First impressions with DiffSharp, an F# autodiff library

added by Paul Wheeler
2/23/2015 2:12:27 PM

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A few weeks ago, I came across DiffSharp, an automatic differentiation library in F#. As someone whose calculus skills have always been rather mediocre (thanks Wolfram Alpha!), but who needs to deal with gradients and the like on a regular basis because they are quite useful in machine learning and numerical methods, the project looked pretty interesting: who wouldn’t want exact and efficient calculations of derivatives?


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