Differentiation for a limit of an integral
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- Dominant language
- Julia
- Stars
- 245
- Forks
- 36
- Avg merge
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- Merged PRs (30d)
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Description
I have a function with an integral, where the variable is the upper limit of the intgral. Using different integration methods and different automatic differentiation methods for differentiation for the upper limit leads to a StackOverflowError. If I understand the error messages right, the problem is in the different integration methods and the dual-type.
I tried to define with DiffRules.jl a rule for this case (which is simply the integrand at the upper limit), but I still got the error message. Because of the simple rule for this case, it would not be necessary to use the integration method itself and problems with the dual-type could be avoided.
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Research direction
Start by reproducing the StackOverflowError with the integration methods and automatic differentiation approaches described in the issue. Inspect the DiffRules.jl rule and dual-type handling; done means differentiating an integral whose upper limit is the variable returns the integrand at that limit without recursion or an error.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100