The Chain Rule, Forward and Reverse Accumulation
Fundamental to AD is the decomposition of differentials provided by the chain rule. For the simple composition the chain rule gives
Usually, two distinct modes of AD are presented, forward accumulation (or forward mode) and reverse accumulation (or reverse mode). Forward accumulation specifies that one traverses the chain rule from right to left (that is, first one computes and then ), while reverse accumulation has the traversal from left to right.
Read more about this topic: Automatic Differentiation
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