LogDensityProblemsAD.jl

AD backends for LogDensityProblems.jl.
Author tpapp
Popularity
3 Stars
Updated Last
1 Year Ago
Started In
November 2022

LogDensityProblemsAD.jl

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Automatic differentiation backends for LogDensityProblems.jl.

The only exposed function is ADgradient. Example:

using LogDensityProblemsAD, ForwardDiff
∇ℓ = ADgradient(:ForwardDiff, ℓ) # assumes ℓ implements the LogDensityProblems interface

Currently, the following backends are supported:

backend notes
ForwardDiff.jl robust, but not ideal for ℝⁿ→ℝ functions
ReverseDiff.jl
Zygote.jl
Enzyme.jl experimental
Tracker.jl not heavily maintained, you may prefer Zygote