Copyright	(c) Edward Kmett 2010-2021
License	BSD3
Maintainer	ekmett@gmail.com
Stability	experimental
Portability	GHC only
Safe Haskell	Safe-Inferred
Language	Haskell2010

Numeric.AD.Double

Contents

AD modes
Gradients (Reverse Mode)
Higher Order Gradients (Sparse-on-Reverse)
Variadic Gradients (Sparse or Kahn)
Jacobians (Sparse or Reverse)
Higher Order Jacobian (Sparse-on-Reverse)
Transposed Jacobians (Forward Mode)
Hessian (Sparse-On-Reverse)
Hessian Tensors (Sparse or Sparse-On-Reverse)
Hessian Tensors (Sparse)
Hessian Vector Products (Forward-On-Reverse)
Derivatives (Forward Mode)
Derivatives (Tower)
Directional Derivatives (Forward Mode)
Directional Derivatives (Tower)
Taylor Series (Tower)
Maclaurin Series (Tower)
Gradient Descent
Working with towers

Description

Mixed-Mode Automatic Differentiation, specialized to doubles.

Each combinator exported from this module chooses an appropriate AD mode. The following basic operations are supported, modified as appropriate by the suffixes below:

grad computes the gradient (partial derivatives) of a function at a point
jacobian computes the Jacobian matrix of a function at a point
diff computes the derivative of a function at a point
du computes a directional derivative of a function at a point
hessian compute the Hessian matrix (matrix of second partial derivatives) of a function at a point

The suffixes have the following meanings:

' -- also return the answer
With lets the user supply a function to blend the input with the output
F is a version of the base function lifted to return a Traversable (or Functor) result
s means the function returns all higher derivatives in a list or f-branching Stream
T means the result is transposed with respect to the traditional formulation.
0 means that the resulting derivative list is padded with 0s at the end.

Synopsis

data AD s a
class (Num t, Num (Scalar t)) => Mode t where
- auto :: Scalar t -> t
type family Scalar t
grad :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> f Double
grad' :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> (Double, f Double)
gradWith :: Traversable f => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> f b
gradWith' :: Traversable f => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> (Double, f b)
grads :: Traversable f => (forall s. f (AD s SparseDouble) -> AD s SparseDouble) -> f Double -> Cofree f Double
class Grad i o o' | i -> o o', o -> i o', o' -> i o
vgrad :: Grad i o o' => i -> o
vgrad' :: Grad i o o' => i -> o'
class Grads i o | i -> o, o -> i
vgrads :: Grads i o => i -> o
jacobian :: (Traversable f, Functor g) => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (f Double)
jacobian' :: (Traversable f, Functor g) => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (Double, f Double)
jacobianWith :: (Traversable f, Functor g) => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (f b)
jacobianWith' :: (Traversable f, Functor g) => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (Double, f b)
jacobians :: (Traversable f, Functor g) => (forall s. f (AD s SparseDouble) -> g (AD s SparseDouble)) -> f Double -> g (Cofree f Double)
jacobianT :: (Traversable f, Functor g) => (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f Double -> f (g Double)
jacobianWithT :: (Traversable f, Functor g) => (Double -> Double -> b) -> (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f Double -> f (g b)
hessian :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s SparseDouble)) -> On (Reverse s SparseDouble)) -> f Double -> f (f Double)
hessian' :: Traversable f => (forall s. f (AD s SparseDouble) -> AD s SparseDouble) -> f Double -> (Double, f (Double, f Double))
hessianF :: (Traversable f, Functor g) => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s SparseDouble)) -> g (On (Reverse s SparseDouble))) -> f Double -> g (f (f Double))
hessianF' :: (Traversable f, Functor g) => (forall s. f (AD s SparseDouble) -> g (AD s SparseDouble)) -> f Double -> g (Double, f (Double, f Double))
hessianProduct :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s ForwardDouble)) -> On (Reverse s ForwardDouble)) -> f (Double, Double) -> f Double
hessianProduct' :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s ForwardDouble)) -> On (Reverse s ForwardDouble)) -> f (Double, Double) -> f (Double, Double)
diff :: (forall s. AD s ForwardDouble -> AD s ForwardDouble) -> Double -> Double
diffF :: Functor f => (forall s. AD s ForwardDouble -> f (AD s ForwardDouble)) -> Double -> f Double
diff' :: (forall s. AD s ForwardDouble -> AD s ForwardDouble) -> Double -> (Double, Double)
diffF' :: Functor f => (forall s. AD s ForwardDouble -> f (AD s ForwardDouble)) -> Double -> f (Double, Double)
diffs :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double]
diffsF :: Functor f => (forall s. AD s TowerDouble -> f (AD s TowerDouble)) -> Double -> f [Double]
diffs0 :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double]
diffs0F :: Functor f => (forall s. AD s TowerDouble -> f (AD s TowerDouble)) -> Double -> f [Double]
du :: Functor f => (forall s. f (AD s ForwardDouble) -> AD s ForwardDouble) -> f (Double, Double) -> Double
du' :: Functor f => (forall s. f (AD s ForwardDouble) -> AD s ForwardDouble) -> f (Double, Double) -> (Double, Double)
duF :: (Functor f, Functor g) => (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f (Double, Double) -> g Double
duF' :: (Functor f, Functor g) => (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f (Double, Double) -> g (Double, Double)
dus :: Functor f => (forall s. f (AD s TowerDouble) -> AD s TowerDouble) -> f [Double] -> [Double]
dus0 :: Functor f => (forall s. f (AD s TowerDouble) -> AD s TowerDouble) -> f [Double] -> [Double]
dusF :: (Functor f, Functor g) => (forall s. f (AD s TowerDouble) -> g (AD s TowerDouble)) -> f [Double] -> g [Double]
dus0F :: (Functor f, Functor g) => (forall s. f (AD s TowerDouble) -> g (AD s TowerDouble)) -> f [Double] -> g [Double]
taylor :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> Double -> [Double]
taylor0 :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> Double -> [Double]
maclaurin :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double]
maclaurin0 :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double]
conjugateGradientDescent :: Traversable f => (forall s. Chosen s => f (Or s (On (Forward ForwardDouble)) KahnDouble) -> Or s (On (Forward ForwardDouble)) KahnDouble) -> f Double -> [f Double]
conjugateGradientAscent :: Traversable f => (forall s. Chosen s => f (Or s (On (Forward ForwardDouble)) KahnDouble) -> Or s (On (Forward ForwardDouble)) KahnDouble) -> f Double -> [f Double]
data Jet f a = a :- (Jet f (f a))
headJet :: Jet f a -> a
tailJet :: Jet f a -> Jet f (f a)
jet :: Functor f => Cofree f a -> Jet f a

