[theano-users] Lop for matrix Jacobian product?

[Juan Camilo Gamboa Higuera]

Hi,

Is it possible to do this; e.g. the way autograd does it?

https://github.com/HIPS/autograd/blob/a055b4282e4e9ac91843463aea04bc7cdee8716f/autograd/convenience_wrappers.py#L30)


Thanks!

--Jjuan Camilo

[Pascal Lamblin]

It is always possible to use scan for that, in fact that is what
theano.gradient.jacobian does, by looping over each row of the Jacobian.
See
https://github.com/Theano/Theano/blob/4a8fed96fb8d5faaff4441d19c8aca33350e3db5/theano/gradient.py#L1769

Some optimizations may push parts of the computation out of the loop, to
avoid recomputing the same thing, or just vectorize them, but unfortunately
this would still be a performance hit compared to a more optimized
expression of the same computation.

On Friday, June 16, 2017 at 12:35:45 PM UTC-4, Juan Camilo Gamboa Higuera

Post by Juan Camilo Gamboa Higuera
Hi,
Is it possible to do this; e.g. the way autograd does it?
https://github.com/HIPS/autograd/blob/a055b4282e4e9ac91843463aea04bc7cdee8716f/autograd/convenience_wrappers.py#L30
)
Thanks!
--Jjuan Camilo