Volume 2020, Issue 105 p. 32-45
Columnist

Computation Graphs for AAD and Machine Learning Part II: Adjoint Differentiation and AAD

First published: 17 January 2020

Abstract

Second in a series of three articles with code, exploring the notion of computation graph, with words, mathematics and code, and application in Machine Learning and finance to compute a vast number of derivative sensitivities with spectacular speed and accuracy.

The full text of this article hosted at iucr.org is unavailable due to technical difficulties.