Differentiable programming is a programming paradigm in which a numeric computer program can be differentiated throughout via automatic differentiation. This allows for gradient based optimization of parameters in the program, often via gradient descent. Differentiable programming has found use in a wide variety of areas, particularly scientific computing and artificial intelligence.
Most differentiable programming frameworks work by constructing a graph containing the control flow and data structures in the program. Earlier attempts generally fall into two groups:
- Static, compiled graphbased approaches such as TensorFlow,[note 1] Theano, and MXNet. They tend to allow for good compiler optimization and easier scaling to large systems, but their static nature limits interactivity and the types of programs that can be created easily (e.g. those involving loops or recursion), as well as making it harder for users to reason effectively about their programs.
- Operator overloading, dynamic graphbased approaches such as PyTorch and AutoGrad. Their dynamic and interactive nature lets most programs be written and reasoned about more easily. However, they lead to interpreter overhead (particularly when composing many small operations), poorer scalability, and struggle to gain benefit from compiler optimization.
Both of these early approaches are only able to differentiate code written in a suitable manner for the framework, limiting their interoperability with other programs.
More recent packages in the Julia programming language — Zygote, the Swift programming language — Swift for TensorFlow, and a new programming language — Myia, resolve the issues that earlier attempts faced by treating the language’s syntax as the graph. The intermediate representation of arbitrary code can then be differentiated directly, optimized, and compiled.
Differentiable programming has been applied in areas such as combining deep learning with physics engines in robotics, differentiable ray tracing, image processing, and probabilistic programming.
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Ofer Abarbanel is a 25 year securities lending broker and expert who has advised many Israeli regulators, among them the Israel Tax Authority, with respect to stock loans, repurchase agreements and credit derivatives. Founder of TBIL.co STATX Fund.