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Autodiff R interface

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Elias Tsigaridas edited this page Feb 18, 2025 · 2 revisions

Overview

Automatic differentiation (autodiff) is a general procedure that performs the following task: Assume that the we have program that, for a given input, outputs the value of a function at the input; autodiff constructs another program that outputs the values of the derivatives of the function on the input (https://en.wikipedia.org/wiki/Automatic_differentiation). This extremely useful, because in many cases the function is very complicated or even unknown and the thus the explicit computation of the derivatives is out of the question. volesti C++ library supports automatic differentiation through autodiff library.

Details of your coding project

The contributor will modify the R function sample_points of volesti to support sampling with automatic differentation. In this way, the user will be able to pass only the definition of a function (from which they want to sample) without its derivatives.

Difficulty: Medium

Size

Medium (175 hours)

Skills

  • Required: C++, R
  • Preferred: Experience with applied mathematics and machine learning

Mentors

  • Vissarion Fisikopoulos <vissarion.fisikopoulos at gmail.com> is an expert in mathematical software, computational geometry, and optimization, and has previous GSOC mentoring experience with Boost C++ libraries (2016-2017) and the R-project (2017).
  • Apostolos Chalkis <tolis.chal at gmail.com> is a Research Engineer at Quantagonia GmbH. He is an expert in statistical software, computational geometry, and optimization, and has previous GSoC student experience (2018 & 2019) and mentoring experience with GeomScale (from 2020 to 2023).

Students, please contact the mentors after completing at least one of the tests below.

Tests

Students, please do one or more of the following tests before contacting the mentors above.

  • Easy: Compile and run CRAN version of volesti.
  • Hard: Modify an existing Rcpp function in the R interface of volesti to provide a new option to the user. This could be something simple; not a major change is required.

For tips and references contact the Mentors!

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