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differentiation.gem implement a kind of Automatic differentiation algorithm. It can convert Method/Proc to differentiable version.
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 Project Readme

Differentiation

differentiation.gem make ruby numeric Method/Proc differentiable.

Installation

Add this line to your application's Gemfile:

gem 'differentiation'

And then execute:

$ bundle

Or install it yourself as:

$ gem install differentiation

Usage

require "differentiation"

differential def f(x, y)
  (x + 1) * (y - 2)
end


result = f(1, 2)

p result  # => -2

p result.gradients(:x, :y) # => {:x=>1, :y=>0}

Contributing

Bug reports and pull requests are welcome on GitHub at https://github.com/nagachika/differentiation.