Projects in Awesome Lists tagged with automatic-differentiation

https://github.com/ggml-org/ggml

Tensor library for machine learning

automatic-differentiation large-language-models machine-learning tensor-algebra

Last synced: 26 May 2026

https://github.com/gorgonia/gorgonia

Gorgonia is a library that helps facilitate machine learning in Go.

artificial-intelligence automatic-differentiation computation-graph deep-learning deep-neural-networks deeplearning differentiation go golang gorgonia gradient-descent graph-computation hacktoberfest machine-learning neural-network symbolic-differentiation

Last synced: 09 Apr 2025

https://stack-of-tasks.github.io/pinocchio/

A fast and flexible implementation of Rigid Body Dynamics algorithms and their analytical derivatives

analytical-derivatives automatic-differentiation c-plus-plus casadi code-generation conda cppad dynamics fcl kinematics motion-planning pinocchio python rigid-body-dynamics robotics ros urdf

Last synced: 15 Nov 2025

https://github.com/pennylaneai/pennylane

PennyLane is a cross-platform Python library for quantum computing, quantum machine learning, and quantum chemistry. Train a quantum computer the same way as a neural network.

autograd automatic-differentiation cirq deep-learning differentiable-computing hacktoberfest jax machine-learning neural-network optimization python pytorch qiskit qml quantum quantum-chemistry quantum-computing quantum-machine-learning strawberryfields tensorflow

Last synced: 10 Mar 2026

https://github.com/PennyLaneAI/pennylane

PennyLane is a cross-platform Python library for quantum computing, quantum machine learning, and quantum chemistry. Train a quantum computer the same way as a neural network.

autograd automatic-differentiation cirq deep-learning differentiable-computing hacktoberfest jax machine-learning neural-network optimization python pytorch qiskit qml quantum quantum-chemistry quantum-computing quantum-machine-learning strawberryfields tensorflow

Last synced: 26 Mar 2025

https://github.com/stack-of-tasks/pinocchio

A fast and flexible implementation of Rigid Body Dynamics algorithms and their analytical derivatives

analytical-derivatives automatic-differentiation c-plus-plus casadi code-generation conda cppad dynamics fcl kinematics motion-planning pinocchio python rigid-body-dynamics robotics ros urdf

Last synced: 05 Jan 2026

https://github.com/google/tangent

Source-to-Source Debuggable Derivatives in Pure Python

autodiff automatic-differentiation deep-learning machine-learning

Last synced: 29 Sep 2025

https://github.com/nlpodyssey/spago

Self-contained Machine Learning and Natural Language Processing library in Go

artificial-intelligence automatic-differentiation automatic-translation bart bert bert-as-service computation-graph deep-learning deeplearning language-model lstm machine-learning named-entities-recognition natural-language-processing neural-network nlp question-answering recurrent-networks transformer-architecture

Last synced: 29 Apr 2025

https://github.com/autodiff/autodiff

automatic differentiation made easier for C++

auto-differentiation autodiff autodifferentiation automatic-differentiation derivatives differentiation numerical-derivation

Last synced: 14 May 2025

https://github.com/ethz-adrl/control-toolbox

The Control Toolbox - An Open-Source C++ Library for Robotics, Optimal and Model Predictive Control

automatic-differentiation control-systems cpp disturbance-observer extended-kalman-filter ilqg ilqr lqr-controller model-predictive-control multiple-shooting optimal-control riccati-solver rigid-body-dynamics robotics trajectory-optimization

Last synced: 15 May 2025

https://github.com/fluxml/zygote.jl

21st century AD

automatic-differentiation control-flow gradient julia julia-compiler machine-learning

Last synced: 13 May 2025

https://github.com/FluxML/Zygote.jl

21st century AD

automatic-differentiation control-flow gradient julia julia-compiler machine-learning

Last synced: 24 Mar 2025

https://github.com/enzymead/enzyme

High-performance automatic differentiation of LLVM and MLIR.

ad automatic-differentiation c clang compiler cpp deep-learning derivative differentiable-programming enzyme gradient high-performance llvm llvm-enzyme machine-learning pytorch rust scientific-computing simulation tensorflow

Last synced: 02 Apr 2026

https://github.com/mratsim/arraymancer

A fast, ergonomic and portable tensor library in Nim with a deep learning focus for CPU, GPU and embedded devices via OpenMP, Cuda and OpenCL backends

autograd automatic-differentiation cuda cudnn deep-learning gpgpu gpu-computing high-performance-computing iot linear-algebra machine-learning matrix-library multidimensional-arrays ndarray neural-networks nim opencl openmp parallel-computing tensor

Last synced: 14 May 2025

https://github.com/EnzymeAD/Enzyme

High-performance automatic differentiation of LLVM and MLIR.

ad automatic-differentiation c clang compiler cpp deep-learning derivative differentiable-programming enzyme gradient high-performance llvm llvm-enzyme machine-learning pytorch rust scientific-computing simulation tensorflow

Last synced: 20 Mar 2025

https://github.com/owlbarn/owl

Owl - OCaml Scientific Computing @ https://ocaml.xyz

algorithmic-differentation autograd automatic-differentiation gsl linear-algebra machine-learning maths matrix mcmc ndarray neural-network numerical-calculations optimization plotting regression scientific-computing sparse-linear-systems statistical-functions statistics topic-modeling

Last synced: 14 May 2025

https://github.com/aesara-devs/aesara

Aesara is a Python library for defining, optimizing, and efficiently evaluating mathematical expressions involving multi-dimensional arrays.

aesara automatic-differentiation optimizing-compiler optimizing-compilers symbolic-computation tensors term-rewriting-system theano transpiler

Last synced: 11 Dec 2025

https://github.com/mratsim/Arraymancer

A fast, ergonomic and portable tensor library in Nim with a deep learning focus for CPU, GPU and embedded devices via OpenMP, Cuda and OpenCL backends

autograd automatic-differentiation cuda cudnn deep-learning gpgpu gpu-computing high-performance-computing iot linear-algebra machine-learning matrix-library multidimensional-arrays ndarray neural-networks nim opencl openmp parallel-computing tensor

Last synced: 16 Apr 2025

https://mratsim.github.io/Arraymancer/

A fast, ergonomic and portable tensor library in Nim with a deep learning focus for CPU, GPU and embedded devices via OpenMP, Cuda and OpenCL backends

autograd automatic-differentiation cuda cudnn deep-learning gpgpu gpu-computing high-performance-computing iot linear-algebra machine-learning matrix-library multidimensional-arrays ndarray neural-networks nim opencl openmp parallel-computing tensor

Last synced: 08 May 2025

https://github.com/eduardoleao052/js-pytorch

A JavaScript library like PyTorch, with GPU acceleration.

automatic-differentiation deep-learning javascript-library neural-networks pytorch

Last synced: 14 May 2025

https://github.com/juliadiff/forwarddiff.jl

Forward Mode Automatic Differentiation for Julia

automatic-differentiation calculus julia

Last synced: 28 Dec 2025

https://github.com/JuliaDiff/ForwardDiff.jl

Forward Mode Automatic Differentiation for Julia

automatic-differentiation calculus julia

Last synced: 15 Apr 2025

https://github.com/kthohr/optim

OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

armadillo automatic-differentiation bfgs cpp cpp11 differential-evolution eigen eigen3 evolutionary-algorithms gradient-descent lbfgs newton numerical-optimization-methods openmp openmp-parallelization optim optimization optimization-algorithms particle-swarm-optimization

Last synced: 16 May 2025

https://github.com/peterdsharpe/aerosandbox

Aircraft design optimization made fast through computational graph transformations (e.g., automatic differentiation). Composable analysis tools for aerodynamics, propulsion, structures, trajectory design, and much more.

3d-panel aerodynamic-analysis aerodynamics aerospace aerospace-engineering aircraft aircraft-design airplane analysis automatic-differentiation cfd mdao mdo optimization python simulation vlm xfoil

Last synced: 14 May 2025

https://github.com/oreilly-japan/deep-learning-from-scratch-3

『ゼロから作る Deep Learning ❸』(O'Reilly Japan, 2020)

autograd automatic-differentiation deep-learning gpu nueral-networks python

Last synced: 16 May 2025

https://github.com/stan-dev/math

The Stan Math Library is a C++ template library for automatic differentiation of any order using forward, reverse, and mixed modes. It includes a range of built-in functions for probabilistic modeling, linear algebra, and equation solving.

automatic-differentiation boost cpp eigen math stan stan-math-library sundials

Last synced: 06 Jan 2026

https://github.com/thoughtworksinc/deeplearning.scala

A simple library for creating complex neural networks

automatic-differentiation deep-learning deep-neural-networks domain-specific-language dsl functional-programming machine-learning neural-network scala symbolic-computation

Last synced: 15 May 2025

https://github.com/sciml/optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml

Last synced: 01 Apr 2026

https://github.com/SciML/GalacticOptim.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml

Last synced: 23 Mar 2025

https://github.com/peterdsharpe/AeroSandbox

Aircraft design optimization made fast through computational graph transformations (e.g., automatic differentiation). Composable analysis tools for aerodynamics, propulsion, structures, trajectory design, and much more.

3d-panel aerodynamic-analysis aerodynamics aerospace aerospace-engineering aircraft aircraft-design airplane analysis automatic-differentiation cfd mdao mdo optimization python simulation vlm xfoil

Last synced: 14 Mar 2025

https://github.com/SciML/Optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

algorithmic-differentiation automatic-differentiation convex-optimization derivative-free-optimization global-optimization hacktoberfest julia local-optimization mixed-integer-programming nonlinear-optimization optimization scientific-machine-learning sciml

Last synced: 04 May 2025

https://github.com/mcabbott/tullio.jl

⅀

automatic-differentiation einsum julia notation tensor

Last synced: 13 Feb 2026

https://github.com/mcabbott/Tullio.jl

⅀

automatic-differentiation einsum julia notation tensor

Last synced: 10 Apr 2025

https://github.com/pennylaneai/qml

Introductions to key concepts in quantum programming, as well as tutorials and implementations from cutting-edge quantum computing research.

autograd automatic-differentiation demo key-concepts neural-networks pytorch qml quantum-chemistry quantum-computing quantum-machine-learning tensorflow tutorials

Last synced: 10 Jun 2025

https://github.com/ott-jax/ott

Optimal transport tools implemented with the JAX framework, to solve large scale matching problems of any flavor.

automatic-differentiation gromov-wasserstein jax optimal-transport sinkhorn

Last synced: 01 May 2025

https://github.com/metaopt/torchopt

TorchOpt is an efficient library for differentiable optimization built upon PyTorch.

automatic-differentiation bilevel-optimization deep-learning differentiable-optimization differentiable-programming functional-programming implicit-differentiation meta-learning meta-reinforcement-learning meta-rl optimization optimizer pytorch

Last synced: 13 Apr 2025

https://github.com/enzymead/enzyme.jl

Julia bindings for the Enzyme automatic differentiator

ad automatic-differentiation compiler differentiable-programming enzyme julia llvm machine-learning

Last synced: 15 Jun 2026

https://github.com/PennyLaneAI/qml

Introductions to key concepts in quantum programming, as well as tutorials and implementations from cutting-edge quantum computing research.

autograd automatic-differentiation demo key-concepts neural-networks pytorch qml quantum-chemistry quantum-computing quantum-machine-learning tensorflow tutorials

Last synced: 02 Apr 2025

https://github.com/breandan/kotlingrad

🧩 Shape-Safe Symbolic Differentiation with Algebraic Data Types

algebraic-data-types array-programming automatic-differentiation chinese computer-algebra differentiable-programming gradient-descent kotlin linear-algebra message-passing multi-stage-programming optimization shape-safety symbolic-differentiation types

Last synced: 15 May 2025

https://github.com/raskr/rust-autograd

Tensors and differentiable operations (like TensorFlow) in Rust

autograd automatic-differentiation deep-learning machine-learning neural-networks rust tensor

Last synced: 07 Apr 2026

https://github.com/chakravala/Grassmann.jl

⟨Grassmann-Clifford-Hodge⟩ multilinear differential geometric algebra

algebra automatic-differentiation clifford-algebras complex-numbers computational-geometry computer-algebra differential-geometry discrete-exterior-calculus geometric-algebra geometry-processing lie-groups linear-algebra manifolds quantum-computing quaternion simplicial-complexes tensor tensor-algebra topology

Last synced: 08 May 2025

https://github.com/chakravala/grassmann.jl

⟨Grassmann-Clifford-Hodge⟩ multilinear differential geometric algebra

algebra automatic-differentiation clifford-algebras complex-numbers computational-geometry computer-algebra differential-geometry discrete-exterior-calculus geometric-algebra geometry-processing lie-groups linear-algebra manifolds quantum-computing quaternion simplicial-complexes tensor tensor-algebra topology

Last synced: 26 Feb 2026

https://github.com/ThoughtWorksInc/DeepDarkFantasy

A Programming Language for Deep Learning

automatic-differentiation deep-learning dsl functional-programming

Last synced: 02 Apr 2025

https://github.com/thoughtworksinc/deepdarkfantasy

A Programming Language for Deep Learning

automatic-differentiation deep-learning dsl functional-programming

Last synced: 06 Apr 2025

https://github.com/juliadiff/chainrules.jl

forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs

automatic-differentiation forward-mode hacktoberfest julia mixed-mode reverse-mode

Last synced: 14 May 2025

https://github.com/EnzymeAD/Enzyme.jl

Julia bindings for the Enzyme automatic differentiator

ad automatic-differentiation compiler differentiable-programming enzyme julia llvm machine-learning

Last synced: 18 Oct 2025

https://github.com/mentat-collective/emmy

The Emmy Computer Algebra System.

automatic-differentiation calculus clojure clojurescript computer-algebra differential-geometry explorable-explanations hamiltonian lagrangian-mechanics mathematics physics physics-simulation sussman symbolic-math

Last synced: 14 May 2025

https://github.com/auto-differentiation/xad

Powerful automatic differentiation in C++ and Python

automatic-differentiation biotechnology computer-graphics derivatives machine-learning meteorology numerical-analysis optimisation quant-finance risk-management robotics scientific-computing

Last synced: 06 Feb 2026

https://github.com/juliadiff/reversediff.jl

Reverse Mode Automatic Differentiation for Julia

automatic-differentiation calculus julia

Last synced: 16 Jan 2026

https://github.com/MITgcm/MITgcm

M.I.T General Circulation Model master code and documentation repository

automatic-differentiation climate-science data-assimilation exoplanets gfd mitgcm ocean-modelling

Last synced: 20 Jul 2025

https://github.com/JuliaDiff/TaylorSeries.jl

Taylor polynomial expansions in one and several independent variables.

automatic-differentiation julia polynomials taylor-expansions

Last synced: 27 Mar 2025

https://github.com/juliadiff/taylorseries.jl

Taylor polynomial expansions in one and several independent variables.

automatic-differentiation julia polynomials taylor-expansions

Last synced: 15 May 2025

https://github.com/JuliaDiff/ReverseDiff.jl

Reverse Mode Automatic Differentiation for Julia

automatic-differentiation calculus julia

Last synced: 04 May 2025

https://github.com/sciml/surrogates.jl

Surrogate modeling and optimization for scientific machine learning (SciML)

automatic-differentiation differential-equations high-performance-computing julia optimization scientific-machine-learning sciml surrogate surrogate-based-optimization surrogate-models surrogates

Last synced: 15 May 2025

https://github.com/leopard-ai/betty

Betty: an automatic differentiation library for generalized meta-learning and multilevel optimization

artificial-intelligence autodiff automatic-differentiation bilevel-optimization deep-learning hyperparameter-optimization implicit-differentiation machine-learning meta-learning multilevel-optimization neural-architecture-search pytorch reinforcement-learning

Last synced: 29 Dec 2025

https://github.com/SciML/Surrogates.jl

Surrogate modeling and optimization for scientific machine learning (SciML)

automatic-differentiation differential-equations high-performance-computing julia optimization scientific-machine-learning sciml surrogate surrogate-based-optimization surrogate-models surrogates

Last synced: 04 May 2025

https://github.com/kailaix/adcme.jl

Automatic Differentiation Library for Computational and Mathematical Engineering

automatic-differentiation machine-learning neural-networks numerical-pdes optimization scientific-computing tensorflow

Last synced: 22 Feb 2026

https://github.com/jonathanraiman/theano_lstm

:microscope: Nano size Theano LSTM module

adadelta automatic-differentiation dropout gru lstm machine-learning neural-network python recurrent-networks theano tutorial

Last synced: 05 Apr 2025

https://github.com/tensorlang/tensorlang

Tensorlang, a differentiable programming language based on TensorFlow

automatic-differentiation deep-learning machine-learning programming-language tensorflow

Last synced: 19 Jul 2025

https://github.com/kailaix/ADCME.jl

Automatic Differentiation Library for Computational and Mathematical Engineering

automatic-differentiation machine-learning neural-networks numerical-pdes optimization scientific-computing tensorflow

Last synced: 04 May 2025

https://github.com/JuliaDiff/ChainRulesCore.jl

AD-backend agnostic system defining custom forward and reverse mode rules. This is the light weight core to allow you to define rules for your functions in your packages, without depending on any particular AD system.

automatic-differentiation hacktoberfest julia

Last synced: 15 Apr 2025

https://github.com/juliadiff/chainrulescore.jl

AD-backend agnostic system defining custom forward and reverse mode rules. This is the light weight core to allow you to define rules for your functions in your packages, without depending on any particular AD system.

automatic-differentiation hacktoberfest julia

Last synced: 15 May 2025

https://github.com/tumaer/JAXFLUIDS

Differentiable Fluid Dynamics Package

automatic-differentiation cfd compressible-flows computational-fluid-dynamics cuda deep-learning fluid-dynamics gpu gpu-computing high-performance hpc jax jaxfluids machine-learning multi-phase-flows tpu turbulence

Last synced: 26 Oct 2025

https://github.com/juliadiff/differentiationinterface.jl

An interface to various automatic differentiation backends in Julia.

autodiff automatic-differentiation differentiation julia machine-learning

Last synced: 15 May 2025

https://github.com/tencent-quantum-lab/tensorcircuit

Tensor network based quantum software framework for the NISQ era

automatic-differentiation jax machine-learning matrix-product-states neural-network nisq open-quantum-systems pytorch quantum quantum-algorithms quantum-circuit quantum-computing quantum-dynamics quantum-error-mitigation quantum-machine-learning quantum-noise quantum-simulation tensor-network tensorflow variational-quantum-algorithms

Last synced: 04 Apr 2025

https://github.com/pranftw/neograd

A deep learning framework created from scratch with Python and NumPy

ai autograd automatic-differentiation deep-learning deep-learning-framework machine-learning neural-network numpy python pytorch-api scratch-implementation

Last synced: 24 Dec 2025

https://github.com/sciml/integrals.jl

A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

algorithmic-differentiation automatic-differentiation differentiable-programming integration julia julia-language julialang numerical-integration quadrature scientific-machine-learning sciml

Last synced: 15 May 2025

https://github.com/SciML/Integrals.jl

A common interface for quadrature and numerical integration for the SciML scientific machine learning organization

algorithmic-differentiation automatic-differentiation differentiable-programming integration julia julia-language julialang numerical-integration quadrature scientific-machine-learning sciml

Last synced: 04 May 2025

https://github.com/juliatopopt/topopt.jl

A package for binary and continuous, single and multi-material, truss and continuum, 2D and 3D topology optimization on unstructured meshes using automatic differentiation in Julia.

automatic-differentiation beso buckling civil-engineering continuum-mechanics engineering-design generative-design geometry-optimization mechanical-engineering multimaterial neural-design-representation simp stress-constraints structural-design tobs topology-optimization truss-optimization unstructured-meshes

Last synced: 21 Oct 2025

https://github.com/under-peter/omeinsum.jl

One More Einsum for Julia! With runtime order-specification and high-level adjoints for AD

automatic-differentiation contraction einsum

Last synced: 26 Dec 2025

https://github.com/esa/torchquad

Numerical integration in arbitrary dimensions on the GPU using PyTorch / TF / JAX

automatic-differentiation gpu high-performance-computing integration machine-learning monte-carlo-integration multidimensional-integration numerical-integration python pytorch torchquad vegas vegas-enhanced

