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

Adcomp Alternatives

Similar projects and alternatives to adcomp

  • GitHub repo Enzyme.jl

    Julia bindings for the Enzyme automatic differentiator

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Posts where adcomp has been mentioned. We have used some of these posts to build our list of alternatives and similar projects - the last one was on 2021-07-22.
  • Useful Algorithms That Are Not Optimized by Jax, PyTorch, or TensorFlow | 2021-07-22
    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" ( - 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.


Basic adcomp repo stats
13 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.