Re: [Numpy-discussion] numerical gradient, Jacobian, and Hessian

2014-04-23 Thread Neal Becker
alex wrote: On Mon, Apr 21, 2014 at 3:13 AM, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: As far as I can tell, [Theano] is actually the only tensor/ndarray aware differentiator out there And AlgoPy, a tensor/ndarray aware arbitrary order automatic differentiator

Re: [Numpy-discussion] numerical gradient, Jacobian, and Hessian

2014-04-21 Thread Eelco Hoogendoorn
I was going to suggest numdifftools; its a very capable package in my experience. Indeed it would be nice to have it integrated into scipy. Also, in case trying to calculate a numerical gradient is a case of 'the math getting too bothersome' rather than no closed form gradient actually existing:

Re: [Numpy-discussion] numerical gradient, Jacobian, and Hessian

2014-04-21 Thread alex
On Mon, Apr 21, 2014 at 3:13 AM, Eelco Hoogendoorn hoogendoorn.ee...@gmail.com wrote: As far as I can tell, [Theano] is actually the only tensor/ndarray aware differentiator out there And AlgoPy, a tensor/ndarray aware arbitrary order automatic differentiator (https://pythonhosted.org/algopy/)

[Numpy-discussion] numerical gradient, Jacobian, and Hessian

2014-04-20 Thread Alan G Isaac
Awhile back there were good signs that SciPy would end up with a `diff` module: https://github.com/scipy/scipy/issues/2035 Is this still moving forward? It would certainly be nice for SciPy to have intuitive numerical gradients, Jacobians, and Hessians. The last two are I think missing