BibTeX
@ARTICLE{
Gebremedhin2020Ait,
author = "Gebremedhin, Assefaw H. and Walther, Andrea",
title = "An introduction to algorithmic differentiation",
journal = "WIREs Data Mining and Knowledge Discovery",
volume = "10",
number = "1",
pages = "e1334",
keywords = "adjoints, algorithmic differentiation, automatic differentiation, backpropagation,
checkpointing, sensitivities",
doi = "10.1002/widm.1334",
url = "https://onlinelibrary.wiley.com/doi/abs/10.1002/widm.1334",
eprint = "https://onlinelibrary.wiley.com/doi/pdf/10.1002/widm.1334",
abstract = "Algorithmic differentiation (AD), also known as automatic differentiation, is a
technology for accurate and efficient evaluation of derivatives of a function given as a computer
model. The evaluations of such models are essential building blocks in numerous scientific computing
and data analysis applications, including optimization, parameter identification, sensitivity
analysis, uncertainty quantification, nonlinear equation solving, and integration of differential
equations. We provide an introduction to AD and present its basic ideas and techniques, some of its
most important results, the implementation paradigms it relies on, the connection it has to other
domains including machine learning and parallel computing, and a few of the major open problems in
the area. Topics we discuss include: forward mode and reverse mode of AD, higher-order derivatives,
operator overloading and source transformation, sparsity exploitation, checkpointing, cross-country
mode, and differentiating iterative processes.",
year = "2020",
ad_theotech = "Introduction"
}
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