Documentation

data AD s a Source #

Instances

Instances details

Mode a => Mode (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Associated Types type Scalar (AD s a) Source # Methods isKnownConstant :: AD s a -> Bool Source # asKnownConstant :: AD s a -> Maybe (Scalar (AD s a)) Source # isKnownZero :: AD s a -> Bool Source # auto :: Scalar (AD s a) -> AD s a Source # (^) :: Scalar (AD s a) -> AD s a -> AD s a Source # (^) :: AD s a -> Scalar (AD s a) -> AD s a Source # (^/) :: AD s a -> Scalar (AD s a) -> AD s a Source # zero :: AD s a Source #
Bounded a => Bounded (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods minBound :: AD s a # maxBound :: AD s a #
Enum a => Enum (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods succ :: AD s a -> AD s a # pred :: AD s a -> AD s a # toEnum :: Int -> AD s a # fromEnum :: AD s a -> Int # enumFrom :: AD s a -> [AD s a] # enumFromThen :: AD s a -> AD s a -> [AD s a] # enumFromTo :: AD s a -> AD s a -> [AD s a] # enumFromThenTo :: AD s a -> AD s a -> AD s a -> [AD s a] #
Floating a => Floating (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods pi :: AD s a # exp :: AD s a -> AD s a # log :: AD s a -> AD s a # sqrt :: AD s a -> AD s a # (**) :: AD s a -> AD s a -> AD s a # logBase :: AD s a -> AD s a -> AD s a # sin :: AD s a -> AD s a # cos :: AD s a -> AD s a # tan :: AD s a -> AD s a # asin :: AD s a -> AD s a # acos :: AD s a -> AD s a # atan :: AD s a -> AD s a # sinh :: AD s a -> AD s a # cosh :: AD s a -> AD s a # tanh :: AD s a -> AD s a # asinh :: AD s a -> AD s a # acosh :: AD s a -> AD s a # atanh :: AD s a -> AD s a # log1p :: AD s a -> AD s a # expm1 :: AD s a -> AD s a # log1pexp :: AD s a -> AD s a # log1mexp :: AD s a -> AD s a #
RealFloat a => RealFloat (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods floatRadix :: AD s a -> Integer # floatDigits :: AD s a -> Int # floatRange :: AD s a -> (Int, Int) # decodeFloat :: AD s a -> (Integer, Int) # encodeFloat :: Integer -> Int -> AD s a # exponent :: AD s a -> Int # significand :: AD s a -> AD s a # scaleFloat :: Int -> AD s a -> AD s a # isNaN :: AD s a -> Bool # isInfinite :: AD s a -> Bool # isDenormalized :: AD s a -> Bool # isNegativeZero :: AD s a -> Bool # isIEEE :: AD s a -> Bool # atan2 :: AD s a -> AD s a -> AD s a #
Num a => Num (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods (+) :: AD s a -> AD s a -> AD s a # (-) :: AD s a -> AD s a -> AD s a # (*) :: AD s a -> AD s a -> AD s a # negate :: AD s a -> AD s a # abs :: AD s a -> AD s a # signum :: AD s a -> AD s a # fromInteger :: Integer -> AD s a #
Read a => Read (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods readsPrec :: Int -> ReadS (AD s a) # readList :: ReadS [AD s a] # readPrec :: ReadPrec (AD s a) # readListPrec :: ReadPrec [AD s a] #
Fractional a => Fractional (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods (/) :: AD s a -> AD s a -> AD s a # recip :: AD s a -> AD s a # fromRational :: Rational -> AD s a #
Real a => Real (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods toRational :: AD s a -> Rational #
RealFrac a => RealFrac (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods properFraction :: Integral b => AD s a -> (b, AD s a) # truncate :: Integral b => AD s a -> b # round :: Integral b => AD s a -> b # ceiling :: Integral b => AD s a -> b # floor :: Integral b => AD s a -> b #
Show a => Show (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods showsPrec :: Int -> AD s a -> ShowS # show :: AD s a -> String # showList :: [AD s a] -> ShowS #
Erf a => Erf (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods erf :: AD s a -> AD s a # erfc :: AD s a -> AD s a # erfcx :: AD s a -> AD s a # normcdf :: AD s a -> AD s a #
InvErf a => InvErf (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods inverf :: AD s a -> AD s a # inverfc :: AD s a -> AD s a # invnormcdf :: AD s a -> AD s a #
Eq a => Eq (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods (==) :: AD s a -> AD s a -> Bool # (/=) :: AD s a -> AD s a -> Bool #
Ord a => Ord (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Methods compare :: AD s a -> AD s a -> Ordering # (<) :: AD s a -> AD s a -> Bool # (<=) :: AD s a -> AD s a -> Bool # (>) :: AD s a -> AD s a -> Bool # (>=) :: AD s a -> AD s a -> Bool # max :: AD s a -> AD s a -> AD s a # min :: AD s a -> AD s a -> AD s a #
type Scalar (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type type Scalar (AD s a) = Scalar a

