Thursday, June 10, 2021

Automatic differentiation and Google

(The URL seems to have a confusing name: it is about automatic differentiation).

Not sure I am understanding the implications of this. I know many users of optimization libraries use finite differences (probably without even knowing it). This is almost always a bad idea: you lose half of the precision in the gradient (solvers typically assume exact gradients) and at the same time, this needs many extra function evaluations. 

Original paper:

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