differentiation 0.1.0

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data/.gitignore ADDED
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+ /.bundle/
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+ /.yardoc
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+ /Gemfile.lock
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+ /_yardoc/
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+ /coverage/
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+ /doc/
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+ /pkg/
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+ /spec/reports/
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+ /tmp/
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+ /vendor/bundle/
data/Gemfile ADDED
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+ source 'https://rubygems.org'
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+
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+ # Specify your gem's dependencies in differentiation.gemspec
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+ gemspec
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+
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+ gem "simplecov"
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+ gem "pry"
data/README.md ADDED
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+ # Differentiation
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+
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+ differentiation.gem make ruby numeric Method/Proc differentiable.
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+
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+ ## Installation
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+
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+ Add this line to your application's Gemfile:
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+
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+ ```ruby
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+ gem 'differentiation'
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+ ```
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+
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+ And then execute:
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+
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+ $ bundle
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+
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+ Or install it yourself as:
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+
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+ $ gem install differentiation
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+
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+ ## Usage
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+
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+ ```
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+ require "differentiation"
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+
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+ differential def f(x, y)
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+ (x + 1) * (y - 2)
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+ end
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+
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+
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+ result = f(1, 2)
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+
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+ p result # => -2
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+
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+ p result.gradients(:x, :y) # => {:x=>1, :y=>0}
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+ ```
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+
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+ ## Contributing
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+
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+ Bug reports and pull requests are welcome on GitHub at https://github.com/nagachika/differentiation.
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+
data/Rakefile ADDED
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+ require "bundler/gem_tasks"
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+ require "rake/testtask"
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+
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+ Rake::TestTask.new(:test) do |t|
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+ t.libs << "test"
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+ t.libs << "lib"
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+ t.test_files = FileList['test/**/*_test.rb']
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+ end
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+
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+ task :default => :test
data/bin/console ADDED
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+ #!/usr/bin/env ruby
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+
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+ require "bundler/setup"
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+ require "differentiation"
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+
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+ # You can add fixtures and/or initialization code here to make experimenting
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+ # with your gem easier. You can also use a different console, if you like.
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+
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+ # (If you use this, don't forget to add pry to your Gemfile!)
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+ # require "pry"
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+ # Pry.start
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+
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+ require "irb"
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+ IRB.start
data/bin/setup ADDED
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+ #!/usr/bin/env bash
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+ set -euo pipefail
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+ IFS=$'\n\t'
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+ set -vx
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+
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+ bundle install
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+
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+ # Do any other automated setup that you need to do here
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+ # coding: utf-8
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+
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+ lib = File.expand_path('../lib', __FILE__)
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+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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+ require 'differentiation/version'
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+
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+ Gem::Specification.new do |spec|
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+ spec.name = "differentiation"
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+ spec.version = Differentiation::VERSION
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+ spec.authors = ["nagachika"]
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+ spec.email = ["nagachika@ruby-lang.org"]
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+
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+ spec.summary = %q{Make Ruby Differentiable.}
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+ spec.description = %q{differentiation.gem implement a kind of Automatic differentiation algorithm. It can convert Method/Proc to differentiable version.}
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+ spec.homepage = "https://github.com/nagachika/differentiation"
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+
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+ spec.files = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
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+ spec.bindir = "exe"
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+ spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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+ spec.require_paths = ["lib"]
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+
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+ spec.add_development_dependency "bundler"
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+ spec.add_development_dependency "rake", "~> 10.0"
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+ spec.add_development_dependency "test-unit"
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+ end
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+ # frozen_string_literal: true
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+
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+ module Kernel
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+ def differential(m)
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+ if m.is_a?(Symbol)
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+ f = self.method(m)
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+ elsif m.is_a?(Proc) or m.is_a?(Method)
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+ f = m
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+ else
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+ raise TypeError, "differential requires Method/Proc/Symbol argument."
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+ end
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+ f = Differentiation.differential(f)
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+ if m.is_a?(Symbol)
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+ if self.is_a?(Module)
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+ self.define_method(m, f)
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+ else
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+ self.define_singleton_method(m, f)
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+ end
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+ end
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+ f
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+ end
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+ end
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+
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+ module Differentiation
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+ VERSION = "0.1.0"
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+ end
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+ # fronzen_string_literal: true
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+
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+ module Differentiation
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+
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+ def self.differentiable?(o)
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+ # TODO: support Vector and Matrix
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+ o.is_a?(Numeric)
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+ end
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+
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+ def self.convert_to_dual_number(o, key: nil)
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+ if o.is_a?(DualNumber)
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+ o
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+ elsif differentiable?(o)
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+ DualNumber.new(o, lambda{|_key| _key == key ? 1 : 0})
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+ else
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+ o
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+ end
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+ end
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+
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+ def self.differential(f)
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+ unless f.is_a?(Proc) or f.is_a?(Method)
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+ raise TypeError, "Only Proc or Method can be differentiable"
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+ end
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+
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+ # [[:req, :x], [:req, :y], [:opt, :c], [:rest, :rest], [:keyreq, :k2], [:key, :k1], [:keyrest, :kw]]
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+ parameters = f.parameters
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+ positional = []
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+ parameters.each do |tuple|
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+ if [:req, :opt].include?(tuple[0])
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+ positional << tuple[1]
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+ elsif [:key, :keyreq, :kwrest].include?(tuple[0])
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+ else
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+ # TODO: support rest arguments
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+ raise "rest arguments are currently not supported"
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+ end
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+ end
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+ f_prime = lambda {|*args, **kwargs|
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+ args.map!.with_index do |a, i|
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+ Differentiation.convert_to_dual_number(a, key: positional[i])
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+ end
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+ kwargs = Hash[kwargs.map{|k,v| [k, Differentiation.convert_to_dual_number(v, key: k)] }]
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+ if kwargs.empty?
