ET-Autodiff

A basic automatic differentiation library built with C++ expression templates.

Et::ConstantExpr C1{ 4 }, C2{ 2 };
Et::VariableExpr X1{ 5.53 }, X2{ -3.12 };
Et::PlaceholderExpr P;

Declaration of Constants,Variables & Placeholder objects.

auto Y = X1 * X1 + X2 * X2 + C1 * X1 + C2 * X2 + P;

Define the Cost function to minimize with respect to the Variables.

y = f(x₁,x₂) = x₁² + x₂² + 4x₁ + 2x₂ - 6.3

Et::GradientDescentOptimizer Optimizer{ Y };

Create an Optimizer object which simplifies the training steps.

int Iterations = 1000;
for (int i = 0; i < Iterations; i++)
{
   std::cout << "Value at #" << i + 1 << " : " <<

   Optimizer
      .ForwardPass(Et::H(P, -6.3))
      .Minimize(0.01)
      .GetPreResult()

   << std::endl;
}

Apply Backpropagation 1,000 times.

std::cout << "Final Value : " << Optimizer.GetPostResult() << std::endl;

Print the final value of the Cost function.