Will Tebbutt
Will Tebbutt
@4aHxKzD was asking about ways to contribute to this package in a different issue, which made me realise that we don't currently have a TODO list for this package, or...
@wesselb and I had a discussion about this a while ago, and I completely forgot to raise an issue about it. While `FiniteDifferences` accuracy for functions of `Float64`s is as...
Firstly, I'm very fond of `to_vec` -- it's served us well over the last couple of years. We know it has some shortcomings though, that we will need to address...
As suggested in https://github.com/JuliaDiff/FiniteDifferences.jl/issues/90#issuecomment-650078638 , we might want to consider moving away from `to_vec` towards defining operations on `ChainRules`'s types directly. In particular #91 implements the `difference` operation, which is...
Relates to #80 -- FiniteDifferences cannot generally handle functions for which either the _size_ the _type_ of the output is a function of the _value_ of the input. Given that...
Our docs appear to be a bit out of date. In particular the `jvp` and `j′vp` stuff isn't well documented :(
Do a comparison of a vanilla Ornstein-Uhlenbeck implemented in Turing, and Stheno GP-based implementation.
This PR is a proposal I've been working on to address the issues discussed (at length) in #441 . To understand the PR, please consult `notes.md` first, and `examples.jl` once...
Natural tangents are helpful because they're sometimes more intelligible to humans than structural tangents in a number of situations, and can play nicely with generic linear operations written in `rrule`s...
## Problem Statement PDMats.jl doesn't utilise CRC, however, it has a decent chunk of code that needs to be opted out of. For example, [this diag rule](https://github.com/JuliaDiff/ChainRules.jl/blob/a6c9ade4ef003a64c00fa6fe61a668c4f8390a63/src/rulesets/LinearAlgebra/structured.jl#L68) probably isn't what...