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+ f.call(*args)
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+ else
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+ f.call(*args, **kwargs)
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+ end
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+ }
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+ end
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+
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+ class DualNumber
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+ def initialize(n, diff=lambda{|_| 0})
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+ @n = n
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+ @diff = diff
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+ end
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+
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+ attr_reader :n, :diff
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+
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+ def derivative(key)
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+ @diff.call(key)
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+ end
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+
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+ def gradients(*keys)
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+ keys.each_with_object({}) do |k, o|
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+ o[k] = @diff.call(k)
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+ end
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+ end
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+
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+ def to_i
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+ @n.to_i
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+ end
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+
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+ def to_int
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+ @n.to_int
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+ end
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+
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+ def to_f
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+ @n.to_f
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+ end
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+
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+ def coerce(other)
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+ if Differentiation.differentiable?(other)
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+ [DualNumber.new(other), self]
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+ else
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+ super
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+ end
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+ end
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+
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+ def +(other)
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+ if other.is_a?(DualNumber)
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+ n = @n + other.n
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+ diff = ->(key) { @diff.call(key) + other.diff.call(key) }
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+ else
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+ n = @n + other
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+ diff = @diff
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+ end
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+ DualNumber.new(n, diff)
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+ end
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+
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+ def -(other)
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+ if other.is_a?(DualNumber)
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+ n = @n - other.n
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+ diff = ->(key) { @diff.call(key) - other.diff.call(key) }
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+ else
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+ n = @n - other
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+ diff = @diff
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+ end
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+ DualNumber.new(n, diff)
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+ end
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+
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+ def *(other)
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+ if other.is_a?(DualNumber)
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+ n = @n * other.n
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+ diff = ->(key) { @n * other.diff.call(key) + @diff.call(key) * other.n }
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+ else
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+ n = @n * other
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+ diff = ->(key) { @diff.call(key) * other }
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+ end
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+ DualNumber.new(n, diff)
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+ end
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+
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+ def /(other)
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+ if other.is_a?(DualNumber)
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+ n = @n / other.n
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+ diff = ->(key) { (@diff.call(key) / other) + (@n * other.diff.call(key)) / (other.n ** 2) }
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+ else
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+ n = @n / other
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+ diff = ->(key) { @diff.call(key) / other }
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+ end
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+ DualNumber.new(n, diff)
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+ end
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+
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+ def **(other)
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+ if other.is_a?(DualNumber)
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+ n = @n ** other.n
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+ diff = ->(key) { (@n ** other.n) * (other.diff(key) * Math.log(@n) + (other.n / @n)) }
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+ else
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+ n = @n ** other
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+ diff = ->(key) { (@n ** (other-1)) * other }
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+ end
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+ DualNumber.new(n, diff)
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+ end
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+
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+ def inspect
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+ if $DEBUG
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+ "<DualNumber: #{@n} >"
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+ else
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+ @n.inspect
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+ end
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+ end
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+ end
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+ end
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+
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+ require "differentiation/ext/kernel"
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+
metadata ADDED
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+ --- !ruby/object:Gem::Specification
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+ name: differentiation
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+ version: !ruby/object:Gem::Version
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+ version: 0.1.0
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+ platform: ruby
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+ authors:
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+ - nagachika
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+ autorequire:
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+ bindir: exe
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+ cert_chain: []
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+ date: 2019-03-17 00:00:00.000000000 Z
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+ dependencies:
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+ - !ruby/object:Gem::Dependency
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+ name: bundler
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: rake
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '10.0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '10.0'
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+ - !ruby/object:Gem::Dependency
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+ name: test-unit
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ description: differentiation.gem implement a kind of Automatic differentiation algorithm.
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+ It can convert Method/Proc to differentiable version.
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+ email:
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+ - nagachika@ruby-lang.org
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+ executables: []
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+ extensions: []
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+ extra_rdoc_files: []
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+ files:
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+ - ".gitignore"
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+ - Gemfile
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+ - README.md
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+ - Rakefile
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+ - bin/console
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+ - bin/setup
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+ - differentiation.gemspec
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+ - lib/differentiation.rb
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+ - lib/differentiation/ext/kernel.rb
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+ - lib/differentiation/version.rb
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+ homepage: https://github.com/nagachika/differentiation
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+ licenses: []
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+ metadata: {}
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+ post_install_message:
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+ rdoc_options: []
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+ require_paths:
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+ - lib
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+ required_ruby_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ required_rubygems_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ requirements: []
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+ rubyforge_project:
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+ rubygems_version: 2.7.6.2
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+ signing_key:
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+ specification_version: 4
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+ summary: Make Ruby Differentiable.
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+ test_files: []