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A deep-dive into automatic differentiation: symbolic vs. numerical vs. AD, AST transformation, dual numbers, tapes, hybrid methods, and a generic C++ implementation that computes gradients and solves optimisation problems.
We implemented SmallFun, an alternative to std::function using fixed-size capture optimization (a form of small-buffer optimization) that is 3–5x faster in benchmarks.
A header-only C++ alternative to std::function that uses fixed-size capture optimization (small-buffer optimization) to avoid heap allocation — 3–5x faster in benchmarks.
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