  We present semantic correctness proofs of Automatic Differentiation (AD). We
consider a forward-mode AD method on a higher order language with algebraic
data types, and we characterise it as the unique structure preserving macro
given a choice of derivatives for basic operations. We describe a rich
semantics for differentiable programming, based on diffeological spaces. We
show that it interprets our language, and we phrase what it means for the AD
method to be correct with respect to this semantics. We show that our
characterisation of AD gives rise to an elegant semantic proof of its
correctness based on a gluing construction on diffeological spaces. We explain
how this is, in essence, a logical relations argument. Finally, we sketch how
the analysis extends to other AD methods by considering a continuation-based
method.
