Implement your own source transformation AD with Julia

I wrote a blog post about how to implement your own (operator overloading based) automatic differentiation (AD) in one day (actually 3 hrs) last year. AD looks like magic sometimes, but I’m going to t… Read more

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Performance Tips (Julia)

The Julia Language Docs have a great page on performance tips.  It's worth a read, but the writing is aimed more towards a computer scientist than a data scientist. Here we'll cover some easy performance wins. We find the best way to code in Julia is to:... (more…)

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