JuliaDiff / JuliaDiff/ReverseDiff.jl

mean BigFloat precision

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bug
Dominant language
Julia
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Merged PRs (30d)
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Description

I observed a loss of precision using ReverseDiff with respect to ForwardDiff on the following simple example:

julia> testprecision()
type precision eps(T)     = 1.7272337110188889250772703725600799142232e-77 

ForwardDiff error         = 0.0000000000000000000000000000000000000000e+00 
ReverseDiff error         = 8.6560832651618551196119417711416155844212e-19

Is it expected?
Thanks!

using Statistics, LinearAlgebra
using ForwardDiff, ReverseDiff, Printf

setprecision(2 ^ 8)

function testprecision(n::Int64 = 1_000, T::DataType = BigFloat)
    x = rand(T, n)
    f(x) = mean(x .^ 3) 
    gf = ForwardDiff.gradient(f, x)
    gr = ReverseDiff.gradient(f, x)
    gth = 3 * x .^ 2 / n 
    @printf "type precision eps(T)     = %4.40e \n\n" eps(T)
    @printf "ForwardDiff error         = %4.40e \n" norm(gf - gth)
    @printf "ReverseDiff error         = %4.40e \n" norm(gr - gth)
    nothing
end

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First steps

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Research direction

No repository file or test is named. Start by running the provided Julia testprecision example with BigFloat, then trace the ForwardDiff.gradient and ReverseDiff.gradient entry points to compare their precision handling; done means determining whether the discrepancy is expected and documenting or correcting the behavior.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
backend
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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