Tim Vieira timvieira
timvieira
/ lagrangeprop.py
Last active
May 1, 2022 06:54
Automatic differentiation as the method of Lagrange multipliers. Code accompanies this blog post: http://timvieira.github.io/blog/post/2017/08/18/backprop-is-not-just-the-chain-rule/
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| # -*- coding: utf-8 -*- | |
| """ | |
| Backprop as the method of Lagrange multiplers (and even the implicit function | |
| theorem). | |
| """ | |
| from __future__ import division | |
| import numpy as np | |
| from arsenal.alphabet import Alphabet | |
| from arsenal.math.checkgrad import finite_difference |
timvieira
/ Notes-on-scipy.special.digamma.ipynb
Last active
October 1, 2024 06:31
Don't use scipy.special.digamma, if you care about speed.
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timvieira
/ Exponential-jumps.ipynb
Last active
June 12, 2019 02:25
Notebook accompanying blog post http://timvieira.github.io/blog/post/2019/06/11/faster-reservoir-sampling-by-waiting/
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