JuliaDiff / JuliaDiff/FiniteDifferences.jl
Positive Semidefinite FDM
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- Dominant language
- Julia
- Stars
- 318
- Forks
- 32
- PR merge metrics
- No merged PRs in 30d
Description
central_fdm will cause problem when one wants the input always being positive semidefinite, e.g the real value logdet function. It cause the gradcheck of logdet in Zygote fails occasionally, any idea how to preserve this property while doing FDM?
Update: I workaround it by doing
gradcheck(x->logdet(x * x'), rand(4, 4))
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the central_fdm implementation and reproducing the intermittent Zygote gradcheck failure for real-valued logdet on positive semidefinite inputs. Compare it with the reported logdet(x * x') workaround; done means determining and documenting or implementing a way for finite-difference perturbations to preserve the required property.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- tooling
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 32/100