Automatic differentiation in machine learning: a survey

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more general than backpropagation for efficiently and accurately evaluating derivatives of numeric functions expressed as computer programs. AD is a small but established field with applications in areas including computational fluid dynamics, atmospheric sciences, and engineering design optimization. Until very recently, the fields of machine learning and AD have largely been unaware of each other and, in some cases, have independently discovered each other's results. Despite its relevance, general-purpose AD has been missing from the machine learning toolbox, a situation slowly changing with its ongoing adoption under the names "dynamic computational graphs" and "differentiable programming". We survey the intersection of AD and machine learning, cover applications where AD has direct relevance, and address the main implementation techniques. By precisely defining the main differentiation techniques and their interrelationships, we aim to bring clarity to the usage of the terms "autodiff", "automatic differentiation", and "symbolic differentiation" as these are encountered more and more in machine learning settings.Comment: 43 pages, 5 figure

Counterexample Generation in Probabilistic Model Checking

Providing evidence for the refutation of a property is an essential, if not the most important, feature of model checking. This paper considers algorithms for counterexample generation for probabilistic CTL formulae in discrete-time Markov chains. Finding the strongest evidence (i.e., the most probable path) violating a (bounded) until-formula is shown to be reducible to a single-source (hop-constrained) shortest path problem. Counterexamples of smallest size that deviate most from the required probability bound can be obtained by applying (small amendments to) k-shortest (hop-constrained) paths algorithms. These results can be extended to Markov chains with rewards, to LTL model checking, and are useful for Markov decision processes. Experimental results show that typically the size of a counterexample is excessive. To obtain much more compact representations, we present a simple algorithm to generate (minimal) regular expressions that can act as counterexamples. The feasibility of our approach is illustrated by means of two communication protocols: leader election in an anonymous ring network and the Crowds protocol