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Provably Correct Automatic Sub-Differentiation for Qualified Programs

NeurIPS 2018 · Optimization › Optimizers · approach: Differentiating through embedded optimization

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use randomized directional branch selection with constraint-qualified library functions and reverse-mode differentiationAutomatic Subdifferentiation · Programs satisfying the stated assumptionsruntime factor: 6*Runtime^*(f;x)Helped
Use the presented algorithm with a reverse-mode pass for each library functionAutomatic Subdifferentiation · Programs satisfying the stated assumptionsruntime factor: factor of 10Mixed

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