autodiff 0.1.0

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data/.gitignore

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+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/

data/.travis.yml

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+---
+sudo: false
+language: ruby
+cache: bundler
+rvm:
+  - 2.5.3
+before_install: gem install bundler -v 1.16.6

data/CODE_OF_CONDUCT.md

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+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+In the interest of fostering an open and welcoming environment, we as
+contributors and maintainers pledge to making participation in our project and
+our community a harassment-free experience for everyone, regardless of age, body
+size, disability, ethnicity, gender identity and expression, level of experience,
+nationality, personal appearance, race, religion, or sexual identity and
+orientation.
+
+## Our Standards
+
+Examples of behavior that contributes to creating a positive environment
+include:
+
+* Using welcoming and inclusive language
+* Being respectful of differing viewpoints and experiences
+* Gracefully accepting constructive criticism
+* Focusing on what is best for the community
+* Showing empathy towards other community members
+
+Examples of unacceptable behavior by participants include:
+
+* The use of sexualized language or imagery and unwelcome sexual attention or
+advances
+* Trolling, insulting/derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or electronic
+  address, without explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Our Responsibilities
+
+Project maintainers are responsible for clarifying the standards of acceptable
+behavior and are expected to take appropriate and fair corrective action in
+response to any instances of unacceptable behavior.
+
+Project maintainers have the right and responsibility to remove, edit, or
+reject comments, commits, code, wiki edits, issues, and other contributions
+that are not aligned to this Code of Conduct, or to ban temporarily or
+permanently any contributor for other behaviors that they deem inappropriate,
+threatening, offensive, or harmful.
+
+## Scope
+
+This Code of Conduct applies both within project spaces and in public spaces
+when an individual is representing the project or its community. Examples of
+representing a project or community include using an official project e-mail
+address, posting via an official social media account, or acting as an appointed
+representative at an online or offline event. Representation of a project may be
+further defined and clarified by project maintainers.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported by contacting the project team at johnlin@exosite.com. All
+complaints will be reviewed and investigated and will result in a response that
+is deemed necessary and appropriate to the circumstances. The project team is
+obligated to maintain confidentiality with regard to the reporter of an incident.
+Further details of specific enforcement policies may be posted separately.
+
+Project maintainers who do not follow or enforce the Code of Conduct in good
+faith may face temporary or permanent repercussions as determined by other
+members of the project's leadership.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
+available at [http://contributor-covenant.org/version/1/4][version]
+
+[homepage]: http://contributor-covenant.org
+[version]: http://contributor-covenant.org/version/1/4/

data/Gemfile

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+source "https://rubygems.org"
+
+git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
+
+# Specify your gem's dependencies in autodiff.gemspec
+gemspec

data/Gemfile.lock

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+PATH
+  remote: .
+  specs:
+    autodiff (0.1.0)
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    minitest (5.11.3)
+    rake (10.5.0)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  autodiff!
+  bundler (~> 1.16)
+  minitest (~> 5.0)
+  rake (~> 10.0)
+
+BUNDLED WITH
+   1.16.6

data/LICENSE.txt

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+The MIT License (MIT)
+
+Copyright (c) 2019 John Lin
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/README.md

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+# Autodiff
+
+Calculating gradient or differential is a very common task when working in Math heavy field like Machine Learning. But deriving gradient by hand is time-consuming and error-prone.
+
+Automatic Differentiation(AD) can calculate gradient of arbitrary function automatically. AD is efficient(for human) and correct(without human error).
+
+## Usage
+
+
+```
+require 'autodiff'
+# Calculate differential of a function
+# df/dx = 3*(x**2)
+Autodiff.gradient(2) { |x| x**3} # 12  
+
+# Calculate gradient of a function
+# df/dx = y, df/dy = x
+Autodiff.gradient([2,3]) { |x, y| x * y } # [3,2]
+
+
+# Calculate gradient of a function that is not in simple math form
+# same as 20x+30y
+Autodiff.gradient([1, 1]) {|x,y| 10.times.reduce(0){|acc, n| acc + 2*x + 3*y} } # [20, 30]
+
+```
+
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'autodiff'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install autodiff
+
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake test` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/johnlinvc/autodiff. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
+
+## License
+
+The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).
+
+## Code of Conduct
+
+Everyone interacting in the Autodiff project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/johnlinvc/autodiff/blob/master/CODE_OF_CONDUCT.md).

