Is your feature request related to a problem? Please describe.
Not related to a problem.
Describe the solution you'd like
Add internal functions in delicatessen.utilities for computing the derivatives. Ideally, I would support both the central difference method (approximations) and forward mode automatic differentiation (exact).
Describe alternatives you've considered
Right now, we rely on scipyapprox_fprime to compute the derivatives. This is fine but it restricted the versions I supported in the v1 release. In the future, I would like to avoid having to update based on functionalities of other libraries. I want to use the minimal amount of outside functionalities. Right now, the derivative piece is the main part.
The automatic differentation would be a nice feature as it gives the exact derivatives rather than an approximation.
Additional context
I have working implementations of central difference and automatic differentiation written. I need to verify them further and ensure they work as intended. Plan would be to add at v2 release.
Is your feature request related to a problem? Please describe. Not related to a problem.
Describe the solution you'd like Add internal functions in
delicatessen.utilities
for computing the derivatives. Ideally, I would support both the central difference method (approximations) and forward mode automatic differentiation (exact).Describe alternatives you've considered Right now, we rely on
scipy
approx_fprime
to compute the derivatives. This is fine but it restricted the versions I supported in the v1 release. In the future, I would like to avoid having to update based on functionalities of other libraries. I want to use the minimal amount of outside functionalities. Right now, the derivative piece is the main part.The automatic differentation would be a nice feature as it gives the exact derivatives rather than an approximation.
Additional context I have working implementations of central difference and automatic differentiation written. I need to verify them further and ensure they work as intended. Plan would be to add at v2 release.