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Gradients via Reverse Accumulation

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. Continue reading Gradients via Reverse Accumulation

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Automatic Differentiation with Scala

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. Continue reading Automatic Differentiation with Scala