practice of Fools and differentiation

The highlight of today was a long call with Dan Foreman-Mackey, in which we discussed various projects. One idea he had was to make the pigeons-in-holes project an April Fools' project. That's a good idea, and it would permit us to write in a snarkier tone. It also has the right characteristics for an April Fools' paper: It is technically difficult but off our main track (in a humorous direction). We both promised to try to make progress: Me on writing, and him on getting nested sampling to work (as a demo). On the minus side, April Fools' is pretty close at hand!

We also discussed the MCMC tutorial we have been writing (for many, many years). He actually made problem solutions for a bunch of the problems! So it is getting very close to being a post-able paper. We made some notes about what needs to be changed.

After that call I buckled down and wrote derivatives (I hate doing that) for the objective function that I am optimizing in my nucleosynthesis code. Actually, I am in a set of conversations with (on one side, the hipster) astronomers and (on the other side, the stodgy) mathematicians about whether auto-differentiation is a good idea or a bad idea. Guess who is on which side? But I am so old, every time I should learn how to auto-diff, I instead just write my derivatives (and test them, which hurts). As my loyal reader probably knows, auto-diff is having the machine write your derivatives code for you. Not do finite differencing, actually do the chain rule! Anyway, I got some derivatives written and then hit numerical issues with all the dot products of exponentials of things. Argh.

1 comment:

  1. The MCMC document is looking really good, but boy does it contain a lot of heresy.