Documentation
¶
Overview ¶
Package ad implements automatic differentiation of a model. A model is defined in it's own package. The model must implement interface model.Model. In the model's source code:
- Methods on the type implementing model.Model returning a single float64 or nothing are differentiated.
- Within the methods, the following is differentiated: a) assignments to float64 (including parallel assignments if all values are of type float64); b) returns of float64; c) standalone calls to methods on the type implementing model.Model (apparently called for side effects on the model).
- Imported package name "ad" is reserved.
- Non-dummy identifiers starting with the prefix for generated identifiers ("_" by default) are reserved.
Functions are considered elementals (and must have a registered derivative) if their signature is of kind
func (float64, float64*) float64
that is, one or more non-variadic float64 argument and float64 return value. For example, function
func (float64, float64, float64) float64
is considered elemental, while functions
func (...float64) float64 func ([]float64) float64 func (int, float64) float64
are not.
Derivatives do not propagate through a function that is not an elemental or a call to a model method. If a derivative is not registered for an elemental, calling the elemental in a Observe will cause a run-time error.
The differentiated model is put into subpackage "ad" of the model's package, with the same name as the original package.
Index ¶
- Constants
- Variables
- func Arithmetic(op int, px ...*float64) *float64
- func Assignment(p *float64, px *float64)
- func Call(f func(_vararg []float64), narg int, px ...*float64) *float64
- func Called() bool
- func Deriv(mpath string, prefix string) (err error)
- func DropAllTapes()
- func DropTape()
- func Elemental(f interface{}, px ...*float64) *float64
- func Enter(px ...*float64)
- func Gradient() []float64
- func IsMTSafe() bool
- func MTSafeOn() bool
- func ParallelAssignment(ppx ...*float64)
- func Pop()
- func RegisterElemental(f interface{}, g ElementalGradientFunc)
- func Return(px *float64) float64
- func Setup(x []float64)
- func Value(v float64) *float64
- func Vlemental(f func([]float64) float64, x []float64) *float64
- type ElementalGradientFunc
Constants ¶
const ( OpNeg = iota OpAdd OpSub OpMul OpDiv )
Arithmetic operation codes.
Variables ¶
var ( // When Fold is true, folded values are substituted instead // of constant expressions. Fold = true )
Functions ¶
func Arithmetic ¶
Arithmetic encodes an arithmetic operation and returns the location of the result.
func Assignment ¶
Assignment encodes a single-value assingment.
func Call ¶
Call wraps a call to a differentiated subfunction. narg is the number of non-variadic arguments.
func Called ¶
func Called() bool
True iff the last record on the tape is a Call record. A call record is added before a call to a differentiated method from another differentiated method.
func Deriv ¶
Deriv differentiates a model. The original model is in the package located at mpath. The differentiated model is written to mpath/ad. When a variable is generated by the autodiff code, the variable name has the specified prefix.
func DropAllTapes ¶ added in v0.4.0
func DropAllTapes()
DropAllTapes discards all tapes. Intended for use with third party inference algorithms which run in multiple goroutines.
func Elemental ¶
Elemental encodes a call to the elemental f. To call gradient without allocation on backward pass, argument values are copied to the tape memory. Elemental returns the location of the result.
func Enter ¶
func Enter(px ...*float64)
Enter copies the actual parameters to the formal parameters.
func Gradient ¶
func Gradient() []float64
Gradient performs the backward pass on the tape and returns the gradient. It should be called immediately after the call to an automatically differentiated function, and can be called only once per call to an automatically differentiated function.
func IsMTSafe ¶ added in v0.4.0
func IsMTSafe() bool
IsMTSafe returns true if multithreading support is turned on, and multiple differentiations may run concurrently.
func MTSafeOn ¶ added in v0.4.0
func MTSafeOn() bool
MTSafeOn makes differentiation thread safe at the expense of a loss in performance. There is no corresponding MTSafeOff, as once things are safe they cannot safely become unsafe again.
MTSafeOn enables multithreading support on some versions and architectures only. The caller should check the return value (true if succeeded) or call IsMTSafe if the code depends on the tape being thread-safe.
func ParallelAssignment ¶
func ParallelAssignment(ppx ...*float64)
ParallelAssigment encodes a parallel assignment.
func Pop ¶
func Pop()
Pop deallocates current tape fragment from the tape. Gradient calls Pop; when the gradient is not needed, Pop can be called directly to skip gradient computation.
func RegisterElemental ¶
func RegisterElemental(f interface{}, g ElementalGradientFunc)
RegisterElemental registers the gradient for an elemental function.
Types ¶
type ElementalGradientFunc ¶
ElementalGradientFunc accepts the function value and the parameters and returns a vector of partial gradients. Depending on the function, either the value or the parameters may be ignored in the computation of the gradient.
func ElementalGradient ¶
func ElementalGradient(f interface{}) (ElementalGradientFunc, bool)
ElementalGradient returns the gradient for a function. If the function is not registered as elemental, the second returned value is false. Intended to be called from the backward pass of gradient computation. Exported for testing.
Source Files