patrick-kidger / patrick-kidger/diffrax

Use Kahan summation?

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feature
Dominant language
Python
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Description

At least as an option, this might be a nice thing to have.
Would need to think about the correct way of backpropagating through it + making sure XLA doesn't compile it away.

C.f. also Section VIII.5 of Hairer-Lubich-Wanner, which is the only reference I know of that actually discusses this.

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Research direction

No file, test, or entry point is named; begin by locating the summation logic and its differentiation path. Review Section VIII.5 of Hairer-Lubich-Wanner and determine how an optional Kahan summation mode could preserve correct backpropagation without being compiled away by XLA; done requires an agreed design and tests for both behaviors.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning, performance
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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