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Perturbation confusion #132

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ArnoStrouwen opened this issue Feb 19, 2021 · 2 comments
Open

Perturbation confusion #132

ArnoStrouwen opened this issue Feb 19, 2021 · 2 comments

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@ArnoStrouwen
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Is SparseDiffTools perturbation confusion safe?

SparseDiffTools.jl/src/differentiation/jaches_products.jl

Line 1 in 86b8b3b

struct DeivVecTag end

@ChrisRackauckas
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You can't nest two jac or hes products.

@ArnoStrouwen
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Is that also true when nested derivatives are being calculated towards different parameters?
An example: calculating the gradient of an optimization objective f(p1), which depends on calculating the zeros of function p2->g(p2,p1).

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@ChrisRackauckas @ArnoStrouwen