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Where dual-numbers forward-mode automatic differentiation (AD) pairs each scalar value with its tangent value, dual-numbers reverse-mode AD attempts to achieve reverse AD using a similarly simple idea: by pairing each scalar value with a backpropagator function. Its correctness and efficiency on higher-order input languages have been analysed by Brunel, Mazza and Pagani, but this analysis used a custom operational semantics for which it is unclear whether it can be implemented efficiently. We take inspiration from their use of linear factoring to optimise dual-numbers reverse-mode AD to an algorithm that has the correct complexity and enjoys an efficient implementation in a standard functional language with support for mutable arrays, such as Haskell. Aside from the linear factoring ingredient, our optimisation steps consist of well-known ideas from the functional programming community. We demonstrate the use of our technique by providing a practical implementation that differentiates most of Haskell98.
DOI 原文 ·
@article{paperbot2089,
title = {Efficient Dual-Numbers Reverse AD via Well-Known Program Transformations},
author = {Tom J. Smeding and Matthijs I. L. Vákár},
journal = {Proceedings of the ACM on Programming Languages},
volume = {7},
number = {POPL},
year = {2023},
doi = {10.1145/3571247}
}