adventure - A Minimal Reverse-Mode Automatic Differentiation Library for C++

adventure is a fast and lightweight C++20 library providing reverse-mode automatic differentiation using Jacobi tapes and expression templates.

Features

• first-order reverse-mode derivatives using Jacobi tapes
• expression templates
• thread-local tapes
• header-only
• C++20

Quick Start

• Include adventure/variable.hpp and use the adventure::Variable API:

#include <iostream>

#include "adventure/variable.hpp"

namespace ad = adventure;

int main() {
  ad::Variable<double> x(2.0);

  ad::register_input(x);
  ad::Variable<double> y = x * x;
  ad::register_output(y);

  y.grad() = 1.0;          // seed output
  ad::backward<double>();  // compute adjoints
  double dx = x.grad();    // gradient dy/dx

  std::cout << "x.grad() = " << dx << std::endl;
}

Building and Running Tests and Benchmarks

Build

Configure and build in a separate directory:

cmake -S . -B build
cmake --build build

Unit Tests

After building, run the tests with ctest:

ctest --test-dir build --output-on-failure

Benchmarks

Benchmarks are optional but enabled by default. After building, run the benchmark executables in build/benchmarks/ (e.g. benchmark_ad).

License

adventure is licensed under the Apache License, Version 2.0 (see LICENSE).

You may obtain a copy of the License at

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.