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HomeMIT 18.S096 Matrix Calculus For Machine Learning And Beyond, IAP 2023Lecture 6 Part 1: Adjoint Differentiation of ODE Solutions
Lecture 6 Part 1: Adjoint Differentiation of ODE Solutions
58:21
Description: Many systems are modeled by ordinary differential equations (ODEs), and often you want the derivative of the ODE solution with respect to parameters of the equations. An efficient way to do this is often to solve a second “adjoint” ODE.
Instructors: Alan Edelman, Steven G. Johnson