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https://github.com/rdyro/sensitivity_jax

JAX library for first- and second-order optimization sensitivity analysis
https://github.com/rdyro/sensitivity_jax

jax machine-learning optimization-tools

Last synced: 11 months ago
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JAX library for first- and second-order optimization sensitivity analysis

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# sensitivity_jax

``sensitivity_jax`` is a package designed to allow taking first- and
**second-order** derivatives through optimization or any other fixed-point
process.

This package builds on top of [JAX](https://github.com/google/jax). We also
maintain an implementation in [PyTorch](https://pytorch.org/)
[here](https://rdyro.github.io/sensitivity_torch/).

## Documentation

[Documentation can be found here.](https://rdyro.github.io/sensitivity_jax/)

## Installation

Install using pip
```bash
$ pip install git+https://github.com/rdyro/sensitivity_jax.git
```
or from source
```bash
$ git clone git@github.com:rdyro/sensitivity_jax.git
$ cd sensitivity_jax
$ python3 setup.py install --user
```

### Testing

Run all unit tests using
```bash
$ python3 setup.py test
```