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Quantitative Finance · Glossary

What is Tape, checkpointing?

Also known as: tape · checkpointing

Definition 28.11 Quantitative Methods · Chapter 28 — Transforms, Interpolation and Algorithmic Differentiation

A tape is the record, made during the forward evaluation, of each elementary operation’s inputs and local partial derivatives. Checkpointing stores only some intermediate states during the forward pass and recomputes the operations between them during the reverse pass, trading computation for memory.

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