Is there any working implementation of reverse mode automatic differentiation for Haskell?
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by Ian Fiske
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Published on 2010-04-30T13:53:41Z
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The closest-related implementation in Haskell I have seen is the forward mode at http://hackage.haskell.org/packages/archive/fad/1.0/doc/html/Numeric-FAD.html.
The closest related related research appears to be reverse mode for another functional language related to Scheme at http://www.bcl.hamilton.ie/~qobi/stalingrad/.
I see reverse mode in Haskell as kind of a holy grail for a lot of tasks, with the hopes that it could use Haskell's nested data parallelism to gain a nice speedup in heavy numerical optimization.
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