Documentation for pyadjoint

pyadjoint is a generic algorithmic differentiation framework. The aim of this page is to introduce the reader to how pyadjoint works and how it can be used. It can be useful to also have a look at the pyadjoint API. We stress that this is not an algorithmic differentiation tutorial. For an introduction to algorithmic differentiation see for example the book by Naumann

The core idea

In general, we will be interested in differentiating some output vector \(y \in \mathbb{R}^m\) with respect to some input vector \(x \in \mathbb{R}^n\). Assuming we can decompose the forward computations into

\[y = f(x) = g_k \circ g_{k-1} \circ \cdots g_{1}(x),\]

then the derivative of the output in direction \(\hat{x}\) is

\[\frac{\mathrm{d}y}{\mathrm{d}x} \hat{x} = \frac{\partial g_{k}(w_{k-1})}{\partial w_{k-1}} \frac{\partial g_{k-1}(w_{k-2})}{\partial w_{k-2}} \cdots \frac{\partial g_{2}(w_1)}{\partial w_1} \frac{\partial g_{1}(x)}{\partial x} \hat{x},\]

for some intermediate solutions \(w_i, i = 1, 2, ..., k-1\). In reverse mode algorithmic differentiation, we are interested in the adjoints:

\[\frac{\mathrm{d}y}{\mathrm{d}x}^* \bar{y} = \frac{\partial g_{1}(x)}{\partial x}^* \frac{\partial g_{2}(w_1)}{\partial w_1}^* \cdots \frac{\partial g_{k-1}(w_{k-2})}{\partial w_{k-2}}^* \frac{\partial g_{k}(w_{k-1})}{\partial w_{k-1}}^* \bar{y},\]

for some weights \(\bar{y} \in \mathbb{R}^m\). In order to compute the adjoints we must somehow remember all the operations performed in the forward computations, and either remember or recompute the intermediate variables.

In pyadjoint, the Tape class is responsible for remembering these operations. The operations are stored in a list, and can be thought of as nodes in a directed acyclic graph. The Tape objects thus offer ways to do graph manipulations and visualisations.

The operations or nodes are represented by instances of subclasses of Block. These subclasses implement operation-specific methods, while the parent class, Block, implements common methods for use with the tape. These Block instances also keep track of their inputs and outputs, which are represented by BlockVariable instances.

For all this to be set up correctly, we require a way to populate the Tape and instantiate Block objects. To achieve this, we create overloaded functions that replace original functions and that are responsible for both of these tasks. An overloaded function should, for the user, act exactly as the original function.

In addition, to deal with mutating data objects used as inputs/outputs, all data types should have an overloaded counterpart. The overloaded data-types should inherit from both the original data-type and the pyadjoint class OverloadedType. OverloadedType ensures that the data-type has a BlockVariable instance attached, and declares some abstract methods for interaction with pyadjoint API functions that should be implemented by the specific data-types.

The core classes of pyadjoint are thus Tape, Block, BlockVariable and OverloadedType. We will now discuss each class individually, starting with OverloadedType.


The pyadjoint user-API provides several useful functions that act on the tape. For example, the function taylor_test() for verifying implementation, and minimize() in the optimization subpackage for minimizing functionals. To allow these functions to work without any knowledge of the structure of the data-types, some logic is moved into abstract methods of the OverloadedType, and are expected to be implemented for the individual data-types. At pyadjoint API you can see the individual abstract methods. Some methods are more important than others, because some of the abstract methods are only required for specific functions, while for instance OverloadedType._ad_create_checkpoint() and OverloadedType._ad_restore_at_checkpoint() are required for just working with the tape at all.

The OverloadedType class also has a single attribute, block_variable, which holds an instance of BlockVariable. In addition it defines the method OverloadedType.create_block_variable() which sets block_variable attribute to a new BlockVariable instance, and returns it. This is used when adding the data-type as an output to a block. More information on that below.

To ensure that all pyadjoint specific methods are available, all data-type instances exposed to the end-user must be converted to overloaded versions. This is achieved through the create_overloaded_object() function, which combines a dictionary mapping original data-types to overloaded data-types, and the individually implemented OverloadedType._ad_init_object() method.

To populate the dictionary map, one must call register_overloaded_type(). This can conveniently be accomplished by using the function as a decorator when defining the overloaded data-type. In that case, you must use OverloadedType as the first base class, and the original data-type as second base class. Apart from implementing the abstract methods, one must also remember to call the constructor OverloadedType.__init__() in the overloaded data-type constructor.


