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

# Tag Archives: Conjugate Gradient

# 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