A Program whose Automatic Derivative is Wrong on All Inputs
Automatic differentiation (AD) is a process by which one program computing on numbers is transformed into a new program computing the derivative (in the sense of Calculus) of the original program. Over the last decade, AD has become central to modern machine learning systems: “backpropagation” through neural networks is simply a form1 of AD. I have been personally interested in automatic differentiation for years now as a way to simplify the writing of physical simulation and optimization programs.
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namely “reverse-mode” automatic differentiation ↩