To track intermediate solutions, pyadjoint employs the class BlockVariable. Storing interm_sol = y does not guarantee that interm_sol remains the same until the end of the program execution if y is a mutable type. Thus, to ensure that the right values are kept, we create copies of the values used as input/output to operations.

Every time an instance of a data-type changes values, it should be assigned a new BlockVariable. Hence, BlockVariable can be thought of as an identifier for a specific version of a specific data-type object.

The BlockVariable class is quite simple. It holds a reference to the OverloadedType instance that created it, a checkpoint, some attributes for storing values in adjoint and tangent linear sweeps, and some flags.

The checkpoint is a copy of the values of the data-type (OverloadedType) instance. It does not have to be an exact copy of the instance. All that is required is that it is possible to restore an instance of the same type with the same values at a later point. This is implemented in the OverloadedType._ad_create_checkpoint() and OverloadedType._ad_restore_at_checkpoint() methods in the OverloadedType class. As an example, if a data-type was a function parameterised by a float, then a checkpont only requires storing this float, and the restoring method can create the same function using the same parameter value.

The attribute tlm_value holds the derivative direction for the forward mode AD sweep. This should be an instance of the same type as the corresponding OverloadedType instance.

The attribute adj_value holds the computed adjoint derivative action (can be thought of as the gradient). The type is in theory up to the block implementations, but to ensure compatibility across different blocks it should be an array-like type, such as a numpy array. Also it must be ensured that the choice of inner product is consistent between blocks. Thus, it is recommended that all blocks employ the \(l^2\) inner product, i.e \((u, v)_{l^2} = u^Tv\) where \(u, v \in \mathbb{R}^n\). If the gradient with some other inner-product is desired, one can use Riesz representation theorem in the OverloadedType._ad_convert_type() method of OverloadedType.

The attribute hessian_value holds the computed hessian vector action. This should have the same type as adj_value.


Before we go into how Blocks are implemented, let us take a look at a basic implementation of an overloaded function. Instead of using overload_function() we manually define the overloaded function in a similar way that the pyadjoint function would automatically do for you.

backend_example_function = example_function
def example_function(*args, **kwargs):
    annotate = annotate_tape(kwargs)
    if annotate:
        tape = get_working_tape()
        b_kwargs = ExampleBlock.pop_kwargs(kwargs)
        block = ExampleBlock(*args, **b_kwargs)

    with stop_annotating():
        output = backend_example_function(*args, **kwargs)
    output = create_overloaded_object(output)

    if annotate:

    return output

Let us go line by line through this. First we store a reference to the original function, then we start defining the overloaded function. Since overloaded functions can take some extra keyword arguments, one should use varying length keyword arguments in the function definition. Then we pass the keyword arguments to the pyadjoint function annotate_tape(). This will try to pop the keyword argument annotate from the keyword arguments dictionary, and return whether annotation is turned on. If annotation is turned on, we must add the operation to the tape. We first fetch the current tape using get_working_tape(), then we pop block-specific keyword arguments and merge them with the actual keyword arguments. These are then used when we instantiate the block, which in our example is ExampleBlock. Then the block instance is added to the tape.

No matter if we annotate or not, we must run the original function. To prevent the inner code of the original function to be annotated, we use the pyadjoint context manager stop_annotating(). After calling the original function, we convert the returned output to OverloadedType. Finally, if we are annotating then we create a new block variable for the output and add it as output of the block.

We now focus on the implementation of the block (ExampleBlock in the case above). The implementation of the constructor of the Block is largely up to the implementing user, as the main requirement is that the overloaded function and the block constructor are on the same page regarding how inputs/outputs are passed and what should be handled in the constructor and what is handled in the overloaded function.

For our example above, the constructor must first call the parent-class constructor, and also add the dependencies (inputs) using the Block.add_dependency() method. This method takes a block variable as input and appends it to a list, and thus it is important that all objects that are to be added to the dependencies should be an overloaded type. Below we show an example of a block constructor.

class ExampleBlock(Block):
    def __init__(self, *args, **kwargs):
    super(ExampleBlock, self).__init__()
    self.kwargs = kwargs
    for arg in args:

Note that not necessarily all arguments need to be dependencies. Only the inputs for which we wish to enable derivatives are strictly needed as dependencies.

