gbelouze / forward-gradient

Experiments with forward gradients on optimization test functions

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Optimization with forward gradients on test functions

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This repository hosts the code used for benchmarking forward gradients against canonical test functions, associated to this research paper. This was used in my research work at Lokad as part of my end-of-study internship for the MVA master.

Usage

We recommend you use a virtual environment. To install, run

$ cd [path-to-forward-repository]
$ pip install -e .

Then the data and performance profiles for the experiment can be generated with

$ python3 benchmark/make.py performance
$ python3 benchmark/figures.py performance

You can also generate accuracy profiles, not included in the paper, with

$ python3 benchmark/make.py accuracy
$ python3 benchmark/figures.py accuracy

Acknowledgments

This implementation relies on the following works, which I would like to credit and thank

  • the autograd library for all things autodifferentiation
  • the exhaustive collection of test functions implemented by Axel Thevenot

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Experiments with forward gradients on optimization test functions

License:BSD 2-Clause "Simplified" License


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