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bohreffect t1_iz6emfb wrote

I mean, can you not compute the Jacobian of a constrained optimization program and stack that into any differentiable composition of functions?

People snoozin'.

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[deleted] t1_iz6hlao wrote

no you can't because it's not actually a Jacobian

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bohreffect t1_iz6j2xr wrote

The Jacobian of the solution of a constrained optimization program with respect to its parameters, but I thought that was understood amongst the towering intellect of neural network afficiandos, e.g. the original commenter finding backprop to be stale.

Here's the stochastic programming version: Section 3.3. https://proceedings.neurips.cc/paper/2017/file/3fc2c60b5782f641f76bcefc39fb2392-Paper.pdf

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Ulfgardleo t1_iz9fjio wrote

Funny that stuff always comes back. We used to differentiate SVM solutions wrt kernel parameters like that back in the day.

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