Jacobian computation on RoeFlux 1d
2.19Median Runtime (ms)AlphaGrad
Evaluation results
| Method | Links | |
|---|---|---|
| AlphaGradAD Mode=AlphaGrad, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 2.19 | |
| MarkowitzAD Mode=Markowitz, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 2.87 | |
| ForwardAD Mode=Forward, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 3.03 | |
| ReverseAD Mode=Reverse, Device=AMD EPYC 9684X (CPU), Batch Size=512, Compilation=XLA2024.06 | 3.08 |