Last synced: 15 May 2025

https://github.com/mstksg/backprop

Heterogeneous automatic differentiation ("backpropagation") in Haskell

automatic-differentiation backprop backpropagation deep-learning gradient-descent graph neural-network

Last synced: 05 Mar 2026

https://github.com/kthohr/mcmc

A C++ library of Markov Chain Monte Carlo (MCMC) methods

armadillo automatic-differentiation cpp cpp11 de differential-evolution eigen eigen3 hamiltonian-monte-carlo hmc langevin-diffusion mala markov-chain-monte-carlo mcmc metropolis-hastings riemannian-manifold

Last synced: 31 Jul 2025

https://github.com/joaoleal/cppadcodegen

Source Code Generation for Automatic Differentiation using Operator Overloading

algorithmic-differentation automatic-differentiation c-plus-plus dae differentiation jit latex mathml

Last synced: 21 Oct 2025

https://github.com/ferrite-fem/tensors.jl

Efficient computations with symmetric and non-symmetric tensors with support for automatic differentiation.

automatic-differentiation cfd finite-elements symmetric-tensors tensor

Last synced: 13 Oct 2025

https://github.com/denizyuret/autograd.jl

Julia port of the Python autograd package.

autograd automatic-differentiation data-science deep-learning knet machine-learning neural-networks

Last synced: 05 Oct 2025

https://github.com/ami-iit/jaxsim

A differentiable physics engine and multibody dynamics library for control and robot learning.

aba ad automatic-differentiation crba dynamics featherstone jacobian jax jit kinematics ode physics physics-engine rigid-body-dynamics rnea robotics robotics-control robotics-simulation simulation simulation-modeling

Last synced: 17 Nov 2025

https://github.com/dfdx/yota.jl

Reverse-mode automatic differentiation in Julia

automatic-differentiation machine-learning

Last synced: 14 Jul 2025

https://github.com/pennylaneai/catalyst

A JIT compiler for hybrid quantum programs in PennyLane

autodiff automatic-differentiation jax jit llvm mlir pennylane python qir quantum quantum-compiler quantum-computing

Last synced: 15 May 2025

https://github.com/jialuechen/torchquant

PyTorch Extension Library for Quantitative Finance

automatic-differentiation deep-learning derivatives-pricing malliavin-calculus numerical-methods optimal-transport pytorch quantitative-finance quantlib risk-management

Last synced: 14 Dec 2025

https://github.com/beliavsky/fortran-tools

Links to Fortran compilers, preprocessors, formatters, static analyzers, transpilers, IDEs, build systems, etc.

automatic-differentiation automatic-documentation build-system build-tool command-line command-line-parser compilers documentation fortran fortran-compiler hpc list makefile makefile-generation preprocessor static-analysis static-analyzer text-editor tools transpilers

Last synced: 27 Jan 2026

https://github.com/sciml/nbodysimulator.jl

A differentiable simulator for scientific machine learning (SciML) with N-body problems, including astrophysical and molecular dynamics

algorithmic-differentiation automatic-differentiation differentiable-programming geometric-algorithms molecular-dynamics molecular-dynamics-simulation scientific-machine-learning sciml symbolic-integration

Last synced: 21 Oct 2025

https://github.com/Beliavsky/Fortran-Tools

Links to Fortran compilers, preprocessors, formatters, static analyzers, transpilers, IDEs, build systems, etc.

automatic-differentiation automatic-documentation build-system build-tool command-line command-line-parser compilers documentation fortran fortran-compiler hpc list makefile makefile-generation preprocessor static-analysis static-analyzer text-editor tools transpilers

Last synced: 23 Nov 2025

https://github.com/differential-machine-learning/notebooks

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

aad automatic-differentiation backpropagation computational-finance deep-learning derivatives machine-learning notebooks pricing quantitative-finance regression-models risk-magazine risk-management tensorflow