stan-dev / stan-dev/math

Simplifying current reverse mode functions

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code cleanup feature
Dominant language
C++
Stars
839
Forks
220
Avg merge
2d 4h
Merged PRs (30d)
14

Description

Description

This pull introduced a new way to write reverse mode autodiff: https://github.com/stan-dev/math/pull/2011

Because this is simple to use, it should be a good way to program all the upcoming var_value<MatrixXd> implementations.

Given it'll be used there, it would also be cool to convert all the current reverse mode stuff. This should cut a ton of code. This issue is for tracking efforts to convert the current autodiff (and make sure the new stuff is general enough and fast enough).

Current Version:

v3.3.0

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading the new reverse-mode autodiff approach introduced in pull request 2011 and compare it with the current reverse-mode implementations. Determine which existing implementations can use the var_value pattern, then verify that the approach remains general and fast enough across the conversions.

Written by the indexing model from the issue text.

Assessment

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

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