Often referred to as Algorithmic-Differentiation or AD -- a technique to automatically generate code that evaluates the derivative of a function. AD repeatedly applies the chain rule and classical rules of calculating derivatives. AD usually takes a block of code representing a function and returns a block of code representing that function's derivative.
Questions tagged [automatic-differentiation]
41 questions
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How fast is automatic differentiation?
I asked this question earlier on StackOverflow, but it's obviously better suited for SciComp:
While there seem to be lots of references online which compare automatic differentiation methods and frameworks against each other, I can't seem to find…
gilgamec
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state of automatic differentiation
I've been working with TensorFlow and I'm very impressed with its automatic differentiation capabilities. I'm wondering what the state of the art in automatic differentiation for finite element methods (and other pde solvers) is. Has automatic…
NNN
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Why are dual numbers needed only in forward-mode autodiff?
I'm trying to understand autodiff better, and specifically the connection between autodiff and dual numbers, and why dual numbers are needed in the first place.
The pytorch help pages about autodiff [1][2], for example, does not mention dual numbers…
Maverick Meerkat
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Computing the second derivative using Automatic Differentiation
Does anyone have any resources I could follow that explains how to compute the Nth derivative using both forward and backward autodiff
I understand how to compute the first derivatives
Any assistance would be appreciated thanks
Edit:
Could I compute…
Gideon Ilung
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Automatic differentiation of integral
I would like to compute the integral
$$
\frac{\partial}{\partial{x}} \int_{-1}^1 \int_{-1}^1 F(x,y,\xi, \eta) \; d\xi \; d\eta
$$
or moving the derivative inside the integrals
$$
\int_{-1}^1 \int_{-1}^1 \frac{\partial}{\partial{x}} F(x,y,\xi, \eta)…
Olumide
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Uses for Automatic Differentiation in Investment Banking
I've finally wrapped my head around the advantages and disadvantages of AD/AAD compared to FD and SD, but could someone please explain to me where you'd use AD/AAD in an investment bank/banking generally?
If this question has already been answered,…
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