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There is automatic sparse differentiation available in the R ecosystem. That's what the RTMB & TMB packages do.
by goosedragons 1y ago
There is automatic sparse differentiation available in the R ecosystem. That's what the RTMB & TMB packages do.
- adgjlsfhk1 1y agoThat's really impressive! I can't even imagine implimenting sparsity tracing in a language as dynamic and hard to compile as R.
- goosedragons 1y agoI think they do sparsity tracing and tape construction in C++ behind the scenes. RTMB does some wacky thing abusing complex values to let you write the function code in R and pass that off somehow.