[Caml-list] automatic differentiation

[Caml-list] automatic differentiation

[Nils Becker]

hi,

i was looking for an AD library for ocaml. what i found was this:

http://wmfarr.blogspot.de/2006/10/automatic-differentiation-in-ocaml.html

is this the state of the art of what's available today?

thanks for any pointers!

Re: [Caml-list] automatic differentiation

[Yaron Minsky]

Markus Mottl has something that sounds pretty cool.

http://www.composeconference.org/2016/speakers/

But I have yet to find the code.  Markus, is your new ad package going
to be open sourced at some point?

y

On Wed, Mar 16, 2016 at 6:50 AM, Nils Becker
<nils.becker@bioquant.uni-heidelberg.de> wrote:
> hi,
>
> i was looking for an AD library for ocaml. what i found was this:
>
> http://wmfarr.blogspot.de/2006/10/automatic-differentiation-in-ocaml.html
>
> is this the state of the art of what's available today?
>
> thanks for any pointers!
>
>
> --
> Caml-list mailing list.  Subscription management and archives:
> https://sympa.inria.fr/sympa/arc/caml-list
> Beginner's list: http://groups.yahoo.com/group/ocaml_beginners
> Bug reports: http://caml.inria.fr/bin/caml-bugs

Re: [Caml-list] automatic differentiation

[Markus Mottl]

Hi,

there are no imminent plans to make a release of the code for AD-OCaml
yet.  I'm still working on it, and once it reaches a sufficient level
of maturity, I'll determine what the next step will be, making it open
source being one of the options.

Regards,
Markus

On Wed, Mar 16, 2016 at 9:34 AM, Yaron Minsky <yminsky@janestreet.com> wrote:
> Markus Mottl has something that sounds pretty cool.
>
> http://www.composeconference.org/2016/speakers/
>
> But I have yet to find the code.  Markus, is your new ad package going
> to be open sourced at some point?
>
> y
>
> On Wed, Mar 16, 2016 at 6:50 AM, Nils Becker
> <nils.becker@bioquant.uni-heidelberg.de> wrote:
>> hi,
>>
>> i was looking for an AD library for ocaml. what i found was this:
>>
>> http://wmfarr.blogspot.de/2006/10/automatic-differentiation-in-ocaml.html
>>
>> is this the state of the art of what's available today?
>>
>> thanks for any pointers!
>>
>>
>> --
>> Caml-list mailing list.  Subscription management and archives:
>> https://sympa.inria.fr/sympa/arc/caml-list
>> Beginner's list: http://groups.yahoo.com/group/ocaml_beginners
>> Bug reports: http://caml.inria.fr/bin/caml-bugs



-- 
Markus Mottl        http://www.ocaml.info        markus.mottl@gmail.com

Re: [Caml-list] automatic differentiation

[Nils Becker]

[-- Attachment #1: Type: text/plain, Size: 224 bytes --]

hi yaron and markus,

thanks for the info! i have tried out the code in the old blog post and
for my simple needs it seems to work ok at the moment -- although it is
twice slower than pre-computed explicit derivatives.

n.


[-- Attachment #2: 0xF0A5C638.asc --]
[-- Type: application/pgp-keys, Size: 2635 bytes --]

Re: [Caml-list] automatic differentiation

[Guillaume Hennequin]

> Markus Mottl has something that sounds pretty cool.
> 
> http://www.composeconference.org/2016/speakers/

I agree, it sounds really useful! I gave a shot at AD in OCaml a couple of 
months ago, with inspiration coming from F#'s autodiff by Barak Pearlmutter 
http://diffsharp.github.io/DiffSharp/. I got to a working implementation of 
forward/reverse/forward-on-reverse but I really struggled with the complexity of 
the functorial interface I needed to achieve compositionality -- lack of 
operator overloading somehow makes life difficult here. So really curious to see 
Markus Mottl's solution. Happy to share my code with anyone interested though.

best,
Guillaume