Opened 6 years ago
Last modified 3 years ago
#2994 accepted feature request
AutoDiff support for interval calculation — at Initial Version
| Reported by: | gkronber | Owned by: | gkronber |
|---|---|---|---|
| Priority: | medium | Milestone: | HeuristicLab 3.3.x Backlog |
| Component: | Problems.DataAnalysis.Symbolic | Version: | branch |
| Keywords: | Cc: |
Description
Support for interval arithmetic has been added in #2966.
This allows us to calculate an approximation for the value range when expressions are evaluated. We want to consider the output interval also within optimization of numeric parameters of models. Therefore, we need to be able to calculate gradients for intervals.
Changes in this ticket include our own implementation of automatic differentiation (AutoDiff) for symbolic expressions with support for the BatchInterpreter and the IntervalInterpreter.
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