Evolving the Incremental λ Calculus into a Model of Forward Automatic Differentiation (AD) (1611.03429v1)

Abstract: Formal transformations somehow resembling the usual derivative are surprisingly common in computer science, with two notable examples being derivatives of regular expressions and derivatives of types. A newcomer to this list is the incremental $\lambda$-calculus, or ILC, a "theory of changes" that deploys a formal apparatus allowing the automatic generation of efficient update functions which perform incremental computation. The ILC is not only defined, but given a formal machine-understandable definition---accompanied by mechanically verifiable proofs of various properties, including in particular correctness of various sorts. Here, we show how the ILC can be mutated into propagating tangents, thus serving as a model of Forward Accumulation Mode Automatic Differentiation. This mutation is done in several steps. These steps can also be applied to the proofs, resulting in machine-checked proofs of the correctness of this model of forward AD.