ML | Automatic Differentiation

In mathematics and computer algebra, automatic differentiation (auto-differentiation, autodiff, or AD), also called algorithmic differentiation, computational differentiation, is a set of techniques to evaluate the partial derivative of a function specified by a computer program.

Automatic differentiation exploits the fact that every computer calculation, no matter how complicated, executes a sequence of elementary arithmetic operations (addition, subtraction, multiplication, division, etc.) and elementary functions (exp, log, sin, cos, etc.). By applying the chain rule repeatedly to these operations, partial derivatives of arbitrary order can be computed automatically, accurately to working precision, and using at most a small constant factor of more arithmetic operations than the original program.

  • 計算一個函數導數的方法
  • 自動微分是利用電腦自動化求導的技術

References

  1. What's Automatic Differentiation?
  2. 自动微分
  3. 自动微分
  4. 曲率与自动微分

ML | Automatic Differentiation
https://waipangsze.github.io/2024/10/22/ML-Automatic-Differentiation/
Author
wpsze
Posted on
October 22, 2024
Updated on
March 25, 2025
Licensed under