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[R] MatrixCalculus.org -- A tool for automatically computing Matrix Derivatives
Jan. 15, 2022, 3:04 p.m. | /u/bikeskata
Machine Learning www.reddit.com
I came across this site, from Andrew Gelman's blog (https://statmodeling.stat.columbia.edu/2020/06/03/online-matrix-derivative-calculator-vs-matrix-normal-stan/):
http://www.matrixcalculus.org/
It'll do matrix calculus for you, and not only provide you the result, you can export it into either LaTeX or produce Python code! It's super useful for when you have to precompute things by "hand."
There's an associated NeurIPS paper if you want the gory details:
http://www.matrixcalculus.org/matrixcalculus.pdf
submitted by /u/bikeskata[link] [comments]
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