# JuliaDiff

Differentiation tools in Julia

## Computing derivatives

Derivatives are required by many numerical algorithms, even for functions $f$ given as chunks of computer code rather than simple mathematical expressions. There are various ways to compute the gradient, Jacobian or Hessian of such functions without tedious manual labor:

Symbolic differentiation, which uses computer algebra to work out explicit formulas

Numerical differentiation, which relies on variants of the finite difference approximation $f'(x) \approx \frac{f(x+\varepsilon) - f(x)}{\varepsilon}$

Automatic differentiation (AD), which reinterprets the code of $f$ either in "forward" or "reverse" mode

In machine learning, automatic differentiation is probably the most widely used paradigm, especially in reverse mode. However, each method has its own upsides and tradeoffs, which are detailed in the following papers, along with implementation techniques like "operator overloading" and "source transformation":

Automatic differentiation in machine learning: a survey, Baydin et al. (2018)

A review of automatic differentiation and its efficient implementation, Margossian (2019)

## What is JuliaDiff?

JuliaDiff is an informal GitHub organization which aims to unify and document packages written in Julia for evaluating derivatives. The technical features of Julia^{[1]} make implementing and using differentiation techniques easier than ever before (in our biased opinion).

Discussions on JuliaDiff and its uses may be directed to the Julia Discourse forum. The ChainRules project maintains a list of recommended reading for those after more information. The autodiff.org site serves as a portal for the academic community, though it is often out of date.

## The Big List

What follows is a big list of Julia differentiation packages and related tooling, last updated in January 2024. If you notice something inaccurate or outdated, please open an issue to signal it. The packages marked as inactive are those which have had no release in 2023.

The list aims to be comprehensive in coverage. By necessity, this means it is not comprehensive in detail. It is worth investigating each package yourself to really understand its ins and outs, and the pros and cons of its competitors.

### Reverse mode automatic differentiation

JuliaDiff/ReverseDiff.jl: Operator overloading AD backend

FluxML/Zygote.jl: Source transformation AD backend

EnzymeAD/Enzyme.jl: LLVM-level source transformation AD backend

dfdx/Yota.jl: Source transformation AD backend

FluxML/Tracker.jl: Operator overloading AD backend (mostly deprecated in favor of Zygote.jl)

### Forward mode automatic differentiation

JuliaDiff/ForwardDiff.jl: Operator overloading AD backend

JuliaDiff/PolyesterForwardDiff.jl: Multithreaded version of ForwardDiff.jl

EnzymeAD/Enzyme.jl: LLVM-level source transformation AD backend

JuliaDiff/Diffractor.jl: Source transformation AD backend (experimental)

### Symbolic differentiation

JuliaSymbolics/Symbolics.jl: Pure Julia computer algebra system with support for fast and sparse analytical derivatives

brianguenter/FastDifferentiation.jl: Generate efficient executables for symbolic derivatives

### Numeric differentiation

JuliaDiff/FiniteDifferences.jl: Finite differences with support for arbitrary types and higher order schemes

JuliaDiff/FiniteDiff.jl: Finite differences with support for caching and sparsity

### Higher order

JuliaDiff/TaylorSeries.jl: Taylor polynomial expansions in one or more variables

JuliaDiff/TaylorDiff.jl: Higher order directional derivatives (experimental)

JuliaDiff/Diffractor.jl: Source transformation AD backend (experimental)

### Rulesets

These packages define derivatives for basic functions, and enable users to do the same:

JuliaDiff/ChainRules: Ecosystem for backend-agnostic forward and reverse rules.

JuliaDiff/ChainRulesCore.jl: Core API for users to add rules to their package.

JuliaDiff/ChainRules.jl: Rules for Julia Base and standard libraries.

JuliaDiff/ChainRulesTestUtils.jl: Tools for testing rules defined with ChainRulesCore.jl.

ThummeTo/ForwardDiffChainRules.jl: Translate rules from ChainRulesCore.jl to make them compatible with ForwardDiff.jl

JuliaDiff/DiffRules.jl: Scalar rules used by e.g. ForwardDiff.jl, ReverseDiff.jl, Tracker.jl, and Symbolics.jl

EnzymeAD/EnzymeRules.jl: Rule definition API for Enzyme.jl

FluxML/ZygoteRules.jl: Some rules used by Zygote.jl (mostly deprecated in favor of ChainRules.jl).

### Interface

AbstractDifferentiation.jl: Backend-agnostic interface for algorithms that rely on derivatives, gradients, Jacobians, Hessians, etc.

### Exotic

JuliaDiff/SparseDiffTools.jl: Exploit sparsity to speed up FiniteDiff.jl and ForwardDiff.jl, as well as other algorithms.

gaurav-arya/StochasticAD.jl: Differentiation of functions with stochastic behavior (experimental)

### Differentiating through more stuff

Some complex algorithms are not natively differentiable, which is why derivatives have been implemented in the following packages:

SciML: For a lot of different domains of scientific machine learning: differential equations, linear and nonlinear systems, optimization problems, etc.

gdalle/ImplicitDifferentiation.jl: For generic algorithms specified by output conditions, thanks to the implicit function theorem

jump-dev/DiffOpt.jl: For convex optimization problems

axelparmentier/InferOpt.jl: For combinatorial optimization problems

### Inactive packages

[1] | namely, multiple dispatch, source code via reflection, just-in-time compilation, and first-class access to expression parsing |