3 ms·
This was an interesting comment and I learnt something new, thank you. It does feel a little bit like you are proselytising the good news of the dual number aut
by joe__f 4y ago
This was an interesting comment and I learnt something new, thank you. It does feel a little bit like you are proselytising the good news of the dual number autodiff method though, when you don't respond to questions on potential downsides and only add information about positives.
- ogogmad 4y agoI'm more familiar with using differentiation in optimisation, where autodiff seems like the best method. I'm also aware of the fact that the differentiation operator is discontinuous, which makes me sceptical of finite-differencing methods. I'm not familiar with numerically solving differential equations, but the natural connection between Runge-Kutta and finite differencing seems to be an interesting one.