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Implement backend for FiniteDifferences#37

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mohdibntarek merged 8 commits into
JuliaDiff:masterfrom
sethaxen:fdm
Jan 26, 2022
Merged

Implement backend for FiniteDifferences#37
mohdibntarek merged 8 commits into
JuliaDiff:masterfrom
sethaxen:fdm

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@sethaxen
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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_function to 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 gradient and multi-arg derivative methods are faster than custom overloads using jvp and grad. A single-arg derivative method was faster than our default, yet for some reason it was less accurate.

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codecov-commenter commented Jan 22, 2022

Codecov Report

Merging #37 (4123a74) into master (979fa04) will increase coverage by 0.58%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #37      +/-   ##
==========================================
+ Coverage   80.05%   80.63%   +0.58%     
==========================================
  Files           2        3       +1     
  Lines         396      408      +12     
==========================================
+ Hits          317      329      +12     
  Misses         79       79              
Impacted Files Coverage Δ
src/AbstractDifferentiation.jl 78.27% <100.00%> (+0.06%) ⬆️
src/finitedifferences.jl 100.00% <100.00%> (ø)

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@mohdibntarek mohdibntarek merged commit d1577db into JuliaDiff:master Jan 26, 2022
@mohdibntarek
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thanks Seth!

@sethaxen sethaxen deleted the fdm branch January 26, 2022 11:35
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3 participants