In the poisson_weak implementation:
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poisson_weak drate = ContT $ \dloss -> do |
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let (rate, rate') = split (exp (ln drate)) |
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x_neg <- poisson rate |
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let x_pos = x_neg + 1 |
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y_neg <- dloss x_neg |
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y_pos <- dloss x_pos |
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let grad = primal y_pos - primal y_neg |
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return (bundle (primal y_neg) (grad * rate')) |
it looks like the derivative contribution from the continuation might be missing from the returned dual number. i.e. something like grad * rate' + tangent y_neg rather than just grad * rate'.
In the
poisson_weakimplementation:adev/src/Numeric/ADEV/Diff.hs
Lines 126 to 133 in 57452f3
it looks like the derivative contribution from the continuation might be missing from the returned dual number. i.e. something like
grad * rate' + tangent y_negrather than justgrad * rate'.