Differentiating a Tensor Language

How does one compile derivatives of tensor programs, such that the resulting code is purely functional (hence easier to optimize and parallelize) and provably efficient relative to the original program? We show that naively differentiating tensor code---as done in popular systems like Tensorflow and PyTorch---can cause asymptotic slowdowns in pathological cases, violating the Cheap Gradients Principle. However, all existing automatic differentiation methods that guarantee this principle (for variable size data) do so by relying on += mutation through aliases/pointers---which complicates downstream optimization. We provide the first purely functional, provably efficient, adjoint/reverse-mode derivatives of array/tensor code by explicitly accounting for sparsity. We do this by focusing on the indicator function from Iversons APL. We also introduce a new Tensor SSA normal form and a new derivation of reverse-mode automatic differentiation based on the universal property of inner-products.