Functorial String Diagrams for Reverse-Mode Automatic Differentiation

Authors Mario Alvarez-Picallo , Dan Ghica , David Sprunger , Fabio Zanasi



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Mario Alvarez-Picallo
  • Programming Languages Laboratory, Huawei Research Centre, Cambridge, UK
Dan Ghica
  • Department of Computer Science, University of Birmingham, UK
  • Programming Languages Laboratory, Huawei Research Centre, Cambridge, UK
David Sprunger
  • Department of Computer Science, University of Birmingham, UK
Fabio Zanasi
  • Department of Computer Science, University College London, UK

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Mario Alvarez-Picallo, Dan Ghica, David Sprunger, and Fabio Zanasi. Functorial String Diagrams for Reverse-Mode Automatic Differentiation. In 31st EACSL Annual Conference on Computer Science Logic (CSL 2023). Leibniz International Proceedings in Informatics (LIPIcs), Volume 252, pp. 6:1-6:20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2023) https://doi.org/10.4230/LIPIcs.CSL.2023.6

Abstract

We formulate a reverse-mode automatic differentiation (RAD) algorithm for (applied) simply typed lambda calculus in the style of Pearlmutter and Siskind [Barak A. Pearlmutter and Jeffrey Mark Siskind, 2008], using the graphical formalism of string diagrams. Thanks to string diagram rewriting, we are able to formally prove for the first time the soundness of such an algorithm. Our approach requires developing a calculus of string diagrams with hierarchical features in the spirit of functorial boxes, in order to model closed monoidal (and cartesian closed) structure. To give an efficient yet principled implementation of the RAD algorithm, we use foliations of our hierarchical string diagrams.

Subject Classification

ACM Subject Classification
  • Mathematics of computing → Automatic differentiation
  • Theory of computation → Categorical semantics
Keywords
  • string diagrams
  • automatic differentiation
  • hierarchical hypergraphs

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