Perturbation confusion in forward automatic differentiation of higher-order functions

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Summary

A subtle bug is exhibited, present in fielded implementations which support derivatives of higher-order functions, in which perturbations are confused despite the tagging machinery, leading to incorrect results.

Type
article
Published
2012-11-20
Cited by
17
References
47
Access
Open access

Keywords

Computer science, Automatic differentiation, Invocation, Derivative (finance), Function (biology)

References

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