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MikeInnes avatar MikeInnes commented on May 16, 2024 2

Incidentally it's easy to do forward-over-reverse with Zygote's API.

using Flux

y, back = Tracker.forward(x -> [3x^2, 5x+2], 5)

Tracker.gradient(x -> back(x)[1], [1, 1]) # [30, 5]

This probably won't actually work with Zygote yet, since nested AD doesn't work in all cases, but it will eventually.

from zygote.jl.

MikeInnes avatar MikeInnes commented on May 16, 2024

Zygote is reverse mode, so the output of forward calculates a vector-Jacobian product. For forward you should probably check out ForwardDiff.jl.

It would be good to add utilities for full Jacobians though.

from zygote.jl.

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