AD modes

class (Num t, Num (Scalar t)) => Mode t where Source #

Minimal complete definition

Nothing

Methods

auto :: Scalar t -> t Source #

Embed a constant

default auto :: Scalar t ~ t => Scalar t -> t Source #

Instances

Instances details

Mode ForwardDouble Source #
Instance details Defined in Numeric.AD.Internal.Forward.Double Associated Types type Scalar ForwardDouble Source # Methods isKnownConstant :: ForwardDouble -> Bool Source # asKnownConstant :: ForwardDouble -> Maybe (Scalar ForwardDouble) Source # isKnownZero :: ForwardDouble -> Bool Source # auto :: Scalar ForwardDouble -> ForwardDouble Source # (^) :: Scalar ForwardDouble -> ForwardDouble -> ForwardDouble Source # (^) :: ForwardDouble -> Scalar ForwardDouble -> ForwardDouble Source # (^/) :: ForwardDouble -> Scalar ForwardDouble -> ForwardDouble Source # zero :: ForwardDouble Source #
Mode KahnDouble Source #
Instance details Defined in Numeric.AD.Internal.Kahn.Double Associated Types type Scalar KahnDouble Source # Methods isKnownConstant :: KahnDouble -> Bool Source # asKnownConstant :: KahnDouble -> Maybe (Scalar KahnDouble) Source # isKnownZero :: KahnDouble -> Bool Source # auto :: Scalar KahnDouble -> KahnDouble Source # (^) :: Scalar KahnDouble -> KahnDouble -> KahnDouble Source # (^) :: KahnDouble -> Scalar KahnDouble -> KahnDouble Source # (^/) :: KahnDouble -> Scalar KahnDouble -> KahnDouble Source # zero :: KahnDouble Source #
Mode KahnFloat Source #
Instance details Defined in Numeric.AD.Internal.Kahn.Float Associated Types type Scalar KahnFloat Source # Methods isKnownConstant :: KahnFloat -> Bool Source # asKnownConstant :: KahnFloat -> Maybe (Scalar KahnFloat) Source # isKnownZero :: KahnFloat -> Bool Source # auto :: Scalar KahnFloat -> KahnFloat Source # (^) :: Scalar KahnFloat -> KahnFloat -> KahnFloat Source # (^) :: KahnFloat -> Scalar KahnFloat -> KahnFloat Source # (^/) :: KahnFloat -> Scalar KahnFloat -> KahnFloat Source # zero :: KahnFloat Source #
Mode SparseDouble Source #
Instance details Defined in Numeric.AD.Internal.Sparse.Double Associated Types type Scalar SparseDouble Source # Methods isKnownConstant :: SparseDouble -> Bool Source # asKnownConstant :: SparseDouble -> Maybe (Scalar SparseDouble) Source # isKnownZero :: SparseDouble -> Bool Source # auto :: Scalar SparseDouble -> SparseDouble Source # (^) :: Scalar SparseDouble -> SparseDouble -> SparseDouble Source # (^) :: SparseDouble -> Scalar SparseDouble -> SparseDouble Source # (^/) :: SparseDouble -> Scalar SparseDouble -> SparseDouble Source # zero :: SparseDouble Source #
Mode TowerDouble Source #
Instance details Defined in Numeric.AD.Internal.Tower.Double Associated Types type Scalar TowerDouble Source # Methods isKnownConstant :: TowerDouble -> Bool Source # asKnownConstant :: TowerDouble -> Maybe (Scalar TowerDouble) Source # isKnownZero :: TowerDouble -> Bool Source # auto :: Scalar TowerDouble -> TowerDouble Source # (^) :: Scalar TowerDouble -> TowerDouble -> TowerDouble Source # (^) :: TowerDouble -> Scalar TowerDouble -> TowerDouble Source # (^/) :: TowerDouble -> Scalar TowerDouble -> TowerDouble Source # zero :: TowerDouble Source #
Mode Int16 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Int16 Source # Methods isKnownConstant :: Int16 -> Bool Source # asKnownConstant :: Int16 -> Maybe (Scalar Int16) Source # isKnownZero :: Int16 -> Bool Source # auto :: Scalar Int16 -> Int16 Source # (^) :: Scalar Int16 -> Int16 -> Int16 Source # (^) :: Int16 -> Scalar Int16 -> Int16 Source # (^/) :: Int16 -> Scalar Int16 -> Int16 Source # zero :: Int16 Source #
Mode Int32 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Int32 Source # Methods isKnownConstant :: Int32 -> Bool Source # asKnownConstant :: Int32 -> Maybe (Scalar Int32) Source # isKnownZero :: Int32 -> Bool Source # auto :: Scalar Int32 -> Int32 Source # (^) :: Scalar Int32 -> Int32 -> Int32 Source # (^) :: Int32 -> Scalar Int32 -> Int32 Source # (^/) :: Int32 -> Scalar Int32 -> Int32 Source # zero :: Int32 Source #
Mode Int64 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Int64 Source # Methods isKnownConstant :: Int64 -> Bool Source # asKnownConstant :: Int64 -> Maybe (Scalar Int64) Source # isKnownZero :: Int64 -> Bool Source # auto :: Scalar Int64 -> Int64 Source # (^) :: Scalar Int64 -> Int64 -> Int64 Source # (^) :: Int64 -> Scalar Int64 -> Int64 Source # (^/) :: Int64 -> Scalar Int64 -> Int64 Source # zero :: Int64 Source #
Mode Int8 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Int8 Source # Methods isKnownConstant :: Int8 -> Bool Source # asKnownConstant :: Int8 -> Maybe (Scalar Int8) Source # isKnownZero :: Int8 -> Bool Source # auto :: Scalar Int8 -> Int8 Source # (^) :: Scalar Int8 -> Int8 -> Int8 Source # (^) :: Int8 -> Scalar Int8 -> Int8 Source # (^/) :: Int8 -> Scalar Int8 -> Int8 Source # zero :: Int8 Source #
Mode Word16 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Word16 Source # Methods isKnownConstant :: Word16 -> Bool Source # asKnownConstant :: Word16 -> Maybe (Scalar Word16) Source # isKnownZero :: Word16 -> Bool Source # auto :: Scalar Word16 -> Word16 Source # (^) :: Scalar Word16 -> Word16 -> Word16 Source # (^) :: Word16 -> Scalar Word16 -> Word16 Source # (^/) :: Word16 -> Scalar Word16 -> Word16 Source # zero :: Word16 Source #
Mode Word32 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Word32 Source # Methods isKnownConstant :: Word32 -> Bool Source # asKnownConstant :: Word32 -> Maybe (Scalar Word32) Source # isKnownZero :: Word32 -> Bool Source # auto :: Scalar Word32 -> Word32 Source # (^) :: Scalar Word32 -> Word32 -> Word32 Source # (^) :: Word32 -> Scalar Word32 -> Word32 Source # (^/) :: Word32 -> Scalar Word32 -> Word32 Source # zero :: Word32 Source #