data/Rakefile

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+require "bundler/gem_tasks"
+require "rake/testtask"
+
+Rake::TestTask.new(:test) do |t|
+  t.libs << "test"
+  t.libs << "lib"
+  t.test_files = FileList["test/**/*_test.rb"]
+end
+
+task :default => :test

data/autodiff.gemspec

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+
+lib = File.expand_path("../lib", __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "autodiff/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "autodiff"
+  spec.version       = Autodiff::VERSION
+  spec.authors       = ["John Lin"]
+  spec.email         = ["johnlinvc@gmail.com"]
+
+  spec.summary       = %q{Auto Generate Gradient Function for Ruby}
+  spec.description   = %q{Gradient Function is one of the crucial backbone of many ML algorithms. This Lib help generate Gradient functions from exisiting functions. Look Mom ! No derivate! }
+  spec.homepage      = "https://github.com/johnlinvc/autodiff"
+  spec.license       = "MIT"
+
+  # Prevent pushing this gem to RubyGems.org. To allow pushes either set the 'allowed_push_host'
+  # to allow pushing to a single host or delete this section to allow pushing to any host.
+  if spec.respond_to?(:metadata)
+
+    spec.metadata["homepage_uri"] = spec.homepage
+    spec.metadata["source_code_uri"] = "https://github.com/johnlinvc/autodiff"
+    spec.metadata["changelog_uri"] = "https://github.com/johnlinvc/autodiff/blob/master/CHANGELOG.md"
+  else
+    raise "RubyGems 2.0 or newer is required to protect against " \
+      "public gem pushes."
+  end
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.16"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "minitest", "~> 5.0"
+end

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "autodiff"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/lib/autodiff.rb

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+require "autodiff/version"
+require "autodiff/dual_num"
+require "autodiff/numeric"
+require "autodiff/math"
+
+module Autodiff
+
+  private
+  module_function
+  def real_ary_to_dual_gradient_mat(ary)
+    dual_ary = ary.map{ |v|  v.to_dual }
+    dual_ary.size.times.map do |i|
+      dual_ary.map.each_with_index do |v, j|
+        i==j ? v.to_one_epsilon : v
+      end
+    end
+  end
+
+  # TODO: add ability to raise when a not supported math func is called
+  module_function
+  def gradient(at, &fun)
+    if at_ary = Array.try_convert(at)
+      dual_at_mat = real_ary_to_dual_gradient_mat(at_ary)
+      gradient_ary = dual_at_mat.map do |row|
+        fun.(*row)
+      end
+      gradient_ary.map(&:epsilon)
+    else
+      gradient([at], &fun)[0]
+    end
+  end
+
+end

data/lib/autodiff/dual_num.rb

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+module Autodiff
+
+  module DualNumConvertible
+    def dual_op(op)
+      orig_op = "predual_#{op.to_s}".to_sym
+      alias_method orig_op, op
+      define_method(op) { |other|
+        if other.kind_of?(Autodiff::DualNum)
+          self.to_dual.public_send(op, other)
+        else
+          self.public_send(orig_op, other)
+        end
+      }
+    end
+  end
+
+  class DualNum < Numeric
+    attr :real, :epsilon
+    def initialize(n, e=0)
+      @real = n
+      @epsilon = e
+      self.freeze
+    end
+
+    def to_dual
+      self
+    end
+
+    def to_one_epsilon
+      Autodiff::DualNum.new(self.real, 1)
+    end
+
+    def +(other)
+      r = @real + other.real
+      e = @epsilon + other.epsilon
+      self.class.new(r, e)
+    end
+
+    def -(other)
+      r = @real - other.real
+      e = @epsilon - other.epsilon
+      self.class.new(r, e)
+    end
+
+    def *(other)
+      r = @real * other.real
+      e = @real * other.epsilon + @epsilon * other.real
+      self.class.new(r, e)
+    end
+
+    # do tmp = 1/other then do self * tmp
+    def /(other)
+      r = 1.0 / other.real
+      e = - other.epsilon.to_f / (other.real ** 2)
+      tmp = self.class.new(r, e)
+      self * tmp
+    end
+
+    def **(other)
+      r = @real ** other.real
+      e = other.real * (@real ** (other.real - 1)) * @epsilon
+      self.class.new(r, e)
+    end
+
+    def to_float
+      real
+    end
+
+  end
+
+end
+
+class Numeric
+
+  def real
+    self
+  end
+
+  def epsilon
+    0
+  end
+
+  def to_dual
+    Autodiff::DualNum.new(self)
+  end
+
+end
+

