# Training with Mutating Arrays

**URL:** <https://discourse.julialang.org/t/training-with-mutating-arrays/91876>\
**Category:** New to Julia\
**Tags:** neural-network, training\
**Created:** [December 19, 2022, 10:59pm UTC](https://discourse.julialang.org/t/training-with-mutating-arrays/91876 "2022-12-19T22:59:24Z")\
**Posts on this page:** 3\
**Page:** 1

<div class="post-metadata">

**Author:** ![ChrisVL1](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisvl1/32/45240_2.png) [@ChrisVL1](https://discourse.julialang.org/u/ChrisVL1)\
**Post date:** [December 19, 2022, 10:59pm UTC](https://discourse.julialang.org/t/training-with-mutating-arrays/91876/1 "2022-12-19T22:59:25Z")

</div>

I am writing a training function that requires a loop as my loss is the difference between call prices which I need to calculate for various strikes using a loop. However, this results in a mutating array, how do I get around this?

```julia
function predict_neuralsde(p, u = S₀) 
  return Array(Pre_NSDE(u, p)) # Returns an array of stock prices/SDE solutions at each time point. 
end

function loss_neuralsde(p; n = 10000)
u = repeat(reshape(S₀, :, 1), 1, n)
stock = predict_neuralsde(p,u)[1,:,end]
    for i = 1:length(K)
NSDE_call[i] = exp(-r*tspan[2]).*mean(maximum([terminal_values .- K[i] zeros(size(terminal_values))], dims = 2))
end 
NSDE_call
    
loss = sum(abs2, NSDE_call - BS_Price')  
 return loss , NSDE_call  
end  

opt = ADAM(0.025)

adtype = Optimization.AutoZygote()
optf = Optimization.OptimizationFunction((x,p) -> loss_neuralsde(x, n=10000), adtype)
optprob = Optimization.OptimizationProblem(optf, Pre_NSDE.p)
result1 = Optimization.solve(optprob, opt, callback = callback, maxiters = 200) # 200 iterations of training.

```

The error message is as follows:

```julia
Mutating arrays is not supported -- called setindex!(Matrix{Float64}, ...)
This error occurs when you ask Zygote to differentiate operations that change
the elements of arrays in place (e.g. setting values with x .= ...)

```

---

<div class="post-metadata">

**Author:** ![ChrisRackauckas](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisrackauckas/32/77_2.png) [@ChrisRackauckas](https://discourse.julialang.org/u/ChrisRackauckas)\
**Post date:** [December 20, 2022, 7:45am UTC](https://discourse.julialang.org/t/training-with-mutating-arrays/91876/2 "2022-12-20T07:45:18Z")

</div>

> [@ChrisVL1](#):
>
> ```julia
> for i = 1:length(K)
> NSDE_call[i] = exp(-r*tspan[2]).*mean(maximum([terminal_values .- K[i] zeros(size(terminal_values))], dims = 2))
> end 
> 
> ```

Just don’t mutate an array and the error saying you shouldn’t mutate an array will disappear. Change that to:

```julia
NSDE_call = map(i->exp(-r*tspan[2]).*mean(maximum([terminal_values .- K[i] zeros(size(terminal_values))], dims = 2),1:length(K))

```

---

<div class="post-metadata">

**Author:** ![ChrisVL1](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/chrisvl1/32/45240_2.png) [@ChrisVL1](https://discourse.julialang.org/u/ChrisVL1)\
**Post date:** [December 20, 2022, 11:48am UTC](https://discourse.julialang.org/t/training-with-mutating-arrays/91876/3 "2022-12-20T11:48:06Z")

</div>

That worked, thanks so much.