Modeling the Performance of Interface Contraction.

Abstract

Automatic differentiation is a technique used to transform a computer code implementing some mathematical function into another program capable of evaluating the function and its derivatives. Compared to numerical differentiation, the derivatives obtained from applying automatic differentiation are free from truncation error, and their computation often requires less time. To increase the efficiency of a black box approach of automatic differentiation, a technique called interface contraction may be used. Interface contraction exploits the local structure of a code to temporarily reduce the global number of derivatives propagated through the code. Two performance models are introduced to predict the potential improvement in the execution time of a program making use of interface contraction compared to a program generated by a black box approach of automatic differentiation. The performance models are validated by numerical experiments carried out on different computing platforms. The computer codes used in the experiments stem from the application areas of neutron scattering and biostatistics.