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() {
  auto &tape = ad::get_tape<double>();
  ad::Variable<double> x(2.0);

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

  y.grad() = 1.0;          // seed output
  tape.backward();         // 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-APACHE), or, at your option, the MIT License (see LICENSE-MIT).