Mode Word64 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Word64 Source # Methods isKnownConstant :: Word64 -> Bool Source # asKnownConstant :: Word64 -> Maybe (Scalar Word64) Source # isKnownZero :: Word64 -> Bool Source # auto :: Scalar Word64 -> Word64 Source # (^) :: Scalar Word64 -> Word64 -> Word64 Source # (^) :: Word64 -> Scalar Word64 -> Word64 Source # (^/) :: Word64 -> Scalar Word64 -> Word64 Source # zero :: Word64 Source #
Mode Word8 Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Word8 Source # Methods isKnownConstant :: Word8 -> Bool Source # asKnownConstant :: Word8 -> Maybe (Scalar Word8) Source # isKnownZero :: Word8 -> Bool Source # auto :: Scalar Word8 -> Word8 Source # (^) :: Scalar Word8 -> Word8 -> Word8 Source # (^) :: Word8 -> Scalar Word8 -> Word8 Source # (^/) :: Word8 -> Scalar Word8 -> Word8 Source # zero :: Word8 Source #
Mode Integer Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Integer Source # Methods isKnownConstant :: Integer -> Bool Source # asKnownConstant :: Integer -> Maybe (Scalar Integer) Source # isKnownZero :: Integer -> Bool Source # auto :: Scalar Integer -> Integer Source # (^) :: Scalar Integer -> Integer -> Integer Source # (^) :: Integer -> Scalar Integer -> Integer Source # (^/) :: Integer -> Scalar Integer -> Integer Source # zero :: Integer Source #
Mode Natural Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Natural Source # Methods isKnownConstant :: Natural -> Bool Source # asKnownConstant :: Natural -> Maybe (Scalar Natural) Source # isKnownZero :: Natural -> Bool Source # auto :: Scalar Natural -> Natural Source # (^) :: Scalar Natural -> Natural -> Natural Source # (^) :: Natural -> Scalar Natural -> Natural Source # (^/) :: Natural -> Scalar Natural -> Natural Source # zero :: Natural Source #
Mode Double Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Double Source # Methods isKnownConstant :: Double -> Bool Source # asKnownConstant :: Double -> Maybe (Scalar Double) Source # isKnownZero :: Double -> Bool Source # auto :: Scalar Double -> Double Source # (^) :: Scalar Double -> Double -> Double Source # (^) :: Double -> Scalar Double -> Double Source # (^/) :: Double -> Scalar Double -> Double Source # zero :: Double Source #
Mode Float Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Float Source # Methods isKnownConstant :: Float -> Bool Source # asKnownConstant :: Float -> Maybe (Scalar Float) Source # isKnownZero :: Float -> Bool Source # auto :: Scalar Float -> Float Source # (^) :: Scalar Float -> Float -> Float Source # (^) :: Float -> Scalar Float -> Float Source # (^/) :: Float -> Scalar Float -> Float Source # zero :: Float Source #
Mode Int Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Int Source # Methods isKnownConstant :: Int -> Bool Source # asKnownConstant :: Int -> Maybe (Scalar Int) Source # isKnownZero :: Int -> Bool Source # auto :: Scalar Int -> Int Source # (^) :: Scalar Int -> Int -> Int Source # (^) :: Int -> Scalar Int -> Int Source # (^/) :: Int -> Scalar Int -> Int Source # zero :: Int Source #
Mode Word Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar Word Source # Methods isKnownConstant :: Word -> Bool Source # asKnownConstant :: Word -> Maybe (Scalar Word) Source # isKnownZero :: Word -> Bool Source # auto :: Scalar Word -> Word Source # (^) :: Scalar Word -> Word -> Word Source # (^) :: Word -> Scalar Word -> Word Source # (^/) :: Word -> Scalar Word -> Word Source # zero :: Word Source #
Num a => Mode (Forward a) Source #
Instance details Defined in Numeric.AD.Internal.Forward Associated Types type Scalar (Forward a) Source # Methods isKnownConstant :: Forward a -> Bool Source # asKnownConstant :: Forward a -> Maybe (Scalar (Forward a)) Source # isKnownZero :: Forward a -> Bool Source # auto :: Scalar (Forward a) -> Forward a Source # (^) :: Scalar (Forward a) -> Forward a -> Forward a Source # (^) :: Forward a -> Scalar (Forward a) -> Forward a Source # (^/) :: Forward a -> Scalar (Forward a) -> Forward a Source # zero :: Forward a Source #
Num a => Mode (Id a) Source #
Instance details Defined in Numeric.AD.Internal.Identity Associated Types type Scalar (Id a) Source # Methods isKnownConstant :: Id a -> Bool Source # asKnownConstant :: Id a -> Maybe (Scalar (Id a)) Source # isKnownZero :: Id a -> Bool Source # auto :: Scalar (Id a) -> Id a Source # (^) :: Scalar (Id a) -> Id a -> Id a Source # (^) :: Id a -> Scalar (Id a) -> Id a Source # (^/) :: Id a -> Scalar (Id a) -> Id a Source # zero :: Id a Source #
Num a => Mode (Kahn a) Source #
Instance details Defined in Numeric.AD.Internal.Kahn Associated Types type Scalar (Kahn a) Source # Methods isKnownConstant :: Kahn a -> Bool Source # asKnownConstant :: Kahn a -> Maybe (Scalar (Kahn a)) Source # isKnownZero :: Kahn a -> Bool Source # auto :: Scalar (Kahn a) -> Kahn a Source # (^) :: Scalar (Kahn a) -> Kahn a -> Kahn a Source # (^) :: Kahn a -> Scalar (Kahn a) -> Kahn a Source # (^/) :: Kahn a -> Scalar (Kahn a) -> Kahn a Source # zero :: Kahn a Source #
(Mode t, Mode (Scalar t), Num (Scalar (Scalar t))) => Mode (On t) Source #
Instance details Defined in Numeric.AD.Internal.On Associated Types type Scalar (On t) Source # Methods isKnownConstant :: On t -> Bool Source # asKnownConstant :: On t -> Maybe (Scalar (On t)) Source # isKnownZero :: On t -> Bool Source # auto :: Scalar (On t) -> On t Source # (^) :: Scalar (On t) -> On t -> On t Source # (^) :: On t -> Scalar (On t) -> On t Source # (^/) :: On t -> Scalar (On t) -> On t Source # zero :: On t Source #
