Automatic Differentiation is no Panacea for Phylogenetic Gradient Computation

Author:

Fourment Mathieu1ORCID,Swanepoel Christiaan J23,Galloway Jared G4,Ji Xiang5,Gangavarapu Karthik6,Suchard Marc A678ORCID,Matsen IV Frederick A491011ORCID

Affiliation:

1. Australian Institute for Microbiology and Infection, University of Technology Sydney , Ultimo, NSW , Australia

2. Centre for Computational Evolution, The University of Auckland , Auckland , New Zealand

3. School of Computer Science, The University of Auckland , Auckland , New Zealand

4. Public Health Sciences Division, Fred Hutchinson Cancer Research Center , Seattle, Washington , USA

5. Department of Mathematics, Tulane University , New Orleans, Louisiana , USA

6. Department of Human Genetics, University of California , Los Angeles, California , USA

7. Department of Computational Medicine, University of California , Los Angeles, California , USA

8. Department of Biostatistics, University of California , Los Angeles, California , USA

9. Department of Statistics, University of Washington , Seattle, Washington , USA

10. Department of Genome Sciences, University of Washington , Seattle, Washington , USA

11. Howard Hughes Medical Institute, Fred Hutchinson Cancer Research Center , Seattle, Washington , USA

Abstract

Abstract Gradients of probabilistic model likelihoods with respect to their parameters are essential for modern computational statistics and machine learning. These calculations are readily available for arbitrary models via “automatic differentiation” implemented in general-purpose machine-learning libraries such as TensorFlow and PyTorch. Although these libraries are highly optimized, it is not clear if their general-purpose nature will limit their algorithmic complexity or implementation speed for the phylogenetic case compared to phylogenetics-specific code. In this paper, we compare six gradient implementations of the phylogenetic likelihood functions, in isolation and also as part of a variational inference procedure. We find that although automatic differentiation can scale approximately linearly in tree size, it is much slower than the carefully implemented gradient calculation for tree likelihood and ratio transformation operations. We conclude that a mixed approach combining phylogenetic libraries with machine learning libraries will provide the optimal combination of speed and model flexibility moving forward.

Publisher

Oxford University Press (OUP)

Subject

Genetics,Ecology, Evolution, Behavior and Systematics

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