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ekmett / ad

Automatic Differentiation
http://hackage.haskell.org/package/ad
BSD 3-Clause "New" or "Revised" License
372 stars 73 forks source link

Matrix algebra support? #70

Open jluttine opened 6 years ago

jluttine commented 6 years ago

Does this package support matrix algebra operations? For instance, does this support HMatrix, Repa or Accelerate or some other way of getting gradients for functions involving matrices? I'm looking for a Haskell alternative for Python autograd package.

cartazio commented 4 years ago

its definitely a gap that needs to be fixed :)

cartazio commented 4 years ago

see also issue #77

ekmett commented 3 years ago

this is very high on my wishlist

dschrempf commented 3 years ago

Hi! Has there been any progress with this? I am able to differentiate boxed vectors, but fail to do so for storable or unboxed types. Is there a way to provide reverse mode ad for these types? I am not too familiar with ad, and I think that the Reverse data type is not of fixed size (e.g., a tree), but maybe I am missing something! Thank you for your help!