Information flow of Clad in ROOT

Information flow of Clad in ROOT

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In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how complicated, executes a sequence of elementary arithmetic operations (addition, subtraction, multiplication, division, et...

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... information flow of interactions with Cling during differentiation (Figure 1) is: • A function is marked for differentiation with the C++ construct clad::differentiate or clad::gradient (step 1). ...

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Citations

... HEP projects that exploit AD include work on MadJAX [20], ACTS [21] and ROOT [22]. Gradients are used in objective-function optimizations, or in the propagation of uncertainty in different applications. ...
... As expected by the AD theory, gradients produced by reverse mode AD scale better as the time complexity of the computation is independent on the number of inputs. The better performance of Clad AD approach versus the numerical differentiation, via the central finite difference method, has been previously studied [22]. Further performance improvements can be achieved by moving the second order derivatives (the Hessian matrix) to use Clad. ...
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Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics to High Energy Physics. Computing gradients with the help of AD is guaranteed to be more precise than the numerical alternative and have a low, constant factor more arithmetical operations compared to the original function. Moreover, AD applications to domain problems typically are computationally bound. They are often limited by the computational requirements of high-dimensional parameters and thus can benefit from parallel implementations on graphics processing units (GPUs). Clad aims to enable differential analysis for C/C++ and CUDA and is a compiler-assisted AD tool available both as a compiler extension and in ROOT. Moreover, Clad works as a plugin extending the Clang compiler; as a plugin extending the interactive interpreter Cling; and as a Jupyter kernel extension based on xeus-cling. We demonstrate the advantages of parallel gradient computations on GPUs with Clad. We explain how to bring forth a new layer of optimization and a proportional speed up by extending Clad to support CUDA. The gradients of well-behaved C++ functions can be automatically executed on a GPU. The library can be easily integrated into existing frameworks or used interactively. Furthermore, we demonstrate the achieved application performance improvements, including (≈10x) in ROOT histogram fitting and corresponding performance gains from offloading to GPUs.
... In this method, automatic differentiation is used to obtain the derivatives of each order of N (x, t, w, b). Automatic differentiation (AD) allows derivatives of arbitrary order to be calculated automatically to working accuracy by repeated application of the chain rule [45]. In a neural network, forward pass is used to calculate the values of all variables and reverse pass is used to calculate the derivatives. ...
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... which can be differentiated to arbitrary order up to machine precision via application of chain rule [172,214]. While biases are presently inevitable [222], these regression models are in theory constructed without necessarily committing to a designated class of basis functions (e.g. ...
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... HEP projects that exploit AD include work on MadJAX [20], ACTS [21] and ROOT [22]. Gradients are used in objective-function optimizations, or in the propagation of uncertainty in different applications. ...
... As expected by the AD theory, gradients produced by reverse mode AD scale better as the time complexity of the computation is independent on the number of inputs. The better performance of Clad AD approach versus the numerical differentiation, via central finite difference method, has been previously studied [22]. Further performance improvements can be achieved by moving the second order derivatives (the Hessian matrix) to use Clad. ...
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Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics to High Energy Physics. Computing gradients with the help of AD is guaranteed to be more precise than the numerical alternative and have a low, constant factor more arithmetical operations compared to the original function. Moreover, AD applications to domain problems typically are computationally bound. They are often limited by the computational requirements of high-dimensional parameters and thus can benefit from parallel implementations on graphics processing units (GPUs). Clad aims to enable differential analysis for C/C++ and CUDA and is a compiler-assisted AD tool available both as a compiler extension and in ROOT. Moreover, Clad works as a plugin extending the Clang compiler; as a plugin extending the interactive interpreter Cling; and as a Jupyter kernel extension based on xeus-cling. We demonstrate the advantages of parallel gradient computations on GPUs with Clad. We explain how to bring forth a new layer of optimization and a proportional speed up by extending Clad to support CUDA. The gradients of well-behaved C++ functions can be automatically executed on a GPU. The library can be easily integrated into existing frameworks or used interactively. Furthermore, we demonstrate the achieved application performance improvements, including (~10x) in ROOT histogram fitting and corresponding performance gains from offloading to GPUs.
... (Laurent Hascoet, 2013) performs the code transformation at compile time in an AOT language, but requires that the user request differentiation outside the language. Clad (Vassilev et al., 2020) is a similar successor system operating on C/C++. Other AD systems that allow the user to request differentiation in the language trace the computation at runtime and differentiate the trace (Abadi et al., 2016;Maclaurin et al., 2015;Bradbury et al., 2020;Paszke et al., 2019) or use dynamic language features to transform the code at runtime (Innes et al., 2019). ...
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Swift for TensorFlow is a deep learning platform that scales from mobile devices to clusters of hardware accelerators in data centers. It combines a language-integrated automatic differentiation system and multiple Tensor implementations within a modern ahead-of-time compiled language oriented around mutable value semantics. The resulting platform has been validated through use in over 30 deep learning models and has been employed across data center and mobile applications.
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