Jacobian computation on BlackScholes
4.77Median runtime (ms)AlphaGrad
Evaluation results
| Method | Links | |
|---|---|---|
| AlphaGradAD Mode=AlphaGrad, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 4.77 | |
| ReverseAD Mode=Reverse, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 5.02 | |
| MarkowitzAD Mode=Markowitz, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 5.03 | |
| ForwardAD Mode=Forward, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 5.04 |