Provably correct, asymptotically efficient, higher-order reverse-mode automatic differentiation

Abstract

In this paper, we give a simple and efficient implementation of reverse-mode automatic differentiation, which both extends easily to higher-order functions, and has run time and memory consumption linear in the run time of the original program. In addition to a formal description of the translation, we also describe an implementation of this algorithm, and prove its correctness by means of a logical relations argument.