Implement backend for FiniteDifferences#37
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Benchmarks show these are slower than ADs defaults
This reverts commit 6840e5d.
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@@ Coverage Diff @@
## master #37 +/- ##
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+ Coverage 80.05% 80.63% +0.58%
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Files 2 3 +1
Lines 396 408 +12
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+ Hits 317 329 +12
Misses 79 79
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thanks Seth! |
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This PR implements a backend for FiniteDifferences.jl. It basically combines the 3 declarations in the tests into 1, with generalization of
pullback_functionto multi-output functions.Informal benchmarks showed that all three of these methods were necessary for speed. They also showed that with these defined, our default
gradientand multi-argderivativemethods are faster than custom overloads usingjvpandgrad. A single-argderivativemethod was faster than our default, yet for some reason it was less accurate.