Dynamic Automatic Differentiation in Rust
A pedagogical attempt at auto-differentiation. This is based on the autograd package and other variations of it as well as literature references (eg: The Art of Differentiating Computer Programs, An Introduction to Algorithmic Differentiation – Uwe Naumann).
Work in progress..
Support:
- forward mode
- reverse mode
- a composition thereof for higher-order derivatives.
Todo:
- Extend from scalar to vectors and matrices, possibly use ndarray or similar underneath.
- more ops and tests
- more ergonomics