A scheme for automatic differentiation of complex loss functions

Abstract: For a real function, automatic differentiation is such a standard algorithm used to efficiently compute its gradient, that it is integrated in various neural network frameworks. However, despite the recent advances in using complex functions in machine learning and the well-established usefulness of automatic differentiation, the support of automatic differentiation for complex functions is not as well-established and widespread as for real functions. In this work we propose an efficient and seamless scheme to implement automatic differentiation for complex functions, which is a compatible generalization of the current scheme for real functions. This scheme can significantly simplify the implementation of neural networks which use complex numbers.