Data Analysis and Machine Learning Lectures: Optimization and Gradient Methods

 

 

 

Unsupported functions

Autograd supports many features. However, there are some functions that is not supported (yet) by Autograd.

Assigning a value to the variable being differentiated with respect to 

import autograd.numpy as np
from autograd import grad
def f8(x): # Assume x is an array
    x[2] = 3
    return x*2

f8_grad = grad(f8)

x = 8.4

print("The derivative of f8 is:",f8_grad(x))

Here, Autograd tells us that an 'ArrayBox' does not support item assignment. The item assignment is done when the program tries to assign x[2] to the value 3. However, Autograd has implemented the computation of the derivative such that this assignment is not possible.