Key Word(s): Automatic differentiation, Forward mode
Lecture 10 Exercise Solutions¶
Exercise 1¶
You will work with the following function for this exercise, \begin{align} f\left(x,y\right) = \exp\left(-\left(\sin\left(x\right) - \cos\left(y\right)\right)^{2}\right). \end{align}
- Draw the computational graph for the function.
- Note: This graph will have $2$ inputs.
- Create the evaluation trace for this function.
- Use the graph / trace to evaluate $f\left(\dfrac{\pi}{2}, \dfrac{\pi}{3}\right)$.
- Compute $\dfrac{\partial f}{\partial x}\left(\dfrac{\pi}{2}, \dfrac{\pi}{3}\right)$ and $\dfrac{\partial f}{\partial y}\left(\dfrac{\pi}{2}, \dfrac{\pi}{3}\right)$ using the forward mode of AD.
Solution¶
Trace | Elementary Function | Current Value | Elementary Function Derivative | $\nabla_{x}$ Value | $\nabla_{y}$ Value |
---|---|---|---|---|---|
$x_{1}$ | $x_{1}$ | $\dfrac{\pi}{2}$ | $\dot{x}_{1}$ | $1$ | $0$ |
$x_{2}$ | $x_{2}$ | $\dfrac{\pi}{3}$ | $\dot{x}_{2}$ | $0$ | $1$ |
$v_{1}$ | $\sin\left(x_{1}\right)$ | $1$ | $\cos\left(x_{1}\right)\dot{x}_{1}$ | $0$ | $0$ |
$v_{2}$ | $\cos\left(x_{2}\right)$ | $\dfrac{1}{2}$ | $-\sin\left(x_{2}\right)\dot{x}_{2}$ | $0$ | $-\dfrac{\sqrt{3}}{2}$ |
$v_{3}$ | $-v_{2}$ | $-\dfrac{1}{2}$ | $-\dot{v}_{2}$ | $0$ | $\dfrac{\sqrt{3}}{2}$ |
$v_{4}$ | $v_{1} + v_{3}$ | $\dfrac{1}{2}$ | $\dot{v}_{1} + \dot{v}_{3}$ | $0$ | $\dfrac{\sqrt{3}}{2}$ |
$v_{5}$ | $v_{4}^{2}$ | $\dfrac{1}{4}$ | $2v_{4}\dot{v}_{4}$ | $0$ | $\dfrac{\sqrt{3}}{2}$ |
$v_{6}$ | $-v_{5}$ | $-\dfrac{1}{4}$ | $-\dot{v}_{5}$ | $0$ | $-\dfrac{\sqrt{3}}{2}$ |
$v_{7}$ | $\exp\left(v_{6}\right)$ | $\exp\left(-1/4\right)$ | $\exp\left(v_{6}\right)\dot{v}_{6}$ | $0$ | $-\dfrac{\sqrt{3}}{2}\exp\left(-1/4\right)$ |
Exercise 2¶
\begin{align} f\left(x,y\right) = \begin{bmatrix} xy + \sin\left(x\right) \\ x + y + \sin\left(xy\right) \end{bmatrix}. \end{align}Trace | Elem. | Val. | Elem. Der. | $\nabla_{x}$ | $\nabla_{y}$ |
---|---|---|---|---|---|
$x_{1}$ | $x_{1}$ | $a$ | $\dot{x}_{1}$ | $1$ | $0$ |
$x_{2}$ | $x_{2}$ | $b$ | $\dot{x}_{2}$ | $0$ | $1$ |
$v_{1}$ | $x_{1}x_{2}$ | $ab$ | $x_{1}\dot{x}_{2} + x_{2}\dot{x}_{1}$ | $b$ | $a$ |
$v_{2}$ | $x_{1} + x_{2}$ | $a+b$ | $\dot{x}_{1} + \dot{x}_{2}$ | $1$ | $1$ |
$v_{3}$ | $\sin\left(x_{1}\right)$ | $\sin\left(a\right)$ | $\cos\left(x_{1}\right)\dot{x}_{1}$ | $\cos\left(a\right)$ | $0$ |
$v_{4}$ | $\sin\left(v_{1}\right)$ | $\sin\left(ab\right)$ | $\cos\left(v_{1}\right)\dot{v}_{1}$ | $b\cos\left(ab\right)$ | $a\cos\left(ab\right)$ |
$v_{5}$ | $v_{1} + v_{3}$ | $ab + \sin\left(a\right)$ | $\dot{v_{1}} + \dot{v_{3}}$ | $b + \cos\left(a\right)$ | $a$ |
$v_{6}$ | $v_{2} + v_{4}$ | $a+b + \sin\left(ab\right)$ | $\dot{v}_{2} + \dot{v}_{4}$ | $1 + b\cos\left(ab\right)$ | $1 + a\cos\left(ab\right)$ |