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

Machine Learning for Fluid Mechanics

The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the underlying fluid mechanics. Moreover, machine learning algorithms can augment domain knowledge and automate tasks related to flow control and optimization. This article presents an overview of past history, current developments, and emerging opportunities of machine learning for fluid mechanics. It outlines fundamental machine learning methodologies and discusses their uses for understanding, modeling, optimizing, and controlling fluid flows. The strengths and limitations of these methods are addressed from the perspective of scientific inquiry that considers data as an inherent part of modeling, experimentation, and simulation. Machine learning provides a powerful information processing framework that can enrich, and possibly even transform, current lines of fluid mechanics research and industrial applications.Comment: To appear in the Annual Reviews of Fluid Mechanics, 202