ForwardDiffPullbacks implements pullbacks compatible with ChainRulesCore that are calculated via ForwardDiff.

This package provides the function fwddiff. If wrapped around a function (i.e. fwddiff(f)), it will cause ChainRules (and implicitly Zygote) pullbacks to be calculated using ForwardDiff (i.e. by evaluating the original function with ForwardDiff.Dual numbers, possibly multiple times). The pullback will return a ChainRule thunk for each argument of the function.

So Zygote.gradient(fwddiff(f), xs...) should yield the same result as Zygote.gradient(f, xs...), but will typically be substantially faster for a function that has a comparatively small number of arguments, especially if the function runs a deep calculation.

ForwardDiffPullbacks does come with broadcasting support, fwddiff(f).(args...) will use ForwardDiff to differentiate each iteration in the broadcast separately.

Currently, ForwardDiffPullbacks supports functions whose arguments and result(s) are statically sized, like Real, Tuple, StaticArrays.StaticArray and (nested) NamedTuples and plain structs. Dynamic arrays are not supported yet.