Functorial String Diagrams for Reverse-Mode Automatic Differentiation

We formulate a reverse-mode automatic differentiation (RAD) algorithm for (applied) simply typed lambda calculus in the style of Pearlmutter and Siskind [Barak A. Pearlmutter and Jeffrey Mark Siskind, 2008], using the graphical formalism of string diagrams. Thanks to string diagram rewriting, we are able to formally prove for the first time the soundness of such an algorithm. Our approach requires developing a calculus of string diagrams with hierarchical features in the spirit of functorial boxes, in order to model closed monoidal (and cartesian closed) structure. To give an efficient yet principled implementation of the RAD algorithm, we use foliations of our hierarchical string diagrams

Smart Choices and the Selection Monad

Describing systems in terms of choices and their resulting costs and rewards offers the promise of freeing algorithm designers and programmers from specifying how those choices should be made; in implementations, the choices can be realized by optimization techniques and, increasingly, by machine learning methods. We study this approach from a programming-language perspective. We define two small languages that support decision-making abstractions: one with choices and rewards, and the other additionally with probabilities. We give both operational and denotational semantics. In the case of the second language we consider three denotational semantics, with varying degrees of correlation between possible program values and expected rewards. The operational semantics combine the usual semantics of standard constructs with optimization over spaces of possible execution strategies. The denotational semantics, which are compositional and can also be viewed as an implementation by translation to a simpler language, rely on the selection monad, to handle choice, combined with an auxiliary monad, to handle other effects such as rewards or probability. We establish adequacy theorems that the two semantics coincide in all cases. We also prove full abstraction at ground types, with varying notions of observation in the probabilistic case corresponding to the various degrees of correlation. We present axioms for choice combined with rewards and probability, establishing completeness at ground types for the case of rewards without probability

Differential logical relations, part II increments and derivatives

International audienceWe study the deep relations existing between differential logical relations and incremental computing, by showing how self-differences in the former precisely correspond to derivatives in the latter. We also show how differential logical relations can be seen as a powerful metatheoretical tool in the analysis of incremental computations, enabling an easy proof of soundness of differentiation

CHAD: Combinatory Homomorphic Automatic Differentiation

We introduce Combinatory Homomorphic Automatic Differentiation (CHAD), a principled, pure, provably correct define-then-run method for performing forward and reverse mode automatic differentiation (AD) on programming languages with expressive features. It implements AD as a compositional, type-respecting source-code transformation that generates purely functional code. This code transformation is principled in the sense that it is the unique homomorphic (structure preserving) extension to expressive languages of Elliott's well-known and unambiguous definitions of AD for a first-order functional language. Correctness of the method follows by a (compositional) logical relations argument that shows that the semantics of the syntactic derivative is the usual calculus derivative of the semantics of the original program. In their most elegant formulation, the transformations generate code with linear types. However, the code transformations can be implemented in a standard functional language lacking linear types: while the correctness proof requires tracking of linearity, the actual transformations do not. In fact, even in a standard functional language, we can get all of the type-safety that linear types give us: we can implement all linear types used to type the transformations as abstract types, by using a basic module system. In this paper, we detail the method when applied to a simple higher-order language for manipulating statically sized arrays. However, we explain how the methodology applies, more generally, to functional languages with other expressive features. Finally, we discuss how the scope of CHAD extends beyond applications in AD to other dynamic program analyses that accumulate data in a commutative monoid.Comment: arXiv admin note: substantial text overlap with arXiv:2007.0528

Higher Order Automatic Differentiation of Higher Order Functions

We present semantic correctness proofs of automatic differentiation (AD). We consider a forward-mode AD method on a higher order language with algebraic data types, and we characterise it as the unique structure preserving macro given a choice of derivatives for basic operations. We describe a rich semantics for differentiable programming, based on diffeological spaces. We show that it interprets our language, and we phrase what it means for the AD method to be correct with respect to this semantics. We show that our characterisation of AD gives rise to an elegant semantic proof of its correctness based on a gluing construction on diffeological spaces. We explain how this is, in essence, a logical relations argument. Throughout, we show how the analysis extends to AD methods for computing higher order derivatives using a Taylor approximation.Comment: 34 pages, 5 figures, submitted at LMCS 2020. arXiv admin note: substantial text overlap with arXiv:2001.0220

Continuity, Automatic Differentiation, and a Containment Theorem

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