3 ms·
Are you familiar with automatic differentiation?
by adamnemecek 6y ago
Are you familiar with automatic differentiation?
- srean 6y agoI am. Try the integration analogue of it on the fairly simple example i gave. The auto-diff of that is a straightforward.
- adamnemecek 6y agoRight. I'm still working out the autoint thing so no. I can't try it right now.
- judofyr 6y agoThe reason why auto-diff is exact and amazing is because (1) the derivative operation is "decomposable" through the chain rule and (2) we've found the symbolic derivative of the basic functions. There's not a mathematical trick in auto-diff which we recently discovered. It's mainly a reformulation of the properties of the derivative which turns out to be useful for computers. Finding an "auto-integrate method" would probably involve finding a way of calculating the integral in a decomposable way, and that indeed would be amazing, but I don't really see that happening any time soon.