Similarly to the dependencies, the output is also a list of block variables. Although it is often not needed, we can obtain the list of dependencies or outputs using the Block.get_dependencies() and Block.get_outputs() methods. It is important to note that the block only stores BlockVariable instances in these lists, and that to get the real values you need to access attributes of the BlockVariable. For example, to restore the checkpoint and get the restored object, use x = block_variable.saved_output.

The core methods of Block that allow for recomputations and derivatives to be computed are Block.recompute(), Block.evaluate_adj(), Block.evaluate_tlm() and Block.evaluate_hessian(). These methods are implemented in the abstract Block class, and by default delegate to the abstract methods *_component() (i.e Block.evaluate_adj_component()).

We first inspect how Block.recompute() works. The core idea is to use dependency checkpoints to compute new outputs and overwrite the output checkpoints with these new values. In the most basic form, the recompute method can be implemented as follows.

def recompute(self, markings=False):
    x = self.get_dependencies()[0].saved_output
    y = backend_example_function(x)
    self.get_outputs()[0].checkpoint = y

Here we have assumed that there is only one real dependency, hence self.get_dependencies() is a list of length one. Similarly we assume that this is the only input needed to the original function, and that the output is given explicitly through the return value of the original function. Lastly, we assume that the block has only one output and thus the length of self.get_outputs() is one.

The optional keyword argument markings is set to True when relevant block variables have been flagged. In that case, the recompute implementation can do optimizations by not recomputing outputs that are not relevant for what the user is interested in.

This unwrapping and working with attributes of BlockVariable instances may seem unnecessarily complicated, but it offers great flexibility. The Block.recompute_component() method tries to impose a more rigid structure, but can be replaced by individual blocks by just overloading the Block.recompute() method directly.

The following is an example of the same implementation with Block.recompute_component()

def recompute_component(self, inputs, block_variable, idx, prepared):
    return backend_example_function(inputs[0])

Here the typically important variables are already sorted for you. inputs is a list of the new input values i.e the same as making a list of the saved_output of all the dependencies. Furthermore, each call to the Block.recompute_compontent() method is only for recomputing a single output, thus alleviating the need for code that optimizes based on block variable flags when markings == True. The block_variable parameter is the block variable of the output to recompute, while the idx is the index of the output in the self.get_outputs() list.

Sometimes you might want to do something once, that is common for all output recomputations. For example, your original function might return all the outputs, or you must prepare the input in a special way. Instead of doing this repeatedly for each call to Block.recompute_component(), one can implement the method Block.prepare_recompute_component(). This method by default returns None, but can return anything. The return value is supplied to the prepared argument of Block.recompute_component(). For each time Block.recompute() is called, Block.prepare_recompute_component() is called once and Block.recompute_component() is called once for each relevant output.

Now we take a look at Block.evaluate_tlm(). This method is used for the forward AD sweep and should compute the Jacobian vector product. More precisely, using the decomposition above, the method should compute

\[\hat{w}_{i + 1} = \frac{\partial g_{i + 1}(w_i)}{\partial w_i} \hat{w}_i\]

where \(\hat{w}_i\) is some derivative direction, and \(g_{i+1}\) is the operation represented by the block. In Block.evaluate_tlm(), \(\hat{w}_i\) has the same type as the function inputs (block dependencies) \(w_{i}\). The following is a sketch of how Block.evaluate_tlm() can be implemented

def evaluate_tlm(self, markings=False):
    x = self.get_dependencies()[0].saved_output
    x_hat = self.get_dependencies()[0].tlm_value

    y_hat = derivative_example_function(x, x_hat)


We have again assumed that the example function only has one input and one output. Furthermore, we assume that we have implemented some derivative function in derivative_example_function(). The last line is the way to propagate the derivative directions forward in the tape. It essentially just adds the value to the tlm_value attribute of the output block variable, so that the next block can fetch it using tlm_value.

As with the recompute method, pyadjoint also offers a default Block.evaluate_tlm() implementation, that delegates to Block.evaluate_tlm_component() for each output. In our case, with only one output, the component method could look like this

def evaluate_tlm_component(self, inputs, tlm_inputs, block_variable, idx, prepared):
    return derivative_example_function(inputs[0], tlm_inputs[0])

The prepared parameter can be populated in the Block.prepare_evaluate_tlm() method.

