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I'm surprised this doesn't implement any sort of automatic differentiation (like dual numbers) - I guess you can use a separate library for that but it's quite

by Leszek 5y ago

I'm surprised this doesn't implement any sort of automatic differentiation (like dual numbers) - I guess you can use a separate library for that but it's quite a nice-to-have for optimization.

qwertz912 5y ago
Any recommendations here for standalone auto diff libraries?
- Leszek 5y ago
  I used the autodiff in Ceres in the past (http://ceres-solver.org/automatic_derivatives.html http://ceres-solver.org/automatic_derivatives.html), but Autodiff (https://autodiff.github.io/ https://autodiff.github.io/) also looks pretty good.
  - qwertz912 5y ago
    thanks.
patrick451 5y ago
It is sort of frustrating that all these c++ numeric libraries build on top of different linear algebra packages. That makes it more challenging not only to integrate an external autodiff tool, but even just to use in your code. Ensmallen appears to build on top of Armadillo. There is autodiff.github.io, but it builds on top of Eigen, as does Ceres and Sophus. Boost has some nice integration routines, but a lot of them only work with boost vectors/matrices. Contrast this with the python ecosystem, where basically everybody uses numpy. That makes it so nice to be able to compose different scientific libraries together. I'm sort curious how python didn't end up with 5 different competing array libraries.