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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Home · DifferentiableExpectations.jl</title><meta name="title" content="Home · DifferentiableExpectations.jl"/><meta property="og:title" content="Home · DifferentiableExpectations.jl"/><meta property="twitter:title" content="Home · DifferentiableExpectations.jl"/><meta name="description" content="Documentation for DifferentiableExpectations.jl."/><meta property="og:description" content="Documentation for DifferentiableExpectations.jl."/><meta property="twitter:description" content="Documentation for DifferentiableExpectations.jl."/><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link 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class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="DifferentiableExpectations.jl"><a class="docs-heading-anchor" href="#DifferentiableExpectations.jl">DifferentiableExpectations.jl</a><a id="DifferentiableExpectations.jl-1"></a><a class="docs-heading-anchor-permalink" href="#DifferentiableExpectations.jl" title="Permalink"></a></h1><p><a href="https://JuliaDecisionFocusedLearning.github.io/DifferentiableExpectations.jl/dev/"><img src="https://img.shields.io/badge/docs-dev-blue.svg" alt="Dev"/></a> <a href="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/actions/workflows/Test.yml?query=branch%3Amain"><img src="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/actions/workflows/Test.yml/badge.svg?branch=main" alt="Build Status"/></a> <a href="https://app.codecov.io/gh/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl"><img src="https://codecov.io/gh/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/branch/main/graph/badge.svg" alt="Coverage"/></a> <a href="https://github.com/JuliaDiff/BlueStyle"><img src="https://img.shields.io/badge/code%20style-blue-4495d1.svg" alt="Code Style: Blue"/></a></p><p>A Julia package for differentiating through expectations with Monte-Carlo estimates.</p><p>It allows the computation of approximate derivatives for functions of the form</p><p class="math-container">\[F(\theta) = \mathbb{E}_{p(\theta)}[f(X)]\]</p><p>The following estimators are implemented:</p><ul><li><a href="https://jmlr.org/papers/volume21/19-346/19-346.pdf#section.20">REINFORCE</a></li><li><a href="https://jmlr.org/papers/volume21/19-346/19-346.pdf#section.56">Reparametrization</a></li></ul><blockquote><p>Warning: this package is experimental, use at your own risk and expect frequent breaking releases.</p></blockquote></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="background/">Background »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 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Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Home · DifferentiableExpectations.jl</title><meta name="title" content="Home · DifferentiableExpectations.jl"/><meta property="og:title" content="Home · DifferentiableExpectations.jl"/><meta property="twitter:title" content="Home · DifferentiableExpectations.jl"/><meta name="description" content="Documentation for DifferentiableExpectations.jl."/><meta property="og:description" content="Documentation for DifferentiableExpectations.jl."/><meta property="twitter:description" content="Documentation for DifferentiableExpectations.jl."/><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link 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class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="DifferentiableExpectations.jl"><a class="docs-heading-anchor" href="#DifferentiableExpectations.jl">DifferentiableExpectations.jl</a><a id="DifferentiableExpectations.jl-1"></a><a class="docs-heading-anchor-permalink" href="#DifferentiableExpectations.jl" title="Permalink"></a></h1><p><a href="https://JuliaDecisionFocusedLearning.github.io/DifferentiableExpectations.jl/dev/"><img src="https://img.shields.io/badge/docs-dev-blue.svg" alt="Dev"/></a> <a href="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/actions/workflows/Test.yml?query=branch%3Amain"><img src="https://github.com/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/actions/workflows/Test.yml/badge.svg?branch=main" alt="Build Status"/></a> <a href="https://app.codecov.io/gh/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl"><img src="https://codecov.io/gh/JuliaDecisionFocusedLearning/DifferentiableExpectations.jl/branch/main/graph/badge.svg" alt="Coverage"/></a> <a href="https://github.com/JuliaDiff/BlueStyle"><img src="https://img.shields.io/badge/code%20style-blue-4495d1.svg" alt="Code Style: Blue"/></a></p><p>A Julia package for differentiating through expectations with Monte-Carlo estimates.</p><p>It allows the computation of approximate derivatives for functions of the form</p><p class="math-container">\[F(\theta) = \mathbb{E}_{p(\theta)}[f(X)]\]</p><p>The following estimators are implemented:</p><ul><li><a href="https://jmlr.org/papers/volume21/19-346/19-346.pdf#section.20">REINFORCE</a></li><li><a href="https://jmlr.org/papers/volume21/19-346/19-346.pdf#section.56">Reparametrization</a></li></ul><blockquote><p>Warning: this package is experimental, use at your own risk and expect frequent breaking releases.</p></blockquote></article><nav class="docs-footer"><a class="docs-footer-nextpage" href="background/">Background »</a><div class="flexbox-break"></div><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.4.1 on <span class="colophon-date" title="Monday 10 June 2024 13:58">Monday 10 June 2024</span>. Using Julia version 1.10.4.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
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