A Benchmark of Selected Algorithmic Differentiation Tools on Some Problems in Computer Vision and Machine Learning
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Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not straightforward. The existing tools are often too different to allow for a general test suite. In this paper, we compare fifteen ways of computing derivatives including eleven automatic differentiation tools implementing various methods and written in various languages (C++, F#, MATLAB, Julia and Python), two symbolic differentiation tools, finite differences, and hand-derived computation. We look at three objective functions from computer vision and machine learning. These objectives are for the most part simple, in the sense that no iterative loops are involved, and conditional statements are encapsulated in functions such as abs or logsumexp. However, it is important for the success of algorithmic differentiation that such `simple' objective functions are handled efficiently, as so many problems in computer vision and machine learning are of this form. Of course, our results depend on programmer skill, and familiarity with the tools. However, we contend that this paper presents an important datapoint: a skilled programmer devoting roughly a week to each tool produced the timings we present. We have made our implementations available as open source to allow the community to replicate and update these benchmarks.
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