Automatically improving accuracy for floating point expressions

Abstract

Scientific and engineering applications depend on floating point arithmetic to approximate real arithmetic. This approximation introduces rounding error, which can accumulate to produce unacceptable results. While the numerical methods literature provides techniques to mitigate rounding error, applying these techniques requires manually rearranging expressions and understanding the finer details of floating point arithmetic. We introduce Herbie, a tool which automatically discovers the rewrites experts perform to improve accuracy. Herbie's heuristic search estimates and localizes rounding error using sampled points (rather than static error analysis), applies a database of rules to generate improvements, takes series expansions, and combines improvements for different input regions. We evaluated Herbie on examples from a classic numerical methods textbook, and found that Herbie was able to improve accuracy on each example, some by up to 60 bits, while imposing a median performance overhead of 40%. Colleagues in machine learning have used Herbie to significantly improve the results of a clustering algorithm, and a mathematical library has accepted two patches generated using Herbie.