LogDensityProblemsAD.jl
Automatic differentiation backends for LogDensityProblems.jl.
The only exposed function is ADgradient. Example:
using LogDensityProblemsAD, ForwardDiff
∇ℓ = ADgradient(:ForwardDiff, ℓ) # assumes ℓ implements the LogDensityProblems interface
Currently, the following backends are supported:
| backend | notes |
|---|---|
| ForwardDiff.jl | robust, but not ideal for ℝⁿ→ℝ functions |
| ReverseDiff.jl | |
| Zygote.jl | |
| Enzyme.jl | experimental |
| Tracker.jl | not heavily maintained, you may prefer Zygote |