Nesting forward-mode AD in a functional framework

Abstract. We discuss the implications of the desire to augment a functionalprogramming language with a derivative-taking operator using forward-mode automatic differentiation (AD). The primary technical difficulty in doing so lies in ensuring correctness in the face of nested invocation of that operator, due to the need to distinguish perturbations introduced by distinct invocations. We exhibit a series of implementations of a referentially-transparent forward-mode AD derivative-taking operator, each of which uses a different non-referentially-transparent mechanism to distinguish perturbations. Even though the forward-mode AD derivative-taking operator is itself referentially transparent, we hypothesize that one cannot correctly formulate this operator as a function definition in current pure dialects of Haskell.

• Type: Journal
• Year: 2008
• Where: LISP
• Authors: Jeffrey Mark Siskind, Barak A. Pearlmutter
• Keywords: AD Derivative-taking Operator, Derivative-taking Operator, Forward-mode Ad Derivative-taking, LISP 2008