According to Microsoft, CNTK includes automatic differentiation. For better understanding the source (which I've successfully built) I'd like to know which C++ classes implement AD and how it is implemented in CNTK?
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CNTK class
Functionimplements the AD (via Gradients method, to be precise). Neural networks are represented as multipleFunctioncompositions like g(f(x)). Then derivative of function g is computed with respect to f like this: