Automatic Differentiation Slow (Slower than Finite-Differences)

[tkoolen]

Sorry, the GC stuff is definitely an artifact. Here’s a better picture:

function test(n, results, b)
    for i = 1 : n
        ForwardDiff.gradient!(results, logit_GMM, b)
    end
end

using ProfileView
test(1, results, b)
Profile.clear()
@profile test(100, results, b)
ProfileView.view()