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

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醉话见心
醉话见心 2021-02-13 12:28

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

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  •  独厮守ぢ
    2021-02-13 12:42

    Not that I'm aware of. I do know that some Haskell folks are interested in automatic differentiation, but some quick digging found little more than short asides mentioning the reverse mode; I expect you already found the same material I did.

    I also note that the fad package and Stalingrad project you found are in fact the work of the same two people, and that at least Prof. Pearlmutter has posted to the haskell-cafe mailing list. You may want to consider contacting him directly about his work--it's possible he has something in progress, or hit serious obstacles while attempting to implement reverse-mode AD.

    Sorry I couldn't turn up anything more useful; if someone else wants to dig further, at least the links above are a starting point.

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