Higher-order reverse automatic differentiation with emphasis on the third-order
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چکیده
منابع مشابه
Higher-order Reverse Automatic Differentiation with emphasis on the third-order
It is commonly assumed that calculating third order information is too expensive for most applications. But we show that the directional derivative of the Hessian (Df(x) · d) can be calculated at a cost proportional to that of a state-of-the-art method for calculating the Hessian matrix. We do this by first presenting a simple procedure for designing high order reverse methods and applying it t...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2014
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-014-0827-4