Yet Another Automatic Differentiation package in Julia.
] and use
pkg mode in Julia REPL, then type:
pkg> add YAAD
You may want to check my blog post about it: Implement AD with Julia in ONE day
This project aims to provide a similar interface with PyTorch's autograd, while keeping things simple. The core implementation only contains a straight-forward 200 line of Julia. It is highly inspired by AutoGrad.jl and PyTorch
Every operation will directly return a
CachedNode, which constructs a computation
graph dynamically without using a global tape.
NOTE: This project is for self-use at the moment, it will be a place for me to do AD related
experimental coding, I don't guarantee the consistency and stability between versions (different version can be in-compatible). For practical usage, I would suggest you try
Zygote. They may have better performance and are aimed to be non-experimental projects.
It is simple. Mark what you want to differentiate with
Variable, which contains
grad. Each time you try to
backward evaluate, the gradient will be accumulated to
using LinearAlgebra x1, x2 = Variable(rand(30, 30)), Variable(rand(30, 30)) y = tr(x1 * x2) # you get a tracked value here backward(y) # backward propagation print(x1.grad) # this is where gradient goes
Or you can just register your own
# first define how you want to create a node in computation graph sin(x::AbstractNode) = register(sin, x) # then define the gradient gradient(::typeof(sin), grad, output, x) = grad * cos(x)
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