Block.evaluate_adj() is responsible for computing the adjoint action or vector Jacobian product. Using the notation above, Block.evaluate_adj() should compute the following

\[\bar{w}_{i - 1} = \frac{\partial g_{i}(w_{i-1})}{\partial w_{i-1}}^* \bar{w}_i\]

where the adjoint operator should be defined through the \(l^2\) inner product. Assuming \(g_{i} : \mathbb{R}^n \rightarrow \mathbb{R}^m\), then the adjoint should be defined by

\[(\frac{\partial g_{i}(w_{i-1})}{\partial w_{i-1}} u, v)_{\mathbb{R}^m} = (u, \frac{\partial g_{i}(w_{i-1})}{\partial w_{i-1}}^* v)_{\mathbb{R}^n}\]

for all \(u \in \mathbb{R}^n, v \in \mathbb{R}^m\). Where \((a, b)_{\mathbb{R}^k} = a^Tb\) for all \(a,b \in \mathbb{R}^k, k \in \mathbb{N}\).

Using the same assumptions as earlier the implementation could look similar to this

def evaluate_adj(self, markings=False):
    y_bar = self.get_outputs()[0].adj_value
    x = self.get_dependencies()[0].saved_output

    x_bar = derivative_adj_example_function(x, y_bar)


There is also a default implementation for Block.evaluate_adj(), that calls the method Block.evaluate_adj_component() for each relevant dependency. This method could be implemented as follows

def evaluate_adj_component(self, inputs, adj_inputs, block_variable, idx, prepared):
    return derivative_adj_example_function(inputs[0], adj_inputs[0])

If there is any common computations across dependencies, these can be implemented in Block.prepare_evaluate_adj().


As we have seen, we store the created block instances in a Tape instance. Each Tape instance holds a list of the block instances added to it. There can exists multiple Tape instances, but only one can be the current working tape. The working tape is the tape which is annotated to, i.e in which we will store any block instances created. It is also the tape that is by default interacted with when you run different pyadjoint functions that rely on a tape. The current working tape can be set and retrieved with the functions set_working_tape() and get_working_tape().

Annotation can be temporarily disabled using pause_annotation() and enabled again using continue_annotation(). Note that if you call pause_annotation() twice, then continue_annotation() must be called twice to enable annotation. Due to this, the recommended annotation control functions are stop_annotating and no_annotations(). stop_annotating is a context manager and should be used as follows

with stop_annotating():
    # Code without annotation

no_annotations() is a decorator for disabling annotation within functions or methods. To check if annotation is enabled, use the function annotate_tape().

Apart from storing the block instances, the Tape class offers a few methods for interaction with the computational graph. Tape.visualise() can be used to visualise the computational graph in a graph format. This can be useful for debugging purposes. Tape.optimize() offers a way to remove block instances that are not required for a reduced function. For optimizing the tape based on either a reduced output or input space, use the methods Tape.optimize_for_functionals() and Tape.optimize_for_controls(). Because these optimize methods mutate the tape, it can be useful to use the Tape.copy() method to keep a copy of the original list of block instances. To add block instances to the tape and retrieve the list of block instances, use Tape.add_block() and Tape.get_blocks().

Other Tape methods are primarily used internally and users will rarely access these directly. However, it can be useful to know and use these methods when implementing custom overloaded functions. The tape instance methods that activate the Block.evaluate_adj() and Block.evaluate_tlm() methods are Tape.evaluate_adj(), Tape.evaluate_tlm(). These methods just iterate over all the blocks and call the corresponding evaluate method of the block. Usually some initialization is required, which is why these methods will likely not be called directly by the user. For example, for the backward sweep (Tape.evaluate_adj()) to work, you must initialize your functional adjoint value with the value 1. This is the default behaviour of the compute_gradient() function.

Similarly, to run the Tape.evaluate_tlm() properly, a direction, \(\hat{x}\), must be specified. This can be done as follows

y = example_function(x)
x.block_variable.tlm_value = x_hat
tape = get_working_tape()
dydx = y.block_variable.tlm_value

In a similar way, one can compute the gradient without using compute_gradient()

y = example_function(x)
y.block_variable.adj_value = y_bar
tape = get_working_tape()
grady = x.block_variable.adj_value

Where y_bar could be 1 if y is a float. However, compute_gradient() also performs other convenient operations. For example, it utilizes the markings flag in the Block.evaluate_adj() method. The markings are applied using the context manager Tape.marked_nodes(). In addition, compute_gradient() converts adj_value to overloaded types using the OverloadedType._ad_convert_type() method.