Differentiable argmax

Differentiable argmax.ipynb

Differentiable argmax.py

#!/usr/bin/env python
# coding: utf-8

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using Pkg


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Pkg.add("ForwardDiff")


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using ForwardDiff


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function example(x)
    if x==0
        return x
    end
    return sin(pi/x)
end


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function argmax(f,x)
    max=f(x[1])       
    for i in 2:length(x)
        el=x[i]
        if f(el) > f(max)
            max=el
        end
    end
    return max
end


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argmax(example,[1.0,2.0,3.0, 4.0])


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ForwardDiff.gradient(x->argmax(example,x),[1.0,2.0,3.0, 4.0])


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Pkg.add("ReverseDiff")


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using ReverseDiff


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ReverseDiff.gradient(x->argmax(example,x),[1.0,2.0,3.0, 4.0])