The Elements of Differentiable Programming

The Elements of
Differentiable Programming

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Abstract
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Acknowledgements
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Notation
1Introduction
Part IFundamentals
2Differentiation
3Probabilistic learning
Part IIDifferentiable programs
4Parameterized programs
5Control flows
6Data structures
Part IIIDifferentiating through programs
7Finite differences
8Automatic differentiation
9Second-order automatic differentiation
10Inference in graphical models as differentiation
11Differentiating through optimization
12Differentiating through integration
Part IVSmoothing programs
13Smoothing by optimization
14Smoothing by integration
Part VOptimizing differentiable programs
15Optimization basics
16First-order optimization
17Second-order optimization
18Duality
References

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Source code

We provide some Python source code to accompany the book on github.

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