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Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to apply. Computing them via algorithmic differentiation typically does not require major manual analysis and rewriting of the code, even for very complex programs like simulations of particle-detector interactions in high-energy physics. However, the pathwise derivative estimator can be biased if there are discontinuities in the program, which may diminish its value for applications. This work integrates algorithmic differentiation into the electromagnetic shower simulation code HepEmShow based on G4HepEm, allowing us to study how well pathwise derivatives approximate derivatives of energy depositions in a sampling calorimeter with respect to parameters of the beam and geometry. We found that when multiple scattering is disabled in the simulation, means of pathwise derivatives converge quickly to their expected values, and these are close to the actual derivatives of the energy deposition. Additionally, we demonstrate the applicability of this novel gradient estimator for stochastic gradient-based optimization in a model example. 

As we reach the limit of Moore’s Law, researchers are exploring different paradigms to achieve unprecedented performance. Approximate Computing (AC), which relies on the ability of applications to tolerate some error in the results to trade-off accuracy for performance, has shown significant promise. Despite the success of AC in domains such as Machine Learning, its acceptance in High-Performance Computing (HPC) is limited due to its stringent requirement of accuracy. We need tools and techniques to identify regions of the code that are amenable to approximations and their impact on the application output quality so as to guide developers to employ selective approximation. To this end, we propose CHEF-FP, a flexible, scalable, and easy-to-use source-code transformation tool based on Automatic Differentiation (AD) for analysing approximation errors in HPC applications. CHEF-FP uses Clad, an efficient AD tool built as a plugin to the Clang compiler and based on the LLVM compiler infrastructure, as a backend and utilizes its AD abilities to evaluate approximation errors in C++ code. CHEF-FP works at the source level by injecting error estimation code into the generated adjoints. This enables the error-estimation code to undergo compiler optimizations resulting in improved analysis time and reduced memory usage. We also provide theoretical and architectural augmentations to source code transformation-based AD tools to perform FP error analysis. In this paper, we primarily focus on analyzing errors introduced by mixed-precision AC techniques, the most popular approximate technique in HPC. We also show the applicability of our tool in estimating other kinds of errors by evaluating our tool on codes that use approximate functions. Moreover, we demonstrate the speedups achieved by CHEF-FP during analysis time as compared to the existing state-of-the-art tool as a result of its ability to generate and insert approximation error estimate code directly into the derivative source. The generated code also becomes a candidate for better compiler optimizations contributing to lesser runtime performance overhead. 

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics to High Energy Physics. Computing gradients with the help of AD is guaranteed to be more precise than the numerical alternative and have a low, constant factor more arithmetical operations compared to the original function. Moreover, AD applications to domain problems typically are computationally bound. They are often limited by the computational requirements of high-dimensional parameters and thus can benefit from parallel implementations on graphics processing units (GPUs). Clad aims to enable differential analysis for C/C++ and CUDA and is a compiler-assisted AD tool available both as a compiler extension and in ROOT. Moreover, Clad works as a plugin extending the Clang compiler; as a plugin extending the interactive interpreter Cling; and as a Jupyter kernel extension based on xeus-cling. We demonstrate the advantages of parallel gradient computations on GPUs with Clad. We explain how to bring forth a new layer of optimization and a proportional speed up by extending Clad to support CUDA. The gradients of well-behaved C++ functions can be automatically executed on a GPU. The library can be easily integrated into existing frameworks or used interactively. Furthermore, we demonstrate the achieved application performance improvements, including (~10x) in ROOT histogram fitting and corresponding performance gains from offloading to GPUs.