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We demonstrate that automatic differentiation (AD), which has become commonly available in machine learning frameworks, is an efficient way to explore ideas that lead to algorithmic improvement in multi-scale affine image registration and…

Optimization and Control · Mathematics 2025-08-05 Warin Watson , Cash Cherry , Rachelle Lang

Recent theoretical work on automatic differentiation (autodiff) has focused on characteristics such as correctness and efficiency while assuming that all derivatives are automatically generated by autodiff using program transformation, with…

Programming Languages · Computer Science 2024-08-15 Sam Estep

Before a car-following model can be applied in practice, it must first be validated against real data in a process known as calibration. This paper discusses the formulation of calibration as an optimization problem, and compares different…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Ronan Keane , H. Oliver Gao

Federated learning has shown its advances over the last few years but is facing many challenges, such as how algorithms save communication resources, how they reduce computational costs, and whether they converge. To address these issues,…

Machine Learning · Computer Science 2022-02-01 Shenglong Zhou , Geoffrey Ye Li

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Machine Learning · Statistics 2016-03-03 Alp Kucukelbir , Dustin Tran , Rajesh Ranganath , Andrew Gelman , David M. Blei

Dynamic optimization is currently limited by sensitivity computations that require information from full forward and adjoint wave fields. Since the forward and adjoint solutions are computed in opposing time directions, the forward solution…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Leon Herrmann , Tim Bürchner , László Kudela , Stefan Kollmannsberger

Neural network-based approaches have recently shown significant promise in solving partial differential equations (PDEs) in science and engineering, especially in scenarios featuring complex domains or incorporation of empirical data. One…

Machine Learning · Computer Science 2025-03-19 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

For a given {\it misfit function}, a specified optimality measure of a model, its gradient describes the manner in which one may alter properties of the system to march towards a stationary point. The adjoint method, arising from…

Solar and Stellar Astrophysics · Physics 2015-05-28 Shravan Hanasoge , Aaron Birch , Laurent Gizon , Jeroen Tromp

This paper presents a new functionality of the Automatic Differentiation (AD) tool Tapenade. Tapenade generates adjoint codes which are widely used for optimization or inverse problems. Unfortunately, for large applications the adjoint code…

Data Structures and Algorithms · Computer Science 2007-05-23 Laurent Hascoet , Mauricio Araya-Polo

The application of operator overloading algorithmic differentiation (AD) to computer programs in order to compute the derivative is quite common. But, the replacement of the underlying computational floating point type with the specialized…

Mathematical Software · Computer Science 2026-02-18 Max Sagebaum , Nicolas R. Gauger

Most work in algorithmic fairness to date has focused on discrete outcomes, such as deciding whether to grant someone a loan or not. In these classification settings, group fairness criteria such as independence, separation and sufficiency…

Machine Learning · Computer Science 2020-02-18 Daniel Steinberg , Alistair Reid , Simon O'Callaghan , Finnian Lattimore , Lachlan McCalman , Tiberio Caetano

Classic algorithms and machine learning systems like neural networks are both abundant in everyday life. While classic computer science algorithms are suitable for precise execution of exactly defined tasks such as finding the shortest path…

Machine Learning · Computer Science 2022-09-02 Felix Petersen

The compensated quotient-difference (Compqd) algorithm is proposed along with some applications. The main motivation is based on the fact that the standard quotient-difference (qd) algorithm can be numerically unstable. The Compqd algorithm…

Numerical Analysis · Mathematics 2017-02-20 Peibing Du , Roberto Barrio , Hao Jiang , Lizhi Cheng

From implicit differentiation to probabilistic modeling, Jacobian and Hessian matrices have many potential use cases in Machine Learning (ML), but they are viewed as computationally prohibitive. Fortunately, these matrices often exhibit…

Machine Learning · Computer Science 2025-06-12 Adrian Hill , Guillaume Dalle

We present a new software system PETSc TSAdjoint for first-order and second-order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level…

Mathematical Software · Computer Science 2021-10-28 Hong Zhang , Emil M. Constantinescu , Barry F. Smith

Automated decision systems (ADS) are increasingly used for consequential decision-making. These systems often rely on sophisticated yet opaque machine learning models, which do not allow for understanding how a given decision was arrived…

Artificial Intelligence · Computer Science 2022-05-03 Jakob Schoeffer

Differentiation is a cornerstone of computing and data analysis in every discipline of science and engineering. Indeed, most fundamental physics laws are expressed as relationships between derivatives in space and time. However, derivatives…

Numerical Analysis · Mathematics 2026-03-10 Pavel Komarov , Floris van Breugel , J. Nathan Kutz

Automatic differentiation (AD) has been a topic of interest for researchers in many disciplines, with increased popularity since its application to machine learning and neural networks. Although many researchers appreciate and know how to…

Programming Languages · Computer Science 2023-08-10 Birthe van den Berg , Tom Schrijvers , James McKinna , Alexander Vandenbroucke

This document presents a new C++ Automatic Differentiation (AD) tool, AD-HOC (Automatic Differentiation for High-Order Calculations). This tool aims to have the following features: -Calculation of user specified derivatives of arbitrary…

Mathematical Software · Computer Science 2024-12-13 Juan Lucas Rey

Automatic differentiation is everywhere, but there exists only minimal documentation of how it works in complex arithmetic beyond stating "derivatives in $\mathbb{C}^d$" $\cong$ "derivatives in $\mathbb{R}^{2d}$" and, at best, shallow…

Mathematical Software · Computer Science 2024-12-11 Nicholas Krämer
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