Automatic Differentiation: Theory and Practice

Published 13 Jul 2022 in cs.LG, cs.AI, and math.OC | (2207.06114v1)

Abstract: We present the classical coordinate-free formalism for forward and backward mode ad in the real and complex setting. We show how to formally derive the forward and backward formulae for a number of matrix functions starting from basic principles.

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Mario Lezcano-Casado

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