18.S096 | January IAP 2023 | Undergraduate

Matrix Calculus for Machine Learning and Beyond

Lecture 6 Part 1: Adjoint Differentiation of ODE Solutions

Description: Many systems are modeled by ordinary differential equations (ODEs), and often you want the derivative of the ODE solution with respect to parameters of the equations. An efficient way to do this is often to solve a second “adjoint” ODE.

Instructors: Alan Edelman, Steven G. Johnson

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January IAP 2023
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