Differentiable Programming Tensor Networks

Differentiable programming is a fresh programming paradigm which composes parameterized algorithmic components and trains them using automatic differentiation (AD). The concept emerges from deep learning but is not only limited to training neural networks. We present theory and practice of programming tensor network algorithms in a fully differentiable way. By formulating the tensor network algorithm as a computation graph, one can compute higher order derivatives of the program accurately and efficiently using AD. We present essential techniques to differentiate through the tensor networks contractions, including stable AD for tensor decomposition and efficient backpropagation through fixed point iterations. As a demonstration, we compute the specific heat of the Ising model directly by taking the second order derivative of the free energy obtained in the tensor renormalization group calculation. Next, we perform gradient based variational optimization of infinite projected entangled pair states for quantum antiferromagnetic Heisenberg model and obtain start-of-the-art variational energy and magnetization with moderate efforts. Differentiable programming removes laborious human efforts in deriving and implementing analytical gradients for tensor network programs, which opens the door to more innovations in tensor network algorithms and applications.Comment: Typos corrected, discussion and refs added; revised version accepted for publication in PRX. Source code available at https://github.com/wangleiphy/tensorgra

Neural network training by integration of adjoint systems of equations forward in time

A method and apparatus for supervised neural learning of time dependent trajectories exploits the concepts of adjoint operators to enable computation of the gradient of an objective functional with respect to the various parameters of the network architecture in a highly efficient manner. Specifically, it combines the advantage of dramatic reductions in computational complexity inherent in adjoint methods with the ability to solve two adjoint systems of equations together forward in time. Not only is a large amount of computation and storage saved, but the handling of real-time applications becomes also possible. The invention has been applied it to two examples of representative complexity which have recently been analyzed in the open literature and demonstrated that a circular trajectory can be learned in approximately 200 iterations compared to the 12000 reported in the literature. A figure eight trajectory was achieved in under 500 iterations compared to 20000 previously required. The trajectories computed using our new method are much closer to the target trajectories than was reported in previous studies

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