Skip to content

ADing through set_scalar_constants! #146

@ArnoStrouwen

Description

@ArnoStrouwen

I'm performing Bayesian analysis on the parameters of a tree (with Turing.jl).
This requires calculating gradients with regards to these parameters.
Currently, I have to intercept the Dual numbers and manually construct the Jacobean, which is a bit cumbersome.

    y_sim = if eltype(a_b_vals) == Float64
        set_scalar_constants!(tree, a_b_vals, a_b_nodes)
        eval_tree_array(tree, X, operators)[1]
    else
        set_scalar_constants!(tree, ForwardDiff.value.(a_b_vals), a_b_nodes)
        val, grad = eval_grad_tree_array(tree, X, operators, variable=false)
        [ForwardDiff.Dual{ForwardDiff.tagtype(a_b_vals[1])}(val[i], 0.0, grad[:, i]...) for i in eachindex(val)]
    end

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions