Feature/diff api #154
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Reference: kscience/kmath#154
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Experimental API for symbols and automatic differentiation
@ -0,0 +10,4 @@public fun <T> DifferentiableExpression<T>.derivative(orders: Map<Symbol, Int>): Expression<T> =derivativeOrNull(orders) ?: error("Derivative with orders $orders not provided")public fun <T> DifferentiableExpression<T>.derivative(vararg orders: Pair<Symbol, Int>): Expression<T> =Overload with
vararg symbols: Symbolfor order 1 can be added, too.@ -12,30 +31,69 @@ public fun interface Expression<T> {* @param arguments the map of arguments.Why is it commented?
By the way, it is SAM-interface
Operator form can be used:
left(arguments)@ -0,0 +12,4 @@*/public open class AutoDiffValue<out T>(public val value: T)I am sure that it may be replaced with sealed class to prevent one to extend AutoDiffValue with irrelevant object.
Removed
@ -0,0 +10,4 @@public fun <T> DifferentiableExpression<T>.derivative(orders: Map<Symbol, Int>): Expression<T> =derivativeOrNull(orders) ?: error("Derivative with orders $orders not provided")public fun <T> DifferentiableExpression<T>.derivative(vararg orders: Pair<Symbol, Int>): Expression<T> =No sense in that. People will use first, maximum second derivatives. There is an extension for the first. The second one could be added any moment.
@ -0,0 +12,4 @@*/public open class AutoDiffValue<out T>(public val value: T)The idea is that it could be extended anytime. Here
AutoDiffValueis just a marker interface. It is possible to even replace it with an inline class, but we need performance measurements to make that change.Implementation detail and it looks more readable that way.
@ -0,0 +35,4 @@* A factory that converts an expression in autodiff variables to a [DifferentiableExpression]*/public interface AutoDiffProcessor<T : Any, I : Any, A : ExpressionAlgebra<T, I>> {public fun process(function: A.() -> I): DifferentiableExpression<T>SAM
@ -0,0 +35,4 @@* A factory that converts an expression in autodiff variables to a [DifferentiableExpression]*/public interface AutoDiffProcessor<T : Any, I : Any, A : ExpressionAlgebra<T, I>> {public fun process(function: A.() -> I): DifferentiableExpression<T>I see no reason for that. This interface is mostly implemented by companion objects. Also I plan to add additional methods later.