jacopotagliabue/automatic-differentiation-with-dual-numbers

A brief (and inaccurate) history of derivatives, with a brief (and incomplete) Python implementation

Automatic-differentiation-with-dual-numbers

A brief (and inaccurate) history of derivatives, with a brief (and incomplete) Python implementation

Overview

While derivates are at the heart of ML training, we rarely think about computing them: arguably, the capabilities of modern ML packages when it comes to "automatic differentiation" is one of the reasons behind the explosive growth of the field.

The blog post "Marginally important: automatic differentiation with dual numbers" is a brief introduction to supernatural, infinitesimal and dual numbers, with unexpected application to one of the core concepts of ML: Newton-and-Leibniz calculus, re-booted.

This repo contains a simple code snippet to implement differentiation through dual numbers.

Setup

Activate a Python virtual environment:

python -m venv venv
source venv/bin/activate
pip install -r requirements.txt

Then run the code with:

cd src
python dual.py

You should get in the terminal the examples from the blog post, and the results of comparing the dual implementation with MyGrad.

License

All the code is released without warranty, "as is" under a MIT License. This was a fun week-end project and should be treated with the appropriate sense of humour.