data/lib/autodiff/math.rb

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+require "autodiff/dual_num"
+
+module DualNumWrappable
+  def dual_method(meth)
+    orig_meth = "predual_#{meth.to_s}".to_sym
+    dual_meth = "dual_#{meth.to_s}".to_sym
+    alias_method orig_meth, meth
+    define_method(meth) { |*args|
+      if args.any?{ |arg| arg.kind_of?(Autodiff::DualNum)}
+        dual_args = args.map(&:to_dual)
+        epsilon_coef = self.public_send(dual_meth, *dual_args)
+        real_args = dual_args.map(&:to_float)
+        r = self.public_send(orig_meth, *real_args)
+        Autodiff::DualNum.new(r, epsilon_coef)
+      else
+        self.public_send(orig_meth, *args)
+      end
+    }
+  end
+end
+
+module Math
+  class << self
+    extend(DualNumWrappable)
+    dual_method(:sin)
+    def dual_sin(n)
+      cos(n.real) * n.epsilon
+    end
+
+    dual_method(:cos)
+    def dual_cos(n)
+      -sin(n.real) * n.epsilon
+    end
+
+    dual_method(:tan)
+    def dual_tan(n)
+      ((1/cos(n.real)) ** 2) * n.epsilon
+    end
+
+    dual_method(:log)
+    def dual_log(n, base=Math::E.to_dual)
+      1 / n.real / log(base.real) * n.epsilon
+    end
+
+    dual_method(:exp)
+    def dual_exp(n)
+      exp(n.real) * n.epsilon
+    end
+
+  end
+end

data/lib/autodiff/numeric.rb

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+require "autodiff/dual_num"
+
+class Integer
+  extend Autodiff::DualNumConvertible
+  dual_op(:+)
+  dual_op(:-)
+  dual_op(:*)
+  dual_op(:/)
+end
+
+class Float
+  extend Autodiff::DualNumConvertible
+  dual_op(:+)
+  dual_op(:-)
+  dual_op(:*)
+  dual_op(:/)
+end

data/lib/autodiff/version.rb

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+module Autodiff
+  VERSION = "0.1.0"
+end

metadata

@@ -0,0 +1,106 @@
+--- !ruby/object:Gem::Specification
+name: autodiff
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- John Lin
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2019-03-24 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: minitest
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '5.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '5.0'
+description: 'Gradient Function is one of the crucial backbone of many ML algorithms.
+  This Lib help generate Gradient functions from exisiting functions. Look Mom ! No
+  derivate! '
+email:
+- johnlinvc@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".travis.yml"
+- CODE_OF_CONDUCT.md
+- Gemfile
+- Gemfile.lock
+- LICENSE.txt
+- README.md
+- Rakefile
+- autodiff.gemspec
+- bin/console
+- bin/setup
+- lib/autodiff.rb
+- lib/autodiff/dual_num.rb
+- lib/autodiff/math.rb
+- lib/autodiff/numeric.rb
+- lib/autodiff/version.rb
+homepage: https://github.com/johnlinvc/autodiff
+licenses:
+- MIT
+metadata:
+  homepage_uri: https://github.com/johnlinvc/autodiff
+  source_code_uri: https://github.com/johnlinvc/autodiff
+  changelog_uri: https://github.com/johnlinvc/autodiff/blob/master/CHANGELOG.md
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.0.3
+signing_key: 
+specification_version: 4
+summary: Auto Generate Gradient Function for Ruby
+test_files: []