Manzyuk, Oleksandr and Pearlmutter, Barak A. and Radul, Alexey Andreyevich and Rush, David R. and Siskind, Jeffrey Mark (2012) Confusion of Tagged Perturbations in Forward Automatic Differentiation of Higher-Order Functions. Working Paper. arXiv.

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Abstract

Forward Automatic Differentiation (AD) is a technique for augmenting programs to both perform their original calculation and also compute its directional derivative. The essence of Forward AD is to attach a derivative value to each number, and propagate these through the computation. When derivatives are nested, the distinct derivative calculations, and their associated attached values, must be distinguished. In dynamic languages this is typically accomplished by creating a unique tag for each application of the derivative operator, tagging the attached values, and overloading the arithmetic operators. We exhibit a subtle bug, present in fielded implementations, in which perturbations are confused despite the tagging machinery.

Item Type:	Monograph (Working Paper)
Keywords:	Tagged Perturbations; Forward Automatic Differentiation; Higher-Order Functions; Forward AD;
Academic Unit:	Faculty of Science and Engineering > Computer Science
Item ID:	6552
Identification Number:	arXiv:1211.4892
Depositing User:	Barak Pearlmutter
Date Deposited:	10 Nov 2015 16:43
Publisher:	arXiv
Funders:	Science Foundation Ireland (SFI)
URI:
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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