3 ms·
Technically incorrect! The numerical chain rule uses the method of finite difference, which will accumulate errors as you move through the computation. See the
by sdenton4 3y ago
Technically incorrect! The numerical chain rule uses the method of finite difference, which will accumulate errors as you move through the computation.
See the 'differences from other methods' section: https://en.m.wikipedia.org/wiki/Automatic_differentiation https://en.m.wikipedia.org/wiki/Automatic_differentiation
The point, as the neighborhood comment says, is that the implementation really matters, and is worthy of study. It's fine to say that autodiff is a family of methods for implementing the chain rule, but incorrect to say that it's 'just' the numerical chain rule.
- taminka 3y agoby "numerical" i meant "operating on numbers as opposed to symbolic values", not "using the method of finite differences", apologies for the confusion