Reifies s Tape => Mode (ReverseDouble s) Source #
Instance details Defined in Numeric.AD.Internal.Reverse.Double Associated Types type Scalar (ReverseDouble s) Source # Methods isKnownConstant :: ReverseDouble s -> Bool Source # asKnownConstant :: ReverseDouble s -> Maybe (Scalar (ReverseDouble s)) Source # isKnownZero :: ReverseDouble s -> Bool Source # auto :: Scalar (ReverseDouble s) -> ReverseDouble s Source # (^) :: Scalar (ReverseDouble s) -> ReverseDouble s -> ReverseDouble s Source # (^) :: ReverseDouble s -> Scalar (ReverseDouble s) -> ReverseDouble s Source # (^/) :: ReverseDouble s -> Scalar (ReverseDouble s) -> ReverseDouble s Source # zero :: ReverseDouble s Source #
Num a => Mode (Sparse a) Source #
Instance details Defined in Numeric.AD.Internal.Sparse Associated Types type Scalar (Sparse a) Source # Methods isKnownConstant :: Sparse a -> Bool Source # asKnownConstant :: Sparse a -> Maybe (Scalar (Sparse a)) Source # isKnownZero :: Sparse a -> Bool Source # auto :: Scalar (Sparse a) -> Sparse a Source # (^) :: Scalar (Sparse a) -> Sparse a -> Sparse a Source # (^) :: Sparse a -> Scalar (Sparse a) -> Sparse a Source # (^/) :: Sparse a -> Scalar (Sparse a) -> Sparse a Source # zero :: Sparse a Source #
Num a => Mode (Tower a) Source #
Instance details Defined in Numeric.AD.Internal.Tower Associated Types type Scalar (Tower a) Source # Methods isKnownConstant :: Tower a -> Bool Source # asKnownConstant :: Tower a -> Maybe (Scalar (Tower a)) Source # isKnownZero :: Tower a -> Bool Source # auto :: Scalar (Tower a) -> Tower a Source # (^) :: Scalar (Tower a) -> Tower a -> Tower a Source # (^) :: Tower a -> Scalar (Tower a) -> Tower a Source # (^/) :: Tower a -> Scalar (Tower a) -> Tower a Source # zero :: Tower a Source #
RealFloat a => Mode (Complex a) Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar (Complex a) Source # Methods isKnownConstant :: Complex a -> Bool Source # asKnownConstant :: Complex a -> Maybe (Scalar (Complex a)) Source # isKnownZero :: Complex a -> Bool Source # auto :: Scalar (Complex a) -> Complex a Source # (^) :: Scalar (Complex a) -> Complex a -> Complex a Source # (^) :: Complex a -> Scalar (Complex a) -> Complex a Source # (^/) :: Complex a -> Scalar (Complex a) -> Complex a Source # zero :: Complex a Source #
Integral a => Mode (Ratio a) Source #
Instance details Defined in Numeric.AD.Mode Associated Types type Scalar (Ratio a) Source # Methods isKnownConstant :: Ratio a -> Bool Source # asKnownConstant :: Ratio a -> Maybe (Scalar (Ratio a)) Source # isKnownZero :: Ratio a -> Bool Source # auto :: Scalar (Ratio a) -> Ratio a Source # (^) :: Scalar (Ratio a) -> Ratio a -> Ratio a Source # (^) :: Ratio a -> Scalar (Ratio a) -> Ratio a Source # (^/) :: Ratio a -> Scalar (Ratio a) -> Ratio a Source # zero :: Ratio a Source #
(Num a, Traversable f) => Mode (Dense f a) Source #
Instance details Defined in Numeric.AD.Internal.Dense Associated Types type Scalar (Dense f a) Source # Methods isKnownConstant :: Dense f a -> Bool Source # asKnownConstant :: Dense f a -> Maybe (Scalar (Dense f a)) Source # isKnownZero :: Dense f a -> Bool Source # auto :: Scalar (Dense f a) -> Dense f a Source # (^) :: Scalar (Dense f a) -> Dense f a -> Dense f a Source # (^) :: Dense f a -> Scalar (Dense f a) -> Dense f a Source # (^/) :: Dense f a -> Scalar (Dense f a) -> Dense f a Source # zero :: Dense f a Source #
(Representable f, Num a) => Mode (Repr f a) Source #
Instance details Defined in Numeric.AD.Internal.Dense.Representable Associated Types type Scalar (Repr f a) Source # Methods isKnownConstant :: Repr f a -> Bool Source # asKnownConstant :: Repr f a -> Maybe (Scalar (Repr f a)) Source # isKnownZero :: Repr f a -> Bool Source # auto :: Scalar (Repr f a) -> Repr f a Source # (^) :: Scalar (Repr f a) -> Repr f a -> Repr f a Source # (^) :: Repr f a -> Scalar (Repr f a) -> Repr f a Source # (^/) :: Repr f a -> Scalar (Repr f a) -> Repr f a Source # zero :: Repr f a Source #
(Reifies s Tape, Num a) => Mode (Reverse s a) Source #
Instance details Defined in Numeric.AD.Internal.Reverse Associated Types type Scalar (Reverse s a) Source # Methods isKnownConstant :: Reverse s a -> Bool Source # asKnownConstant :: Reverse s a -> Maybe (Scalar (Reverse s a)) Source # isKnownZero :: Reverse s a -> Bool Source # auto :: Scalar (Reverse s a) -> Reverse s a Source # (^) :: Scalar (Reverse s a) -> Reverse s a -> Reverse s a Source # (^) :: Reverse s a -> Scalar (Reverse s a) -> Reverse s a Source # (^/) :: Reverse s a -> Scalar (Reverse s a) -> Reverse s a Source # zero :: Reverse s a Source #
Mode a => Mode (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type Associated Types type Scalar (AD s a) Source # Methods isKnownConstant :: AD s a -> Bool Source # asKnownConstant :: AD s a -> Maybe (Scalar (AD s a)) Source # isKnownZero :: AD s a -> Bool Source # auto :: Scalar (AD s a) -> AD s a Source # (^) :: Scalar (AD s a) -> AD s a -> AD s a Source # (^) :: AD s a -> Scalar (AD s a) -> AD s a Source # (^/) :: AD s a -> Scalar (AD s a) -> AD s a Source # zero :: AD s a Source #
(Mode a, Mode b, Chosen s, Scalar a ~ Scalar b) => Mode (Or s a b) Source #
Instance details Defined in Numeric.AD.Internal.Or Associated Types type Scalar (Or s a b) Source # Methods isKnownConstant :: Or s a b -> Bool Source # asKnownConstant :: Or s a b -> Maybe (Scalar (Or s a b)) Source # isKnownZero :: Or s a b -> Bool Source # auto :: Scalar (Or s a b) -> Or s a b Source # (^) :: Scalar (Or s a b) -> Or s a b -> Or s a b Source # (^) :: Or s a b -> Scalar (Or s a b) -> Or s a b Source # (^/) :: Or s a b -> Scalar (Or s a b) -> Or s a b Source # zero :: Or s a b Source #

