adcomp

AD computation with Template Model Builder (TMB) (by kaskr)

Adcomp Alternatives

Similar projects and alternatives to adcomp

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a better adcomp alternative or higher similarity.

adcomp reviews and mentions

Posts with mentions or reviews of adcomp. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2022-08-05.
  • Nix: Taming Unix with Functional Programming
    18 projects | news.ycombinator.com | 5 Aug 2022
    Are any of your R users TMB users? Because I ran into that in multiple setups (Guix SD and Guix on foreign distros) where only a specific ordering worked even when using guix shell --pure. This was back in the R 4.1.2 days. In theory it should be impossible and yet I ran into it. No I was not mixing packages installed via. install.packages.

    Right now with the latest version of Guix and R 4.2.1 TMB is not usable. Try running:

    "guix shell --container r r-tmb make gcc-toolchain gfortran-toolchain"

    then try running the linreg.R (with the corresponding cpp file, or any of the examples) example from https://github.com/kaskr/adcomp/tree/master/tmb_examples

  • Useful Algorithms That Are Not Optimized by Jax, PyTorch, or TensorFlow
    2 projects | news.ycombinator.com | 22 Jul 2021
    There is no free lunch:).

    I remember spending a summer using Template Model Builder (TMB), which is a useful R/C++ automatic differentiation (AD) framework, for working with accelerated failure time models. For these models, the survival to time T given covariates X is defined by S(t|X) = P(T>t|X) = S_0(t exp(-beta^T X)) for baseline survival S_0(t). I wanted to use splines for the baseline survival and then use AD for gradients and random effects. Unfortunately, after implementing the splines in template C++, I found a web page entitled "Things you should NOT do in TMB" (https://github.com/kaskr/adcomp/wiki/Things-you-should-NOT-d...) - which included using if statements that are based on coefficients. In this case, the splines for S_0 depend on beta, which is this specific excluded case:(. An older framework (ADMB) did not have this constraint, but dissemination of code was more difficult. Finally, PyTorch did not have an implementation of B-splines or an implementation for Laplace's approximation. Returning to my opening comment, there is no free lunch.

Stats

Basic adcomp repo stats
2
164
7.9
11 days ago

kaskr/adcomp is an open source project licensed under GNU General Public License v3.0 or later which is an OSI approved license.

The primary programming language of adcomp is C++.


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