You Should Be Using Automatic Differentiation
Ryan Adams is a machine learning researcher at Twitter and a professor of computer science at Harvard. He co-founded Whetlab, a machine learning startup that was acquired by Twitter in 2015. He co-hosts the Talking Machines podcast.
A big part of machine learning is optimization of continuous functions. Whether for deep neural networks, structured prediction or variational inference, machine learners spend a lot of time taking gradients and verifying them. It turns out, however, that computers are good at doing this kind of calculus automatically, and automatic differentiation tools are becoming more mainstream and easier to use. In his talk, Adams will give an overview of automatic differentiation, with a particular focus on Autograd. I will also give several vignettes about using Autograd to learn hyperparameters in neural networks, perform variational inference, and design new organic molecules.
This talk is from the SF Data Science meetup in June 2016.