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Commented Feature: Try to accelerate computation using IL generation [1574]

davidacoder — Wed, 26 Sep 2012 18:42:55 GMT

Use Reflection.Emit API to construct a specific set of instructions for a given function such that future differentiations will be faster than with current Visitor based implementations
Comments: Hm, interesting, and a bit surprising. I've worked quite a bit on dynamically generating code lately, if you want I could have a look at this as well, maybe you could send me the code of your experiment?

Closed Feature: Try to accelerate computation using IL generation [1574]

alexshtf — Wed, 26 Sep 2012 14:34:40 GMT

Commented Feature: Try to accelerate computation using IL generation [1574]

alexshtf — Wed, 26 Sep 2012 14:34:15 GMT

Use Reflection.Emit API to construct a specific set of instructions for a given function such that future differentiations will be faster than with current Visitor based implementations
Comments: An experiment shows that custom IL generation actually works SLOWER both when using DynamicMethod or Expression.Compile. Unless proven otherwise, it seems that manually generating IL does not accelerate the gradient computation but slows it down.

Created Feature: Try to accelerate computation using IL generation [1574]

alexshtf — Wed, 26 Sep 2012 14:33:08 GMT

Use Reflection.Emit API to construct a specific set of instructions for a given function such that future differentiations will be faster than with current Visitor based implementations

Commented Feature: Allow the evaluation/differentiation API to accept any IList and IEnumerable instead of an array [1366]

alexshtf — Sun, 22 Jul 2012 22:08:22 GMT

The current Differentiate/Evaluate APIs can handle an array of doubles. However, some external libraries use different data structures that are not simple arrays but do implement the IList<double> interface.
Comments: Done for IList<T> objects. IEnumerable will shortly follow.

Commented Issue: Hessian [1264]

davidacoder — Tue, 29 May 2012 16:56:52 GMT

Not sure whether I will really need this at some point, but was just wondering whether this is something that might be added in the future to the library? I am mainly opening this issue so that people can vote on this.
Comments: ** Comment from web user: davidacoder **

Sounds good!

Commented Issue: Hessian [1264]

alexshtf — Tue, 29 May 2012 06:56:49 GMT

Scheduled for the next release in the form of "Hessian-Vector computation". The library will be able, given a vector v, to compute H*v where H is the hessian.

This design will allow the library to use the sparsity of the function, without directly computing the Hessian matrix itself. It will also allow me to add a utility method to extract the Hessian directly by multiplying by the standard basis vectors (setting v = (1, 0, ... 0), then v = (0, 1, 0, ..., 0) and so on).

Closed Issue: Performance improvement [1573]

alexshtf — Mon, 07 May 2012 11:55:10 GMT

Changed the structure of the evaluation/differentiation tape.
Comments:

Fixed

Commented Feature: Experiment with parallel computation of value + gradient [683]

alexshtf — Mon, 07 May 2012 11:54:47 GMT

Try using Parallel extensions for .NET to allow developers to compute gradients and function values faster on multi-code machines.
Comments: ** Comment from web user: alexshtf **

The dependency analysis doesn't seem simple. If you know of a good algorithm to divide the computation graph in advance to parallel computation sequences (during the compilation stage) it might work.
Right now I have no such good idea. Need to do more reading.

Commented Issue: Performance improvement [1573]

alexshtf — Thu, 05 Apr 2012 00:16:01 GMT

Comments: Associated with changeset 19334.

Reopened Issue: Performance improvement [1573]

alexshtf — Wed, 04 Apr 2012 22:03:07 GMT

Closed Issue: Performance improvement [1573]

alexshtf — Wed, 04 Apr 2012 22:02:48 GMT

Comments: Resolved with changeset 19330.

Created Issue: Performance improvement [1573]

alexshtf — Wed, 04 Apr 2012 22:01:30 GMT

Closed Feature: Expression-system based evaluation and differentiation [756]

alexshtf — Wed, 04 Apr 2012 21:41:29 GMT

Allow evaluating function using the .NET 4 expression system. This allows us to compile the expression into code for really fast evaluation.
Comments: Resolved with changeset 19328.

Commented Feature: Expression-system based evaluation and differentiation [756]

alexshtf — Tue, 17 Jan 2012 14:54:00 GMT

Allow evaluating function using the .NET 4 expression system. This allows us to compile the expression into code for really fast evaluation.
Comments: Associated with changeset 16387.

Commented Feature: Expression-system based evaluation and differentiation [756]

alexshtf — Tue, 17 Jan 2012 12:07:26 GMT

Allow evaluating function using the .NET 4 expression system. This allows us to compile the expression into code for really fast evaluation.
Comments: Associated with changeset 16378.

Commented Feature: Expression-system based evaluation and differentiation [756]

alexshtf — Tue, 17 Jan 2012 11:00:18 GMT

Allow evaluating function using the .NET 4 expression system. This allows us to compile the expression into code for really fast evaluation.
Comments: Associated with changeset 16377.

Closed Feature: Expression-system based differentiation [757]

alexshtf — Tue, 17 Jan 2012 10:49:16 GMT

Use the .NET 4 expression system to compile differentiation into code for very fast differentiation.

Commented Feature: Allow the evaluation/differentiation API to accept any IList and IEnumerable instead of an array [1366]

alexshtf — Sun, 27 Nov 2011 19:00:18 GMT

Accepted

Commented Feature: Allow the evaluation/differentiation API to accept any IList and IEnumerable instead of an array [1366]

alexshtf — Sun, 27 Nov 2011 18:59:22 GMT

IEnumerable<double> is nice, but I