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diff-zoo reviews and mentions
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How do you generally go about finding the Jacobian of a complicated observation function for a Kalman filter?
To add to software for #1, look for packages that do forward-mode AD. For Jacobians (many outputs), forward-mode AD is often faster than back-propagation (reverse mode). I use ForwardDiff.jl which usually accepts any function the user might bass in as observation function https://github.com/baggepinnen/LowLevelParticleFilters.jl/blob/master/src/ekf.jl#L45 Here's a nice intro to forward and reverse mode ad https://github.com/MikeInnes/diff-zoo/blob/notebooks/backandforth.ipynb It's the second notebook in a series, might want to read the first as well if you find this topic interesting.
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Ask HN: What are some examples of elegant software?
This is an obscure one, but Mike Innes "[automatic] differentiation for hackers" tutorial. It's a code tutorial, not software, if that counts. Both the way it's constructed and the functionality of Julia that gets shown off here.
https://github.com/MikeInnes/diff-zoo
- Neural networks with automatic differentiation.
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[D] Gradient Tape Implementation
The following repos show how to build a simple reverse mode implementation from scratch: https://github.com/MikeInnes/diff-zoo
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A note from our sponsor - InfluxDB
www.influxdata.com | 24 Apr 2024
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MikeInnes/diff-zoo is an open source project licensed under MIT License which is an OSI approved license.
The primary programming language of diff-zoo is Julia.
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