^^Automatic differentiation, differenziazione automatica, algoritmica.

AD  automatic differentiation  ≡  algorithmic differentiation  ≡  computational differentiation  ≡  auto-differentiation  ≡  autodiff

• in mathematics and computer algebra, is a set of techniques to numerically evaluate the derivative of a function specified by a computer program.
•  ≠  numerical differentiation
•  ≠  symbolic differentiation

Symbolic differentiation drawbacks

from the perspective of just computing answers

1. se la funzione da differenziare e' una procedura, come fare?
2. crescita esponenziale dei calcoli. Derivate successve del prodotto: numerosita' dell'espressione.

Links

1. wp/Automatic_differentiation
2. alexey.radul.name/introduction-to-automatic-differentiation
3. justindomke.wordpress.com/2009/02/17/automatic-differentiation-the-most-criminally-underused-tool-in-the-potential-machine-learning-toolbox

Links

NumPy Numeric Python.