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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 |
| 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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