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

Taming Numbers and Durations in the Model Checking Integrated Planning System

The Model Checking Integrated Planning System (MIPS) is a temporal least commitment heuristic search planner based on a flexible object-oriented workbench architecture. Its design clearly separates explicit and symbolic directed exploration algorithms from the set of on-line and off-line computed estimates and associated data structures. MIPS has shown distinguished performance in the last two international planning competitions. In the last event the description language was extended from pure propositional planning to include numerical state variables, action durations, and plan quality objective functions. Plans were no longer sequences of actions but time-stamped schedules. As a participant of the fully automated track of the competition, MIPS has proven to be a general system; in each track and every benchmark domain it efficiently computed plans of remarkable quality. This article introduces and analyzes the most important algorithmic novelties that were necessary to tackle the new layers of expressiveness in the benchmark problems and to achieve a high level of performance. The extensions include critical path analysis of sequentially generated plans to generate corresponding optimal parallel plans. The linear time algorithm to compute the parallel plan bypasses known NP hardness results for partial ordering by scheduling plans with respect to the set of actions and the imposed precedence relations. The efficiency of this algorithm also allows us to improve the exploration guidance: for each encountered planning state the corresponding approximate sequential plan is scheduled. One major strength of MIPS is its static analysis phase that grounds and simplifies parameterized predicates, functions and operators, that infers knowledge to minimize the state description length, and that detects domain object symmetries. The latter aspect is analyzed in detail. MIPS has been developed to serve as a complete and optimal state space planner, with admissible estimates, exploration engines and branching cuts. In the competition version, however, certain performance compromises had to be made, including floating point arithmetic, weighted heuristic search exploration according to an inadmissible estimate and parameterized optimization

O'Mega: An Optimizing Matrix Element Generator

We sketch the architecture of O'Mega, a new optimizing compiler for tree amplitudes in quantum field theory, and briefly describe its usage. O'Mega generates the most efficient code currently available for scattering amplitudes for many polarized particles in the Standard Model and its extensions.Comment: 29 pages, LaTe

Badger: Complexity Analysis with Fuzzing and Symbolic Execution

Hybrid testing approaches that involve fuzz testing and symbolic execution have shown promising results in achieving high code coverage, uncovering subtle errors and vulnerabilities in a variety of software applications. In this paper we describe Badger - a new hybrid approach for complexity analysis, with the goal of discovering vulnerabilities which occur when the worst-case time or space complexity of an application is significantly higher than the average case. Badger uses fuzz testing to generate a diverse set of inputs that aim to increase not only coverage but also a resource-related cost associated with each path. Since fuzzing may fail to execute deep program paths due to its limited knowledge about the conditions that influence these paths, we complement the analysis with a symbolic execution, which is also customized to search for paths that increase the resource-related cost. Symbolic execution is particularly good at generating inputs that satisfy various program conditions but by itself suffers from path explosion. Therefore, Badger uses fuzzing and symbolic execution in tandem, to leverage their benefits and overcome their weaknesses. We implemented our approach for the analysis of Java programs, based on Kelinci and Symbolic PathFinder. We evaluated Badger on Java applications, showing that our approach is significantly faster in generating worst-case executions compared to fuzzing or symbolic execution on their own

Julia: A Fresh Approach to Numerical Computing

Bridging cultures that have often been distant, Julia combines expertise from the diverse fields of computer science and computational science to create a new approach to numerical computing. Julia is designed to be easy and fast. Julia questions notions generally held as "laws of nature" by practitioners of numerical computing: 1. High-level dynamic programs have to be slow. 2. One must prototype in one language and then rewrite in another language for speed or deployment, and 3. There are parts of a system for the programmer, and other parts best left untouched as they are built by the experts. We introduce the Julia programming language and its design --- a dance between specialization and abstraction. Specialization allows for custom treatment. Multiple dispatch, a technique from computer science, picks the right algorithm for the right circumstance. Abstraction, what good computation is really about, recognizes what remains the same after differences are stripped away. Abstractions in mathematics are captured as code through another technique from computer science, generic programming. Julia shows that one can have machine performance without sacrificing human convenience.Comment: 37 page

ALHEP symbolic algebra program for high-energy physics

ALHEP is the symbolic algebra program for high-energy physics. It deals with amplitudes calculation, matrix element squaring, Wick theorem, dimensional regularization, tensor reduction of loop integrals and simplification of final expressions. The program output includes: Fortran code for differential cross section, Mathematica files to view results and intermediate steps and TeX source for Feynman diagrams. The PYTHIA interface is available. The project website http://www.hep.by/alhep contains up-to-date executables, manual and script examples.Comment: 33 pages, 4 figure