Automatic Differentiation for gamma and psi functions

Question

Frantisek Gaspar 2020-11-29

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https://ww2.mathworks.cn/matlabcentral/answers/667428-automatic-differentiation-for-gamma-and-psi-functions

评论： Frantisek Gaspar 2024-2-21

Is there a way to make automatic differentiation work with MATLAB functions gamma and psi? I can use equivalent custom functions but it is not quite as elegant.

I am using automatic differentiation equivalent to rosenbrock example in https://www.mathworks.com/help/deeplearning/ug/include-automatic-differentiation.html. When I try to use gamma function of psi function in the differentiated function the code ends with error that dlarray is not supported input for the gamma and/or psi function.

If the psi and gamma are just not supported can you recomend a place where I can angrily write that MATLAB is basicaly unsable and ask for this feature to be in the new update? :D

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Answer 1

Aditya Patil 2020-12-23

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https://ww2.mathworks.cn/matlabcentral/answers/667428-automatic-differentiation-for-gamma-and-psi-functions#answer_582537

Currently, dlarray support is not available for gamma and psi. I have brought your request to the notice of concerned people. As a workaround, you can write a function that implements the aforementioned functions using other functions that have dlarray support.

In general, to request any new features, see How can I make a features request?

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Torsten 2023-12-18

I don't understand why automatic differentiation is needed although there are custom MATLAB functions for the derivatives of gamma and polygamma.

Frantisek Gaspar 2024-2-21

Function exp has derivative available, but also can be called with dlarrays. The goal of automatic differenciation is to obtain derivative of any normal function without the need to analyticaly derive it. If any function called within your function does not support dlarrays, like gamma, the process fails.

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