Related papers: Una metodolog\'ia para realizar Diferenciaci\'on A…
En este trabajo se presenta una propuesta para realizar Diferenciaci\'on Autom\'atica Anidada utilizando cualquier biblioteca de Diferenciaci\'on Autom\'atica que permita sobrecarga de operadores. Para calcular las derivadas anidadas en una…
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…
Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…
Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…
In this note we derive the backward (automatic) differentiation (adjoint [automatic] differentiation) for an algorithm containing a conditional expectation operator. As an example we consider the backward algorithm as it is used in Bermudan…
Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…
In this paper we take a look at Automatic Differentiation through the eyes of Tensor and Operational Calculus. This work is best consumed as supplementary material for learning tensor and operational calculus by those already familiar with…
Automatic differentiation plays a prominent role in scientific computing and in modern machine learning, often in the context of powerful programming systems. The relation of the various embodiments of automatic differentiation to the…
Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and…
Automatic differentiation (AD) is a range of algorithms to compute the numeric value of a function's (partial) derivative, where the function is typically given as a computer program or abstract syntax tree. AD has become immensely popular…
Dual numbers are a well-established tool for computing derivatives and constitute the basis of forward-mode automatic differentiation. While the theoretical framework for computing derivatives of arbitrary order is well understood,…
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…
Forward Automatic Differentiation (AD) is a technique for augmenting programs to compute derivatives. The essence of Forward AD is to attach perturbations to each number, and propagate these through the computation. When derivatives are…
Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…
In scientific computation, it is often necessary to calculate higher-order derivatives of a function. Currently, two primary methods for higher-order automatic differentiation exist: symbolic differentiation and algorithmic automatic…
This article provides an overview of some of the mathematical principles of Automatic Differentiation (AD). In particular, we summarise different descriptions of the Forward Mode of AD, like the matrix-vector product based approach, the…
Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…
Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…
Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…
This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…