Is there any working implementation of reverse mode automatic differentiation for Haskell?

Question

The closest-related implementation in Haskell I have seen is the forward mode at http://hackage.haskell.org/packages/archive/fad/1.0/doc/html/Numeric-FAD.html.

The close

Answer 1

We have a bunch of forward mode AD implementations (I even have one in my monoids library!), but reverse mode AD for all of Haskell seems to be intractable.

Sadly while Pearlmutter and Siskind give a translation for a lambda calculus, it doesn't map into something you can do for arbitrary Haskell lambdas, you don't get the right introspection properties and given the way the shape of the types change in the translation you don't get something that is amenable to being packed into a monad, arrow, or other control structure.

I had a go at it via a series of email exchanges with Pearlmutter, but ultimately the best I was able to obtain was a reverse mode AD solution for a small EDSL in Haskell, and not a solution for Haskell itself.