Data Science #33 - The Backpropagation method, Paul Werbos (1980)

On the 33rd episdoe we review Paul Werbos’s “Applications of Advances in Nonlinear Sensitivity Analysis” which presents efficient methods for computing derivatives in nonlinear systems, drastically reducing computational costs for large-scale models.

Werbos, Paul J. "Applications of advances in nonlinear sensitivity analysis." System Modeling and Optimization: Proceedings of the 10th IFIP Conference New York City, USA, August 31–September 4, 1981

These methods, especially the backward differentiation technique, enable better sensitivity analysis, optimization, and stochastic modeling…