For the people wondering what autodiff is, I found the following article a real eye-opener when I came across it (mainly, his paper he links is very accessible:

For the people wondering what autodiff is, I found the following article a real eye-opener when I came across it (mainly, his paper he links is very accessible: http://homepage.mac.com/sigfpe/paper.pdf http://homepage.mac.com/sigfpe/paper.pdf). http://blog.sigfpe.com/2005/07/automatic-differentiation.html http://blog.sigfpe.com/2005/07/automatic-differentiation.htm...