Function `gradient` for nested autodiff of user defined functions
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feature
- Dominant language
- OCaml
- Stars
- 160
- Forks
- 59
- Avg merge
- 21h 45m
- Merged PRs (30d)
- 26
Description
Now that embedded Laplace already cleared the way for problems where we'd like higher-order autodiff, it would be nice if we could provide a gradient function that takes a user-defined-function f(T1,...TN) -> real and returned a tuple (val, grad_1, ..., grad_N)
cc @spinkney @SteveBronder
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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 embedded Laplace implementation and the existing autodiff entry points it relies on. Define how a user-defined function f(T1,...,TN) -> real should expose gradient results, then verify that gradient returns the value and one derivative for each argument, including nested autodiff cases.
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Assessment
- Tech stack
- ocaml
- Domain
- compilers
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Active
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100