type family Scalar t Source #

Instances

Instances details

type Scalar ForwardDouble Source #
Instance details Defined in Numeric.AD.Internal.Forward.Double type Scalar ForwardDouble = Double
type Scalar KahnDouble Source #
Instance details Defined in Numeric.AD.Internal.Kahn.Double type Scalar KahnDouble = Double
type Scalar KahnFloat Source #
Instance details Defined in Numeric.AD.Internal.Kahn.Float type Scalar KahnFloat = Float
type Scalar SparseDouble Source #
Instance details Defined in Numeric.AD.Internal.Sparse.Double type Scalar SparseDouble = Double
type Scalar TowerDouble Source #
Instance details Defined in Numeric.AD.Internal.Tower.Double type Scalar TowerDouble = Double
type Scalar Int16 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Int16 = Int16
type Scalar Int32 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Int32 = Int32
type Scalar Int64 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Int64 = Int64
type Scalar Int8 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Int8 = Int8
type Scalar Word16 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Word16 = Word16
type Scalar Word32 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Word32 = Word32
type Scalar Word64 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Word64 = Word64
type Scalar Word8 Source #
Instance details Defined in Numeric.AD.Mode type Scalar Word8 = Word8
type Scalar Integer Source #
Instance details Defined in Numeric.AD.Mode type Scalar Integer = Integer
type Scalar Natural Source #
Instance details Defined in Numeric.AD.Mode type Scalar Natural = Natural
type Scalar Double Source #
Instance details Defined in Numeric.AD.Mode type Scalar Double = Double
type Scalar Float Source #
Instance details Defined in Numeric.AD.Mode type Scalar Float = Float
type Scalar Int Source #
Instance details Defined in Numeric.AD.Mode type Scalar Int = Int
type Scalar Word Source #
Instance details Defined in Numeric.AD.Mode type Scalar Word = Word
type Scalar (Forward a) Source #
Instance details Defined in Numeric.AD.Internal.Forward type Scalar (Forward a) = a
type Scalar (Id a) Source #
Instance details Defined in Numeric.AD.Internal.Identity type Scalar (Id a) = a
type Scalar (Kahn a) Source #
Instance details Defined in Numeric.AD.Internal.Kahn type Scalar (Kahn a) = a
type Scalar (On t) Source #
Instance details Defined in Numeric.AD.Internal.On type Scalar (On t) = Scalar (Scalar t)
type Scalar (ReverseDouble s) Source #
Instance details Defined in Numeric.AD.Internal.Reverse.Double type Scalar (ReverseDouble s) = Double
type Scalar (Sparse a) Source #
Instance details Defined in Numeric.AD.Internal.Sparse type Scalar (Sparse a) = a
type Scalar (Tower a) Source #
Instance details Defined in Numeric.AD.Internal.Tower type Scalar (Tower a) = a
type Scalar (Complex a) Source #
Instance details Defined in Numeric.AD.Mode type Scalar (Complex a) = Complex a
type Scalar (Ratio a) Source #
Instance details Defined in Numeric.AD.Mode type Scalar (Ratio a) = Ratio a
type Scalar (Dense f a) Source #
Instance details Defined in Numeric.AD.Internal.Dense type Scalar (Dense f a) = a
type Scalar (Repr f a) Source #
Instance details Defined in Numeric.AD.Internal.Dense.Representable type Scalar (Repr f a) = a
type Scalar (Reverse s a) Source #
Instance details Defined in Numeric.AD.Internal.Reverse type Scalar (Reverse s a) = a
type Scalar (AD s a) Source #
Instance details Defined in Numeric.AD.Internal.Type type Scalar (AD s a) = Scalar a
type Scalar (Or s a b) Source #
Instance details Defined in Numeric.AD.Internal.Or type Scalar (Or s a b) = Scalar a

Gradients (Reverse Mode)

grad :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> f Double Source #

The grad function calculates the gradient of a non-scalar-to-scalar function with reverse-mode AD in a single pass.

>>> grad (\[x,y,z] -> x*y+z) [1,2,3]
[2.0,1.0,1.0]

>>> grad (\[x,y] -> x**y) [0,2]
[0.0,NaN]

grad' :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> (Double, f Double) Source #

The grad' function calculates the result and gradient of a non-scalar-to-scalar function with reverse-mode AD ƒin a single pass.

>>> grad' (\[x,y,z] -> x*y+z) [1,2,3]
(5.0,[2.0,1.0,1.0])

gradWith :: Traversable f => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> f b Source #

grad g f function calculates the gradient of a non-scalar-to-scalar function f with reverse-mode AD in a single pass. The gradient is combined element-wise with the argument using the function g.

grad == gradWith (_ dx -> dx)
id == gradWith const

gradWith' :: Traversable f => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> ReverseDouble s) -> f Double -> (Double, f b) Source #

grad' g f calculates the result and gradient of a non-scalar-to-scalar function f with reverse-mode AD in a single pass the gradient is combined element-wise with the argument using the function g.

grad' == gradWith' (_ dx -> dx)

Higher Order Gradients (Sparse-on-Reverse)

grads :: Traversable f => (forall s. f (AD s SparseDouble) -> AD s SparseDouble) -> f Double -> Cofree f Double Source #

Variadic Gradients (Sparse or Kahn)

Variadic combinators for variadic mixed-mode automatic differentiation.

