Lab 4: Higher-level Languages & Probabilistic Programming (due Sept 20)

• Exercise 1: Auto-differentiation & Optimization (as in minimization/maximization of a function)

• Exercise 2: Probabilistic Programming Language

Resources

• Autodifferentiation

  • ForwardDiff.jl

  • DiffResults.jl

  • ReverseDiff.jl

  • Overview of more Autodiff packages

    • Zygote.jl

    • Diffractor.jl

    • Enzyme.jl

    • FiniteDifferences.jl

• Model Fitting

  • Optim.jl

  • LsqFit.jl

  • GLM.jl

• Minimization Algorithms

  • Gradient Descent

  • Downhill Simplex

  • BFGS

• Probabilistic Programming

  • Turing.jl

  • MCMCChains.jl

  • Soss.jl

• Sampling Algorithms

  • NUTS