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