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AutoDiff

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This project contains a generic implementation of automatic differentiation from scratch. The intention of this repo is to serve as an avenue to explore the foundations of Neural Networks. This repo contains reverse and forward mode differentiation.

Note that this project is configured on cpp20 compiler.

Test Coverage

Function Forward Mode Reverse Mode Scalar Vector Matrix
arithmetic
exp
pow
ln
sin
cos
tan
cot
sec
csc
asin
acos
atan
acot
asec
acsc
sinh
cosh
tanh
coth
sech
csch
asinh
acosh
atanh
acoth
asech
acsch

Features to support in the future:

  • Higher order partial differentiation
  • Total derivative
  • Directional derivative
  • Jacobian Matrix
  • Gradient vector
  • Hessian Matrix