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Incorporating JAX #1

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signorgelato opened this issue Jun 2, 2020 · 2 comments
Closed

Incorporating JAX #1

signorgelato opened this issue Jun 2, 2020 · 2 comments

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@signorgelato
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Is there any plan to leverage tools like JAX (autograd+XLA)?
@differential-machine-learning
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No plan but happy to discuss and consider possibilities. The notebooks in this repo are designed for demonstration purposes, to clarify the concepts of the paper, demonstrate a practical implementation and show results. The industrial-strength code developed in Danske Bank's proprietary systems is very different.

@signorgelato
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I was mainly thinking of the possibility of writing native Python and Numpy code at least in the prototyping stage and then leverage JAX to speed things up on accelerators.

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@signorgelato @differential-machine-learning