January 15, 2025
Differentiation: Three Ways
Three approaches to computing derivatives, forward-mode AD, reverse-mode AD, and finite differences, each with different trade-offs for numerical computing and machine learning.
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Three approaches to computing derivatives, forward-mode AD, reverse-mode AD, and finite differences, each with different trade-offs for numerical computing and machine learning.
Dual numbers extend our number system with an infinitesimal epsilon where epsilon^2 = 0. Evaluating f(x + epsilon) yields f(x) + epsilon * f'(x)—the derivative emerges automatically from the algebra.