Automatic differentiation, the algorithm behind all deep neural networks

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A painful and error-prone step of working with gradient-based models (deep neural networks being one kind) is actually deriving the gradient updates. Deep learning frameworks, like Torch, TensorFlow and Theano, have made this a great deal easier for a limited set of models — these frameworks save the user from doing any significant calculus by instead forcing the framework developers to do all of it. However, if a user wants to experiment with a new model type, or change some small detail the developers hadn’t planned, they are back to deriving gradients by hand. Fortunately, a 30+ year old idea, called “automatic differentiation”, and a one year old machine learning-oriented implementation of it, called “autograd”, can bring true and lasting peace to the hearts of model builders. With autograd, building and training even extremely exotic neural networks becomes as easy as describing the architecture. We will also address two practical questions — "What's the difference between all these deep learning libraries?" and "What does this all mean to me, as a biologist?" — as well as providing some detail and historical perspective on the topic of automatic differentiation.

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