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grad of cond and while #83

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alexbw opened this issue Dec 12, 2018 · 5 comments
Closed

grad of cond and while #83

alexbw opened this issue Dec 12, 2018 · 5 comments
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@alexbw
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alexbw commented Dec 12, 2018

First and higher order derivatives of functions that use lax.cond and lax.while should be possible.

@alexbw alexbw added this to the v0.2 milestone Dec 12, 2018
@alexbw alexbw mentioned this issue Dec 12, 2018
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@mattjj mattjj added the enhancement New feature or request label Dec 12, 2018
@alexbw
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alexbw commented Dec 18, 2018

@dougalm this includes scan now, correct?

@dougalm
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dougalm commented Dec 18, 2018

yes, working on scan (i.e. scan :: (a -> b -> a) -> a -> [b] -> [a]) too.

@matthewdhoffman
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+1 for scan! Once I've got that I can put together an HMC example PR.

@mattjj
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mattjj commented Feb 20, 2019

#415 will add lax.cond without reverse-mode autodiff (so it won't close this issue, but is related).

@gnecula
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gnecula commented May 12, 2020

We have now grad of cond, and jvp of while (but not grad of while).

@gnecula gnecula closed this as completed May 12, 2020
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