Benchmark of several Julia autodiff packages (including Symbolics.jl)
The goal is to differentiate a log-likelihood function - the workhorse of probability theory, mathematical statistics and machine learning.
Here, it's the log-likelihood of a Gaussian mixture model:
normal_pdf(x::Real, mean::Real, var::Real) =
exp(-(x - mean)^2 / (2var)) / sqrt(2π * var)