Lightning Talk: Sophia Gold on An Intellectual History of Automatic Differentiation

New York - May 24, 2017


An Intellectual History of Automatic Differentiation traces the research surrounding a collection of techniques for computing derivatives without using either approximation or the manipulation of subscript-filled equations used to terrorize high school students. While its simplicity gives this method the mystery of "deep magic," it has its roots in work on differential equations in the late 19th century; inspired Alonzo Church's discovery of the untyped lambda calculus; influenced the development of functional programming, concurrency, and Unix in the 1970s; and has been recently rediscovered with applications to type theory, modelling stochastic processes, and training recurrent neural networks.



Sophia Gold has lived many lives: after studying to be a studio artist she has worked at a large quantitative asset manager, developed a consultancy designing embedded systems, and performed professionally as a contortionist. These days she spends a lot of time programming in Clojure and Haskell and, despite being impressively undereducated in higher mathematics, primarily focuses on developing new techniques for automatic differentiation and other problems in computer algebra.


TwoSigma The New York Chapter would like to thank TwoSigma and Chartbeat for helping to make this meetup possible.