That would be great!
On Wed, Dec 25, 2013 at 3:39 PM, Frederic Testard <frederic.test...@gmail.com> wrote: > In case it helps : the autodiff code in the MCMC package is reverse mode AD > (because it is well suited to gradient code generation), you may find some > inspiration there. > > The current implementation mixes autodiff and some MCMC-specific code that I > am trying to separate. Hopefully there will be a standalone module doing > only reverse mode AD that can be reused elsewhere or become a subpart of a > dedicated Autodiff package. I may get there in a few weeks if I find the > time. >> >> >