Unfortunately, variadicity comes at the expense of being able to use quantification to avoid sensitivity confusion, so be careful when counting the number of auto calls you use when taking the gradient of a function that takes gradients!

class Grad i o o' | i -> o o', o -> i o', o' -> i o Source #

Minimal complete definition

pack, unpack, unpack'

Instances

Instances details

Grad i o o' => Grad (KahnDouble -> i) (Double -> o) (Double -> o') Source #
Instance details Defined in Numeric.AD.Internal.Kahn.Double Methods pack :: (KahnDouble -> i) -> [KahnDouble] -> KahnDouble Source # unpack :: (List -> List) -> Double -> o Source # unpack' :: (List -> (Double, List)) -> Double -> o' Source #

vgrad :: Grad i o o' => i -> o Source #

vgrad' :: Grad i o o' => i -> o' Source #

class Grads i o | i -> o, o -> i Source #

Minimal complete definition

packs, unpacks

Instances

Instances details

Grads SparseDouble (Cofree List Double) Source #
Instance details Defined in Numeric.AD.Internal.Sparse.Double Methods packs :: SparseDouble -> [SparseDouble] -> SparseDouble Source # unpacks :: ([Double] -> Cofree List Double) -> Cofree List Double Source #
Grads i o => Grads (SparseDouble -> i) (Double -> o) Source #
Instance details Defined in Numeric.AD.Internal.Sparse.Double Methods packs :: (SparseDouble -> i) -> [SparseDouble] -> SparseDouble Source # unpacks :: ([Double] -> Cofree List Double) -> Double -> o Source #

vgrads :: Grads i o => i -> o Source #

Jacobians (Sparse or Reverse)

jacobian :: (Traversable f, Functor g) => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (f Double) Source #

The jacobian function calculates the jacobian of a non-scalar-to-non-scalar function with reverse AD lazily in m passes for m outputs.

>>> jacobian (\[x,y] -> [y,x,x*y]) [2,1]
[[0.0,1.0],[1.0,0.0],[1.0,2.0]]

jacobian' :: (Traversable f, Functor g) => (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (Double, f Double) Source #

The jacobian' function calculates both the result and the Jacobian of a nonscalar-to-nonscalar function, using m invocations of reverse AD, where m is the output dimensionality. Applying fmap snd to the result will recover the result of jacobian | An alias for gradF'

>>> jacobian' (\[x,y] -> [y,x,x*y]) [2,1]
[(1.0,[0.0,1.0]),(2.0,[1.0,0.0]),(2.0,[1.0,2.0])]

jacobianWith :: (Traversable f, Functor g) => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (f b) Source #

'jacobianWith g f' calculates the Jacobian of a non-scalar-to-non-scalar function f with reverse AD lazily in m passes for m outputs.

Instead of returning the Jacobian matrix, the elements of the matrix are combined with the input using the g.

jacobian == jacobianWith (_ dx -> dx)
jacobianWith const == (f x -> const x <$> f x)

jacobianWith' :: (Traversable f, Functor g) => (Double -> Double -> b) -> (forall s. (Reifies s Tape, Typeable s) => f (ReverseDouble s) -> g (ReverseDouble s)) -> f Double -> g (Double, f b) Source #

jacobianWith g f' calculates both the result and the Jacobian of a nonscalar-to-nonscalar function f, using m invocations of reverse AD, where m is the output dimensionality. Applying fmap snd to the result will recover the result of jacobianWith

Instead of returning the Jacobian matrix, the elements of the matrix are combined with the input using the g.

jacobian' == jacobianWith' (_ dx -> dx)

Higher Order Jacobian (Sparse-on-Reverse)

jacobians :: (Traversable f, Functor g) => (forall s. f (AD s SparseDouble) -> g (AD s SparseDouble)) -> f Double -> g (Cofree f Double) Source #

Transposed Jacobians (Forward Mode)

jacobianT :: (Traversable f, Functor g) => (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f Double -> f (g Double) Source #

A fast, simple, transposed Jacobian computed with forward-mode AD.

jacobianWithT :: (Traversable f, Functor g) => (Double -> Double -> b) -> (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f Double -> f (g b) Source #

A fast, simple, transposed Jacobian computed with Forward mode AD that combines the output with the input.

Hessian (Sparse-On-Reverse)

hessian :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s SparseDouble)) -> On (Reverse s SparseDouble)) -> f Double -> f (f Double) Source #

Compute the Hessian via the Jacobian of the gradient. gradient is computed in reverse mode and then the Jacobian is computed in sparse (forward) mode.

>>> hessian (\[x,y] -> x*y) [1,2]
[[0.0,1.0],[1.0,0.0]]

hessian' :: Traversable f => (forall s. f (AD s SparseDouble) -> AD s SparseDouble) -> f Double -> (Double, f (Double, f Double)) Source #

Hessian Tensors (Sparse or Sparse-On-Reverse)

hessianF :: (Traversable f, Functor g) => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s SparseDouble)) -> g (On (Reverse s SparseDouble))) -> f Double -> g (f (f Double)) Source #

Compute the order 3 Hessian tensor on a non-scalar-to-non-scalar function using Sparse-on-Reverse

Hessian Tensors (Sparse)

hessianF' :: (Traversable f, Functor g) => (forall s. f (AD s SparseDouble) -> g (AD s SparseDouble)) -> f Double -> g (Double, f (Double, f Double)) Source #

Hessian Vector Products (Forward-On-Reverse)

hessianProduct :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s ForwardDouble)) -> On (Reverse s ForwardDouble)) -> f (Double, Double) -> f Double Source #

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.

hessianProduct' :: Traversable f => (forall s. (Reifies s Tape, Typeable s) => f (On (Reverse s ForwardDouble)) -> On (Reverse s ForwardDouble)) -> f (Double, Double) -> f (Double, Double) Source #

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.

Derivatives (Forward Mode)

diff :: (forall s. AD s ForwardDouble -> AD s ForwardDouble) -> Double -> Double Source #

The diff function calculates the first derivative of a scalar-to-scalar function by forward-mode AD

>>> diff sin 0
1.0

diffF :: Functor f => (forall s. AD s ForwardDouble -> f (AD s ForwardDouble)) -> Double -> f Double Source #

The diffF function calculates the first derivatives of scalar-to-nonscalar function by Forward mode AD

>>> diffF (\a -> [sin a, cos a]) 0
[1.0,-0.0]

diff' :: (forall s. AD s ForwardDouble -> AD s ForwardDouble) -> Double -> (Double, Double) Source #

The diff' function calculates the result and first derivative of scalar-to-scalar function by Forward mode AD

diff' sin == sin &&& cos
diff' f = f &&& d f

>>> diff' sin 0
(0.0,1.0)

