AD-HOC uses compile-time expression templates and Taylor expansions to compute arbitrary-order derivatives in a single backpropagation pass, with benchmarks showing near-handwritten runtime.
Savine, Modern Computational Finance: AAD and Parallel Simulation s, Wiley (2018)
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AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation
AD-HOC uses compile-time expression templates and Taylor expansions to compute arbitrary-order derivatives in a single backpropagation pass, with benchmarks showing near-handwritten runtime.