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DiffSharp
Informatique🌐 EN

An automatic differentiation (AD) library providing exact and efficient derivatives (gradients, Hessians, Jacobians, directional derivatives, and matrix-free Hessian- and Jacobian-vector products) for machine learning and optimization applications. Operations can be nested to any level, meaning that you can compute exact higher-order derivatives and differentiate functions that are internally making use of differentiation, for applications such as hyperparameter optimization.

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diffsharp.github.io