Automatic Differentiation in Functional Programming via First-Class Operators

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Solution Overview

Problem

Existing functional-programming languages like SCHEME, ML, and HASKELL face difficulties in implementing automatic differentiation (AD) effectively, as traditional AD systems are not modular and struggle with handling higher-order derivatives and gradients through processes involving AD-based optimization or PDE solvers.

Innovation Solution

A novel framework is introduced that treats AD operators as first-class higher-order functions mapping first-class function objects to first-class function objects, allowing for compositional construction of derivatives and gradients, and is implemented in a new language called VLAD, which supports AD better than existing functional programming languages.

Engineering Contradictions & Design Principles

VSEngineering Contradiction Analysis

1Adaptability or versatility

If traditional AD systems are used in functional programming languages, then basic differentiation functionality is provided, but modularity is poor and handling higher-order derivatives is difficult

Engineering Contradiction:
ImprovemodularityVSAvoidsystem complexity
Core Design Contradiction:
Adaptability or versatilityVSDevice complexity

Solution Approach 1:

The patent segments the AD system into independent first-class function components that can be composed modularly. Each AD operator is a separate first-class function that can be independently defined, passed as arguments, and combined to build complex derivative computations, thereby improving modularity while managing complexity through functional composition.

Inventive Principle:
Principle #1Segmentation

Solution Approach 2:

The patent introduces dual numbers as an intermediary data structure that enables automatic differentiation through algebraic operations. Dual numbers carry both primal values and derivative information, allowing derivatives to be computed through standard arithmetic operations while maintaining modularity and supporting higher-order derivatives through nested dual number constructions.

Inventive Principle:
Principle #24Intermediary (Mediator)

2Adaptability or versatility

If AD operators are implemented as first-class higher-order functions, then modularity and composability improve, but implementation complexity increases

Engineering Contradiction:
ImprovecomposabilityVSAvoidimplementation ease
Core Design Contradiction:
Adaptability or versatilityVSEase of manufacture

Solution Approach 1:

The patent implements self-service through automatic code generation that transforms primal function definitions into their derivative counterparts. The system automatically generates the adjoint code from the original function, reducing manual implementation effort while maintaining the benefits of first-class higher-order function composability.

Inventive Principle:
Principle #25Self-service

Solution Approach 2:

The patent performs preliminary actions by pre-defining a set of primitive AD operators with known derivative rules. These primitive operators serve as building blocks that can be composed to handle complex functions, reducing implementation complexity by leveraging pre-established derivative relationships rather than computing everything from scratch.

Inventive Principle:
Principle #10Preliminary action

3Reliability

If AD-based optimization or PDE solvers are used, then solution capability improves, but taking gradients through these processes becomes difficult

Engineering Contradiction:
Improvesolution capabilityVSAvoidgradient computation complexity
Core Design Contradiction:
ReliabilityVSDevice complexity

Solution Approach 1:

The patent implements feedback mechanisms through adjoint computations that propagate derivative information backward through the computational graph. This feedback loop allows gradients to be computed through complex processes like AD-based optimization and PDE solvers by systematically tracking and propagating sensitivity information through each computational step.

Inventive Principle:
Principle #23Feedback

Solution Approach 2:

The patent creates a universal AD framework that works across multiple computational domains including optimization, PDE solving, and general function differentiation. The first-class higher-order function approach provides a unified mechanism for computing gradients through any differentiable process, reducing complexity by applying the same fundamental principles across diverse applications.

Inventive Principle:
Principle #6Universality (Multi-functionality)

Data Source

PatentUS8739137B2Automatic derivative method for a computer programming language
Publication Date: 2014.05.27 PURDUE RES FOUND
  • US8739137B2 patent drawing
  • US8739137B2 patent drawing
  • US8739137B2 patent drawing

AI summary

The disclosed system provides a transformation-based implementation of forward-mode and reverse-mode automatic differentiation as a built-in, first-class function in a functional programming language. Each of these constructs imposes only a small constant factor of the computational burden (time) of the function itself, and the forward construct has the same properties in terms of space. The functions can be applied to any function, including those involving derivatives and nested closures.