(Opening a new topic instead of resurrecting some older ones.) I am wondering about the current state of libraries for reverse mode AD, specifically for differentiating \mathbb{R}^n \to \mathbb{R} functions that accept an AbstractVector and return something Real, may contain branches (in my exper…

State of reverse mode AD tools

Tamas_Papp March 5, 2019, 10:51am 9

Thanks. I have an open PR that I could merge for LogDensityProblems.jl once this is fixed, which would allow the use of Zygote in MCMC.

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