Sir, I know it's 11th hour but I just got the news about JSoC and would be very interested to work on this project.
On Saturday, 16 May 2015 09:06:03 UTC+5:30, Miles Lubin wrote: > > This is both a proposal and a call for interested undergraduate and > graduate students: > > Automatic differentiation is a technique for computing exact numerical > derivatives of user-provided code, as opposed to using finite difference > approximations which introduce approximation errors. These techniques have > a number of applications in statistics, machine learning, optimization, and > other fields. Julia as a language is particularly suitable for implementing > automatic differentiation, and the existing capabilities are already beyond > those of Scipy and MATLAB. We propose a project with the following > components: > > 1. Experiment with the new fast tuple and SIMD features of Julia 0.4 to > develop a blazing fast stack-allocated implementation of DualNumbers with > multiple epsilon components. Integrate with existing packages like Optim, > JuMP, NLsolve, etc., and measure the performance gains over existing > implementations. > > 2. Combine this work with the ForwardDiff package, which aims to provide a > unified interface to different techniques for forward-mode automatic > differentiation, including for higher-order derivatives. > > 3. Time permitting, take a step towards the reverse mode of automatic > differentiation. Possible projects include developing a new implementation > of reverse-mode AD based on the expression-graph format used by JuMP or > contributing to existing packages such as ReverseDiffSource and > ReverseDiffOverload. > > There are quite a number of interesting projects in this area (some with > avenues for publication), so we can adjust the work according to the > student's interests. An ideal student should be interested in experimenting > with state-of-the-art techniques to make code fast. No mathematical > background beyond calculus is needed. See juliadiff.org for more info. > > Co-mentors: Miles Lubin and Theodore Papamarkou > > If this sounds cool and interesting to you, do get in touch! >
