Posts Tagged ‘Scala’

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…