See Fvars for some discussion of how forward mode works and some references. Sounds like Bob was able to help, but I’m also happy to go through some of the more fun structure of higher-order autodiff when I get back.
See Fvars for some discussion of how forward mode works and some references. Sounds like Bob was able to help, but I’m also happy to go through some of the more fun structure of higher-order autodiff when I get back.