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Automatic differentiation in machine learning
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2017
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Artificial IntelligenceAlgorithmic DifferentiationMachine LearningEngineeringData MiningAutomatic DifferentiationComputational Learning TheoryAutomated Machine LearningKnowledge DiscoveryDerivative-free OptimizationComputer ScienceDifferential Analysis
Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply auto-diff, is a fa...