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

Asked 2010-04-30T13:53:41.763
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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 closest related related research appears to be reverse mode for another functional language related to Scheme at http://www.bcl.hamilton.ie/~qobi/stalingrad/.

I see reverse mode in Haskell as kind of a holy grail for a lot of tasks, with the hopes that it could use Haskell's nested data parallelism to gain a nice speedup in heavy numerical optimization.

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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.

answered 2010-04-30T15:16:06.317

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