https://github.com/dirmeier/jar

Reverse-mode autodiff for R
https://github.com/dirmeier/jar

autodiff autograd r

Last synced: 2 months ago
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Reverse-mode autodiff for R

• Host: GitHub
• URL: https://github.com/dirmeier/jar
• Owner: dirmeier
• License: gpl-3.0
• Created: 2021-09-22T15:24:15.000Z (about 4 years ago)
• Default Branch: master
• Last Pushed: 2021-09-27T19:54:47.000Z (about 4 years ago)
• Last Synced: 2025-03-08T10:59:14.872Z (7 months ago)
• Topics: autodiff, autograd, r
• Language: R
• Homepage:
• Size: 35.2 KB
• Stars: 3
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.Rmd
  • License: LICENSE

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README

          
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output: github_document

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# jar

[![Project Status](http://www.repostatus.org/badges/latest/concept.svg)](http://www.repostatus.org/#concept)

[![R build status](https://github.com/dirmeier/jar/workflows/R-CMD-check/badge.svg)](https://github.com/dirmeier/jar/actions)

[![Codecov test coverage](https://codecov.io/gh/dirmeier/jar/branch/master/graph/badge.svg)](https://codecov.io/gh/dirmeier/jar?branch=master)

> Reverse-mode autodiff for R

## Introduction

This package implements a proof-of-concept of reverse-mode autodiff for R functions. The package is motivated and influenced by [`jax`](https://github.com/google/jax) without being very mature or computationally performant.

```{r}

library(jar)

logpdf <- function(y, mu, sigma) {

  -0.5 * ((y - mu) / sigma) ^ 2 - log(sigma) - 0.5 * log(2*pi)

}

grad(logpdf, 1L)(1.0, 0.0, 1.0)

grad(logpdf, 2L)(1.0, 0.0, 1.0)

grad(logpdf, 3L)(1.0, 0.0, 1.0)

```

## Installation

Get the package using:

```{r, eval=FALSE}

devtools::install_github("dirmeier/jar")

```

## Author

* Simon Dirmeier simon.dirmeier @ web.de