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Add sensitivities for pinv #174
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Ported from autograd
Codecov Report
@@ Coverage Diff @@
## master #174 +/- ##
==========================================
+ Coverage 94.87% 94.89% +0.01%
==========================================
Files 21 21
Lines 781 783 +2
==========================================
+ Hits 741 743 +2
Misses 40 40
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|
willtebbutt
suggested changes
Jun 9, 2019
| @@ -128,3 +128,10 @@ function ∇(::typeof(exp), ::Type{Arg{1}}, p, Y, Ȳ, X::AbstractMatrix) | |||
| F = factorize(Uᵀ) | |||
| return real(F \ (Uᵀ * Ȳ / F .* Z) * Uᵀ) | |||
| end | |||
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| # Ported from autograd, which uses https://mathoverflow.net/questions/25778/analytical-... | |||
| # formula-for-numerical-derivative-of-the-matrix-pseudo-inverse | |||
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Please use the academic reference here as well:
Golub, Gene H., and Victor Pereyra. "The differentiation of pseudo-inverses and nonlinear least squares problems whose variables separate." SIAM Journal on numerical analysis 10.2 (1973): 413-432.
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Ported from autograd