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Automatic Differentiation with Scala
This article is a worked-out exercise in applying the Scala type system to solve a small scale optimization problem. For this article we supply complete Scala source code (under a GPLv3 license) and...
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Gradients via Reverse Accumulation
We extend the ideas of from Automatic Differentiation with Scala to include the reverse accumulation. Reverse accumulation is a non-obvious improvement to automatic differentiation that can in many...
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Newton-Raphson can compute an average
In our article How robust is logistic regression? we pointed out some basic yet deep limitations of the traditional full-step Newton-Raphson or Iteratively Reweighted Least Squares methods of solving...
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