Inspired by Facebook, I finally finished refactoring of <@UGB1USA2J>’s PR on generic autodiff in KMa...

# mathematics

[altavir]

Inspired by Facebook, I finally finished refactoring of @Iaroslav Postovalov’s PR on generic autodiff in KMath. It is merged into dev and yes, it can work with tensors and allows custom operators: https://github.com/mipt-npm/kmath/blob/dev/kmath-core/src/commonTest/kotlin/space/kscience/kmath/expressions/DerivativeStructureExpressionTest.kt. Documentation is not ready yet, but any feedback would be welcome.

The difference from Facebook implementation is that operations themselves (including performance optimization) are decoupled from the autodiff algorithm. So you can for example use Multik native implementation with the autodif engine.