The Discrete Adjoint Method: Efficient Derivatives for Functions of Discrete Sequences
Computation
2020-02-04 v1
Abstract
Gradient-based techniques are becoming increasingly critical in quantitative fields, notably in statistics and computer science. The utility of these techniques, however, ultimately depends on how efficiently we can evaluate the derivatives of the complex mathematical functions that arise in applications. In this paper we introduce a discrete adjoint method that efficiently evaluates derivatives for functions of discrete sequences.
Keywords
Cite
@article{arxiv.2002.00326,
title = {The Discrete Adjoint Method: Efficient Derivatives for Functions of Discrete Sequences},
author = {Michael Betancourt and Charles C. Margossian and Vianey Leos-Barajas},
journal= {arXiv preprint arXiv:2002.00326},
year = {2020}
}
Comments
16 pages, 1 figure