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CSC321 Lecture 10: Automatic Differentiation

CSC321 Lecture 10: Automatic DifferentiationRoger GrosseRoger GrosseCSC321 Lecture 10: Automatic Differentiation1 / 23 OverviewImplementing backprop by hand is like programming in ll probably never do it, but it s important for having a mentalmodel of how everything 6 covered the math of backprop, which you are using to codeit up for a particular network for Assignment 1 This Lecture : how to build an Automatic Differentiation (autodiff)library, so that you never have to write derivatives by handWe ll cover a simplified version of Autograd, a lightweight autodiff s autodiff feature is based on very similar GrosseCSC321 Lecture 10: Automatic Differentiation2 / 23 Confusing TerminologyAutomatic Differentiation (autodiff) refers to a general way of takinga program which computes a value, and automatically constructing aprocedure for computing derivatives of that this Lecture , we focus on reverse mode autodiff.

D) 1 C A z = exp(z) y Note: we never explicitly construct the Jacobian. It’s usually simpler and more e cient to compute the VJP directly. Roger Grosse CSC321 Lecture 10: Automatic Di erentiation 14 / 23

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