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We show how the basic Combinatory Homomorphic Automatic Differentiation (CHAD) algorithm can be optimised, using well-known methods, to yield a simple, composable, and generally applicable reverse-mode automatic differentiation (AD) technique that has the correct computational complexity that we would expect of reverse-mode AD. Specifically, we show that the standard optimisations of sparse vectors and state-passing style code (as well as defunctionalisation/closure conversion, for higher-order languages) give us a purely functional algorithm that is most of the way to the correct complexity, with (functional) mutable updates taking care of the final log-factors. We provide an Agda formalisation of our complexity proof. Finally, we discuss how the techniques apply to differentiating parallel functional array programs: the key observations are 1) that all required mutability is (commutative, associative) accumulation, which lets us preserve task-parallelism and 2) that we can write down data-parallel derivatives for most data-parallel array primitives.
DOI 原文 ·
@article{paperbot2629,
title = {Efficient CHAD},
author = {Tom J. Smeding and Matthijs I. L. Vákár},
journal = {Proceedings of the ACM on Programming Languages},
volume = {8},
number = {POPL},
year = {2024},
doi = {10.1145/3632878}
}