Lecture 3 Part 2 Finite-Difference Approximations
[SQUEAKING] [RUSTLING] [CLICKING] STEVEN JOHNSON: So Alan mentioned fine differences as something that automatic differentiation is not doing. But I do want to talk about fine differences because they do come up a lot when you're talking about computing derivatives on a computer. And as he mentioned, we're going to spend a lot of time talking about automatic differentiation, which is this amazing technology where you can take a program that computes a function. And it will basically compute the derivative analytically in some sense for you. But how it does it takes a little bit of explanation. And this is great. If you're hand-computing derivatives, even though you might think the rules are simple, as you see from the homework, when you get to more complicated functions, especially involving vectors and matrices, it's quite error-prone. And it's a common source of bugs if you're doing numerical optimization route finding sensitivity analysis-- all ...