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
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
We will talk about our ongoing and future activities of our
Feel free to forward this email to everybody who might be
interested. This talk will be recorded.