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CarloLucibello avatar CarloLucibello commented on May 19, 2024

This is due to limited numerical precision, since the elements of w=zeros(..) in the numerical derivative are evaluated at the very small numbers

w1 = -8.515919680016301e-109
w2 = 8.515919680016301e-109

due to the default gc_dx(x::Number)=cbrt(eps(float(x))), and therefore they are ignored when summed with the element of x, resulting numerically in f(w2) == f(w1).

By the way, the gradcheck method now is not even in the library but in test/gradcheck.jl

from autograd.jl.

denizyuret avatar denizyuret commented on May 19, 2024

@CarloLucibello is correct: in the output above, nd is the numerical derivative and d is the derivative computed by the program. Even though the numerical derivative is false due to the numeric error, grad computes d=1/1024 which is the correct result.

I am moving gradcheck, addtest, display and other non-essential functions out of the package to reduce bloat. They are still available as stand-alone utilities in AutoGrad.dir("util") and AutoGrad.dir("test").

from autograd.jl.

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