Second Order Differentiation Formula in a Computational Graph
8 Pages Posted: 25 Jan 2017 Last revised: 24 Nov 2017
Date Written: January 24, 2017
F. L. Bauer expressed a first order differentiation closed formula in a computational graph based on the multivariate chain rule. We propose and prove in this article a similarly closed formula for second order derivative.
We analyse the complexity of those two formulas and prove that, in certain cases, it is exponential with respect to the number of vertices in the computational graph.
Keywords: bauer, computational, graph, derivative, second, order, first, differentiation, chain, rule
JEL Classification: C63
Suggested Citation: Suggested Citation