Let's implement automatic differentiation (=backpropagation) for a general directed acyclic compute graph to compute the gradient of a scalar-valued loss function. Here is the notebook: https://github.com/Ceyron/machine-lea...
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Timestamps:
00:00 Intro
01:30 Describe a function by a compute graph
02:45 Symbolic Derivative
02:57 Implementing analytic functions
04:00 Manual definition of compute graph
06:23 A (primal) function library
07:42 Primal forward execution of the compute graph
13:38 Library of primitive with pullbacks
19:40 Implementing reverse-mode AD via a vJp transformation
27:50 Testing the AD
29:07 Syntactic Sugar
30:39 Outro
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