Compiler-Research Monthly Meeting [07 Dec at 17:00 CET/8:00PDT]

[Vassil Vassilev]

Dear all,

  Our next meeting will be on 07 December 2023 at 17:00 Geneva (CH) Time.

  We are happy to host Max Aehle.

  Title: Algorithmic Differentiation in Monte-Carlo Particle Simulation

  Abstract: Monte-Carlo simulators like Geant4 are heavily used in High Energy Physics to simulate the interaction between particles and the detector matter. Integrating algorithmic differentiation (AD) into such codes, e.g. in order to obtain gradients for design optimization, comes with a couple of technical and mathematical challenges.

On the technical side, most AD tools are not fully automatic for the entire language standard, but require certain manual interventions or exclude certain language constructs. The size and complexity of Geant4 with about one million lines of C++ code can turn seemingly little restrictions into a massive amount of effort required before being able to obtain algorithmic derivatives. In the first part of this talk, we will give a brief description of our novel AD tool Derivgrind, which brings the development efforts close to the possible minimum because it operates on the machine code of the compiled primal program. We will then demonstrate how it allows to compute correct algorithmic derivatives in a very artificial setup using Geant4 code.

On the mathematical side, stochasticity and the frequent use of non-differentiable operations like comparisons constitute severe challenges. While AD allows us to obtain floating-point-accurate derivatives of the precise sequence of real-arithmetic operations conducted by the primal program, they may come with very large variances, and their expected values may disagree with the derivative of the function represented by the Monte-Carlo simulation in the limit where the number of samples goes to infinity. These challenges need to be assessed and attacked based on a mathematical understanding of the computations performed by the Monte-Carlo simulation. In the second part of this talk, we will report on recent progress in this area.

  Speaker: Max Aehle, University of Kaiserslautern-Landau

  We will talk about our ongoing and future activities of our group.

  Feel free to forward this email to everybody who might be interested. This talk will be recorded.

Best,
Vassil

[Vassil Vassilev]

Dear all,

  Today's meeting slides are up. You can find them here: https://compiler-research.org/meetings/#caas_07Dec2023

  We start in a bit more than half an hour.

Best, Vassil