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Randomized Automatic Differentiation

Paper: https://arxiv.org/abs/2007.10412

This repository contains code for all three types of experiments used in the paper:

  1. Feedforward network experiments described in nn_experiments/README_ff.md
  2. Recurrent network experiments described in nn_experiments/README_rnn.md
  3. PDE experiments described in diffusionsim_experiments/README_diffusionsim.md

For the neural network experiments, the layers using randomized autodiff are in nn_experiments/layers.py.

Citation

To cite this work, please use

@misc{oktay2020randomized,
    title={Randomized Automatic Differentiation},
    author={Deniz Oktay and Nick McGreivy and Joshua Aduol and Alex Beatson and Ryan P. Adams},
    year={2020},
    eprint={2007.10412},
    archivePrefix={arXiv},
    primaryClass={cs.LG}
}

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