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broadcasting perf fix #134

Merged
merged 3 commits into from
Jul 18, 2020
Merged

broadcasting perf fix #134

merged 3 commits into from
Jul 18, 2020

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mohamed82008
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This PR ports some code from DistributionsAD.jl to improve the performance of broadcasting in ReverseDiff allow for fused broadcast expressions with TrackedArray inputs to give a TrackedArray output where possible and provably correct. The implementation details and decisions are explained in TuringLang/DistributionsAD.jl#58 (comment). I still need to add some t ests.

@mohamed82008
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The test failure needs some work. I won't be able to come back to this for at least 3 days.

@ChrisRackauckas
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bump on this 😄

@mohamed82008
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Will get on it after I upload my JuliaCon presentation :)

@ChrisRackauckas
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Alright thanks!

@mohamed82008
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Sorry for the delay. I am on it.

@mohamed82008
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The test failure is a StackOverFlow when computing the Hessian of a function with broadcasting. Working on a fix.

@mohamed82008
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Tests should pass now.

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2 participants