reverse

Reverse mode automatic differentiation in Rust.

To use this in your crate, add the following to Cargo.toml:

rust [dependencies] reverse = "0.1"

Examples

```rust use reverse::*;

fn main() { let graph = Graph::new(); let a = graph.addvar(2.5); let b = graph.addvar(14.); let c = (a.sin() + b.ln() * 3.) - 5.; let gradients = c.backward();

asserteq!(gradients.wrt(&a), 2.5f64.cos()); assert_eq!(gradients.wrt(&b), 3. / 14.); } ```

Features

There is an optional diff feature which activates a macro which automatically transforms functions to the right type so that they are differentiable. That is, functions that act on f64s can be used on differentiable variables without change.

To use this, add the following to Cargo.toml:

rust reverse = { version = "0.1", features = ["diff"] }

Example

Here is an example of what the feature allows you to do:

```rust use reverse::*;

fn main() { let graph = Graph::new(); let a = graph.addvar(5.); let b = graph.addvar(2.); let res = addmul(&[a, b], &[&[1.]]); println!("{:?}", res.backward()); }

// function must have these argument types but can be arbitrarily complex

[differentiable]

fn addmul(params: &[f64], data: &[&[f64]]) -> f64 { params[0] + data[0][0] * params[1] } ```