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Re:Differentiation for Hackers by adamnemecek on Saturday June 22, 2019 @03:25PM (#20251238)
Sorry, I was out.

Ok,

f(x) = cuberoot(x^3)

f(0 + eps) = cuberoot((0 + eps)^3) = cuberoot(eps^3) = eps

e.g. value is 0 and the slope is 1.

Re:Differentiation for Hackers by tntn on Saturday June 22, 2019 @04:21PM (#20251535)

    >>> import autograd.numpy as np
    >>> from autograd import grad
    >>> def fn(x):
    ...   return np.power(np.power(x, 3), 1/3)
    ...
    >>> gradfn = grad(fn)
    >>> gradfn(0.0)
    /usr/local/lib/python3.6/dist-packages/autograd/numpy/numpy_vjps.py:59:RuntimeWarning: divide by zero encountered in double_scalars
    lambda ans, x, y : unbroadcast_f(x, lambda g: g * y * x ** anp.where(y, y - 1, 1.)),
    /usr/local/lib/python3.6/dist-packages/autograd/numpy/numpy_vjps.py:59: RuntimeWarning: invalid value encountered in double_scalars
     lambda ans, x, y : unbroadcast_f(x, lambda g: g * y * x ** anp.where(y, y - 1, 1.)),
    nan
… Damn.

    >>> import torch
    >>> x = torch.tensor(0.0, requires_grad=True)
    >>> y = ((x**3) ** (1/3))
    >>> y.backward()
    >>> x.grad
    tensor(nan)
… Damn.
Re:Differentiation for Hackers by adamnemecek on Saturday June 22, 2019 @04:28PM (#20251561)
eps^3 is undefined
Re:Differentiation for Hackers by gugagore on Saturday June 22, 2019 @03:36PM (#20251309)
What is eps^3? ;) You have to turn that into some representation on the computer before you can even pass it to cuberoot.
Re:Differentiation for Hackers by adamnemecek on Saturday June 22, 2019 @03:43PM (#20251349)
Theres is no representation of that value.In this case power is defined only in the range 1-2. You need to simplify the roots first.
Re:Differentiation for Hackers by petschge on Saturday June 22, 2019 @03:47PM (#20251366)
except by the definition of dual numbers eps^2 is 0, as is eps^3. So the slope you computed is 0, which is rather wrong for (a complicated representation of) y=x.
Re:Differentiation for Hackers by adamnemecek on Saturday June 22, 2019 @03:51PM (#20251389)
Eps^3 is undefined. I don't see a problem with simplifying the exponents first.

> a complicated representation of) y=x.

The problem started as that. So no surprise.

Re:Differentiation for Hackers by tntn on Saturday June 22, 2019 @04:02PM (#20251449)
> I don't see a problem with simplifying the exponents first.

Sure, we call that computer algebra. As soon as you start doing that, you aren't doing automatic differentiation, you are doing (at least in part) symbolic differentiation.

Re:Differentiation for Hackers by adamnemecek on Saturday June 22, 2019 @04:20PM (#20251530)
You could similarly say that a computer can't calculate x^1000/x^998 because you can't fit it in 32/64 bits.
Re:Differentiation for Hackers by petschge on Saturday June 22, 2019 @04:30PM (#20251570)
And computers have a hard time with that. Take the following example code:

  #include <math.h>
  #include <stdio.h>
  #include <stdlib.h>
  double f(const double x) {
      return pow(x, 1000) / pow(x, 998);
  }
  int main(int argc, char* argv[]) {
      if(argc != 2) {
          fprintf(stderr, "Usage: %s x\n", argv[0]);
          exit(1);
      }
      const double x = atof(argv[1]); // demo code without error checking
      printf("x = %g, f(x) = %g\n", x, f(x));
      exit(0);
  }
compile with

  gcc -Wall -g -o test test.c -lm
and run it

  petschge@localhost:~$ ./test 0
    x = 0, f(x) = -nan
  petschge@localhost:~$ ./test 1
    x = 1, f(x) = 1
  petschge@localhost:~$ ./test 2
    x = 2, f(x) = 4
The fun thing is, when you compile with

  gcc -Wall -O3 -ffast-math -g -o test2 test.c -lm
you actually get

  petschge@localhost:~$ ./test2 0
    x = 0, f(x) = 0
Re:Differentiation for Hackers by adamnemecek on Saturday June 22, 2019 @04:31PM (#20251576)
That's exactly what i'm saying.