google/autobound

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AutoBound: Automatically Bounding Functions AutoBound is a generalization of automatic differentiation. In addition to computing a Taylor polynomial approximation of a function, it computes upper and lower bounds that are guaranteed to hold over a user-specified trust region. As an example, here are the quadratic upper and lower bounds AutoBound computes for the function f(x) = 1.5*exp(3*x) - 25*(x**2), centered at 0.5, and valid over the trust region [0, 1]. The code to compute the bounds shown...