>>> diff' exp 0
(1.0,1.0)

diffF' :: Functor f => (forall s. AD s ForwardDouble -> f (AD s ForwardDouble)) -> Double -> f (Double, Double) Source #

The diffF' function calculates the result and first derivatives of a scalar-to-non-scalar function by Forward mode AD

>>> diffF' (\a -> [sin a, cos a]) 0
[(0.0,1.0),(1.0,-0.0)]

Derivatives (Tower)

diffs :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double] Source #

diffsF :: Functor f => (forall s. AD s TowerDouble -> f (AD s TowerDouble)) -> Double -> f [Double] Source #

diffs0 :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double] Source #

diffs0F :: Functor f => (forall s. AD s TowerDouble -> f (AD s TowerDouble)) -> Double -> f [Double] Source #

Directional Derivatives (Forward Mode)

du :: Functor f => (forall s. f (AD s ForwardDouble) -> AD s ForwardDouble) -> f (Double, Double) -> Double Source #

Compute the directional derivative of a function given a zipped up Functor of the input values and their derivatives

du' :: Functor f => (forall s. f (AD s ForwardDouble) -> AD s ForwardDouble) -> f (Double, Double) -> (Double, Double) Source #

Compute the answer and directional derivative of a function given a zipped up Functor of the input values and their derivatives

duF :: (Functor f, Functor g) => (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f (Double, Double) -> g Double Source #

Compute a vector of directional derivatives for a function given a zipped up Functor of the input values and their derivatives.

duF' :: (Functor f, Functor g) => (forall s. f (AD s ForwardDouble) -> g (AD s ForwardDouble)) -> f (Double, Double) -> g (Double, Double) Source #

Compute a vector of answers and directional derivatives for a function given a zipped up Functor of the input values and their derivatives.

Directional Derivatives (Tower)

dus :: Functor f => (forall s. f (AD s TowerDouble) -> AD s TowerDouble) -> f [Double] -> [Double] Source #

dus0 :: Functor f => (forall s. f (AD s TowerDouble) -> AD s TowerDouble) -> f [Double] -> [Double] Source #

dusF :: (Functor f, Functor g) => (forall s. f (AD s TowerDouble) -> g (AD s TowerDouble)) -> f [Double] -> g [Double] Source #

dus0F :: (Functor f, Functor g) => (forall s. f (AD s TowerDouble) -> g (AD s TowerDouble)) -> f [Double] -> g [Double] Source #

Taylor Series (Tower)

taylor :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> Double -> [Double] Source #

taylor0 :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> Double -> [Double] Source #

Maclaurin Series (Tower)

maclaurin :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double] Source #

maclaurin0 :: (forall s. AD s TowerDouble -> AD s TowerDouble) -> Double -> [Double] Source #

Gradient Descent

conjugateGradientDescent :: Traversable f => (forall s. Chosen s => f (Or s (On (Forward ForwardDouble)) KahnDouble) -> Or s (On (Forward ForwardDouble)) KahnDouble) -> f Double -> [f Double] Source #

Perform a conjugate gradient descent using reverse mode automatic differentiation to compute the gradient, and using forward-on-forward mode for computing extrema.

>>> let sq x = x * x
>>> let rosenbrock [x,y] = sq (1 - x) + 100 * sq (y - sq x)
>>> rosenbrock [0,0]
1
>>> rosenbrock (conjugateGradientDescent rosenbrock [0, 0] !! 5) < 0.1
True

conjugateGradientAscent :: Traversable f => (forall s. Chosen s => f (Or s (On (Forward ForwardDouble)) KahnDouble) -> Or s (On (Forward ForwardDouble)) KahnDouble) -> f Double -> [f Double] Source #

Perform a conjugate gradient ascent using reverse mode automatic differentiation to compute the gradient.

Working with towers

data Jet f a Source #

A Jet is a tower of all (higher order) partial derivatives of a function

At each step, a Jet f is wrapped in another layer worth of f.

a :- f a :- f (f a) :- f (f (f a)) :- ...

Constructors

a :- (Jet f (f a)) infixr 3

Instances

Instances details

Foldable f => Foldable (Jet f) Source #
Instance details Defined in Numeric.AD.Jet Methods fold :: Monoid m => Jet f m -> m # foldMap :: Monoid m => (a -> m) -> Jet f a -> m # foldMap' :: Monoid m => (a -> m) -> Jet f a -> m # foldr :: (a -> b -> b) -> b -> Jet f a -> b # foldr' :: (a -> b -> b) -> b -> Jet f a -> b # foldl :: (b -> a -> b) -> b -> Jet f a -> b # foldl' :: (b -> a -> b) -> b -> Jet f a -> b # foldr1 :: (a -> a -> a) -> Jet f a -> a # foldl1 :: (a -> a -> a) -> Jet f a -> a # toList :: Jet f a -> [a] # null :: Jet f a -> Bool # length :: Jet f a -> Int # elem :: Eq a => a -> Jet f a -> Bool # maximum :: Ord a => Jet f a -> a # minimum :: Ord a => Jet f a -> a # sum :: Num a => Jet f a -> a # product :: Num a => Jet f a -> a #
Traversable f => Traversable (Jet f) Source #
Instance details Defined in Numeric.AD.Jet Methods traverse :: Applicative f0 => (a -> f0 b) -> Jet f a -> f0 (Jet f b) # sequenceA :: Applicative f0 => Jet f (f0 a) -> f0 (Jet f a) # mapM :: Monad m => (a -> m b) -> Jet f a -> m (Jet f b) # sequence :: Monad m => Jet f (m a) -> m (Jet f a) #
Functor f => Functor (Jet f) Source #
Instance details Defined in Numeric.AD.Jet Methods fmap :: (a -> b) -> Jet f a -> Jet f b # (<$) :: a -> Jet f b -> Jet f a #
(Functor f, Show (f Showable), Show a) => Show (Jet f a) Source #
Instance details Defined in Numeric.AD.Jet Methods showsPrec :: Int -> Jet f a -> ShowS # show :: Jet f a -> String # showList :: [Jet f a] -> ShowS #

headJet :: Jet f a -> a Source #

Take the head of a Jet.

tailJet :: Jet f a -> Jet f (f a) Source #

Take the tail of a Jet.

jet :: Functor f => Cofree f a -> Jet f a Source #

Construct a Jet by unzipping the layers of a Cofree Comonad.