Revision - 824ac86 - Reimplement np.cumsum and np.cumprod in terms of a parallel [...]

Revision 824ac86620572285b86dd09529f8869ef36883ad authored by Peter Hawkins on 03 April 2020, 19:39:56 UTC, committed by GitHub on 03 April 2020, 19:39:56 UTC

Reimplement np.cumsum and np.cumprod in terms of a parallel prefix scan. (#2596)

* Reimplement np.cumsum and np.cumprod in terms of a parallel prefix scan.

Unlike the existing implementation based on lax.reduce_window, this implementation is O(n log n) instead of O(n^2) and is arbitrarily differentiable.

Fixes #1212, #2418, #2542.
May help with issue #2380.

* Relax gradient test tolerance.

1 parent 192e908

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CHANGELOG.md

# Change Log

See [docs/CHANGELOG.rst](https://jax.readthedocs.io/en/latest/CHANGELOG.html).

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