This is in the context of Automatic Differentiation - what would such a system do with a function like map, or filter - or even one of the SKI Combinators? Example: I have the following function: def func(x): return sum(map(lambda a: a**x, range(20))) What would its derivative be? What will an AD system yield as a result? (This f...
The closest-related implementation in Haskell I have seen is the forward mode at http://hackage.haskell.org/packages/archive/fad/1.0/doc/html/Numeric-FAD.html. The closest related related research appears to be reverse mode for another functional language related to Scheme at http://www.bcl.hamilton.ie/~qobi/stalingrad/. I see reverse ...
Hey guys, I am having a problem getting Automatic Differentiation to work between C# and F#. In C# I have a function that takes a double and returns a double, say: private double Price(double yield) { double price; price = 0; for (int index = 1; index <= _maturity * _frequency; index++) { price += (_coupon / ...