computer Science
    Item ID: 6276
    Identification Number: arXiv:1404.7456
    Depositing User: Barak Pearlmutter
    Date Deposited: 21 Jul 2015 14:43
    Publisher: arXiv
    Refereed: Yes
      Use Licence: This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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