Lazy automatic differentiation for Python
Project description
grast
Lazy automatic differentiation for Python
Install
Requires python >= 3.10
pip install grast
Usage
Create function R^n -> R
from grast import var
x = var('x')
y = var('y')
z = var('z').freeze() # do not compute derivative
h = x/y + y**x
f = z * h + 3
Get gradient
df = f.grad()
df_dx = df['x']
df_dy = df['y']
Evaluate with specific arguments
args = dict(x=-3, y=5, z=2)
f(args)
df_dx(args)
df_dy(args)
View in symbolic format
print(str(f))
print(str(df_dx))
print(str(df_dy))
References
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F. Krawiec, S. Peyton Jones, N. Krishnaswami, T. Ellis, R. A. Eisenberg, A. Fitzgibbon. 2022. Provably correct, asymptotically efficient, higher-order reverse-mode automatic differentiation. Proc. ACM Program. Lang., 6, POPL (2022), 1–30. https://doi.org/10.1145/3498710
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Jerzy Karczmarczuk. 1998. Functional Differentiation of Computer Programs. In Proceedings of the Third ACM SIGPLAN International Conference on Functional Programming (Baltimore, Maryland, USA) (ICFP ’98). Association for Computing Machinery, New York, NY, USA, 195-203. https://doi.org/10.1145/289423.289442
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