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Automatic Differentiation of Algorithms for Machine Learning
Baydin, Atilim Gunes; Pearlmutter, Barak A.
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.
Keyword(s): Computer Science; Automatic Differentiation; Algorithms; Machine Learning
Publication Date:
Type: Report
Peer-Reviewed: Yes
Institution: Maynooth University
Citation(s): Baydin, Atilim Gunes and Pearlmutter, Barak A. (2014) Automatic Differentiation of Algorithms for Machine Learning. Working Paper. arXiv.
Publisher(s): arXiv
File Format(s): other
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First Indexed: 2020-01-31 06:19:22 Last Updated: 2020-04-02 06:47:24