Cascade 0.1.0

Provides a simple API to:

• Define arbitrary complex scalar expressions and compute their gradients.
• Optionally include uncertainties in the input variables, which are propagated to the outputs.
• Compute covariances between arbitrary complex scalar expressions.

Complex scalar expressions include all elementary functions, that is, constants, rational powers, exponential functions, logarithms, trigonometric functions and their inverses, hyperbolic functions and their inverses, and all functions obtained from any combination of sums, subtractions, products, divisions and compositions of the former.

Some other functions typically used as components to build ML models (e.g. min, max) are also provided. In all cases, wherever the functions are not differentiable, subgradients are provided.