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Automatic Differentiation in OCaml
- tqwhekjapflskdf 4y agoI don't understand what the fuzz is about all this forward-mode AD stuff. This is the easy part. Hell, you can basically use complex numbers to do all this for you for free (use Cauchy-rule + FD) without changing the rest of your code.
- vore 4y agoCould you elaborate on this?
- tgymnich 4y agoThey might be talking about complex step diff: https://www.hedonisticlearning.com/posts/complex-step-differentiation.html https://www.hedonisticlearning.com/posts/complex-step-differ... tldr: f‘(x0)≈Im(f(x0+hi))/h
- beagle3 4y agoIf that is what they meant, that's not a good idea. Choice of h dictates precision (less bias than doing it purely in the real domain, but still .. a nontrivial choice). And also requires your functions to be analytical - which many aren't. Whereas autodiff is precise .
- sfpotter 4y agohttps://nhigham.com/2020/10/06/what-is-the-complex-step-approximation/ https://nhigham.com/2020/10/06/what-is-the-complex-step-appr...
- yellowcake0 4y agoI know the contribution of the higher order imaginary terms are negligible in the result, but dual numbers are the more appropriate choice in this instance correct? since the higher order terms will vanish.
- amelius 4y agoMeanwhile, there's no good GUI library (binding) for OCaml, which would make the language much more usable for many.
- lapinot 4y agoJust write pure functions, i've got no use to interacting with the world :P