Posts Tagged ‘Automatic Differentiation’

Gradients via Reverse Accumulation

July 14th, 2010 Comments off

We extend the ideas of from Automatic Differentiation with Scala to include the reverse accumulation. Reverse accumulation is a non-obvious improvement to automatic differentiation that can in many cases vastly speed up calculations of gradients. Read more…

Automatic Differentiation with Scala

June 14th, 2010 5 comments

This article is a worked-out exercise in applying the Scala type system to solve a small scale optimization problem. For this article we supply complete Scala source code (under a GPLv3 license) and some design discussion. Read more…