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data
SProduct (a1 :: Product a)singletons-base Data.Semigroup.Singletons No documentation available.
SProduct :: forall a (n :: a) . Sing n -> SProduct ('Product n)singletons-base Data.Semigroup.Singletons No documentation available.
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singletons-base Data.Semigroup.Singletons No documentation available.
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singletons-base Data.Singletons.Base.TH No documentation available.
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singletons-base Prelude.Singletons No documentation available.
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ad Numeric.AD hessianProduct f wv computes the product of the hessian H of a non-scalar-to-scalar function f at w = fst <$> wv with a vector v = snd <$> wv using "Pearlmutter's method" from http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.29.6143, which states:
H v = (d/dr) grad_w (w + r v) | r = 0
Or in other words, we take the directional derivative of the gradient. The gradient is calculated in reverse mode, then the directional derivative is calculated in forward mode. -
ad Numeric.AD hessianProduct' f wv computes both the gradient of a non-scalar-to-scalar f at w = fst <$> wv and the product of the hessian H at w with a vector v = snd <$> wv using "Pearlmutter's method". The outputs are returned wrapped in the same functor.
H v = (d/dr) grad_w (w + r v) | r = 0
Or in other words, we return the gradient and the directional derivative of the gradient. The gradient is calculated in reverse mode, then the directional derivative is calculated in forward mode. -
ad Numeric.AD.Double hessianProduct f wv computes the product of the hessian H of a non-scalar-to-scalar function f at w = fst <$> wv with a vector v = snd <$> wv using "Pearlmutter's method" from http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.29.6143, which states:
H v = (d/dr) grad_w (w + r v) | r = 0
Or in other words, we take the directional derivative of the gradient. The gradient is calculated in reverse mode, then the directional derivative is calculated in forward mode. -
ad Numeric.AD.Double hessianProduct' f wv computes both the gradient of a non-scalar-to-scalar f at w = fst <$> wv and the product of the hessian H at w with a vector v = snd <$> wv using "Pearlmutter's method". The outputs are returned wrapped in the same functor.
H v = (d/dr) grad_w (w + r v) | r = 0
Or in other words, we return the gradient and the directional derivative of the gradient. The gradient is calculated in reverse mode, then the directional derivative is calculated in forward mode. -
ad Numeric.AD.Mode.Forward Compute the product of a vector with the Hessian using forward-on-forward-mode AD.