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The objective of this research was to evaluate and gain experience with application of two methods used for pricing and sensitivity analysis of exotic financial derivative instruments, namely, automatic adjoint differentiation (AAD) and…

Disordered Systems and Neural Networks · Physics 2023-11-08 Pavel Goldin

We show how forward-mode automatic differentiation (AD) can be employed within larger reverse-mode computations to dynamically differentiate broadcast operations in a GPU-friendly manner. Our technique fully exploits the broadcast…

Mathematical Software · Computer Science 2018-10-26 Jarrett Revels , Tim Besard , Valentin Churavy , Bjorn De Sutter , Juan Pablo Vielma

This paper presents an artificial intelligence algorithm that can be used to derive formulas from various scientific disciplines called automatic derivation machine. First, the formula is abstractly expressed as a multiway tree model, and…

Artificial Intelligence · Computer Science 2018-08-16 MinZhong Luo , Li Liu

Computer-aided diagnosis (CAD), a vibrant medical imaging research field, is expanding quickly. Because errors in medical diagnostic systems might lead to seriously misleading medical treatments, major efforts have been made in recent years…

Machine Learning · Computer Science 2023-08-04 Farzaneh Tajidini , Mohammad-Javad Kheiri

Modern problems in AI or in numerical analysis require nonsmooth approaches with a flexible calculus. We introduce generalized derivatives called conservative fields for which we develop a calculus and provide representation formulas.…

Optimization and Control · Mathematics 2020-04-10 Jérôme Bolte , Edouard Pauwels

The ambiguity function is fundamental to radar waveform design, characterizing range and Doppler resolution capabilities. However, its traditional formulation involves non-differentiable operations, preventing integration with…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Marc Bara Iniesta

Memory is a limiting resource for many deep learning tasks. Beside the neural network weights, one main memory consumer is the computation graph built up by automatic differentiation (AD) for backpropagation. We observe that PyTorch's…

Machine Learning · Computer Science 2024-08-22 Samarth Bhatia , Felix Dangel

Deep learning and deep architectures are emerging as the best machine learning methods so far in many practical applications such as reducing the dimensionality of data, image classification, speech recognition or object segmentation. In…

Machine Learning · Computer Science 2018-07-10 The-Hien Dang-Ha

We propose a forward-mode automatic differentiation (AD) framework for tensor renormalization group (TRG) methods. In this approach, evaluating the derivatives of the partition function up to order $k$ increases the matrix-multiplication…

High Energy Physics - Lattice · Physics 2026-02-12 Yuto Sugimoto

Derivatives of computer graphics, image processing, and deep learning algorithms have tremendous use in guiding parameter space searches, or solving inverse problems. As the algorithms become more sophisticated, we no longer only need to…

Graphics · Computer Science 2019-08-30 Tzu-Mao Li

Thermodynamic and flash equilibrium calculations are the cornerstones of simulation process calculations. The iterative approach, a widely used nonlinear problem-solving technique, relies on derivative calculations throughout the procedure…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Shaoyi Yang

We present ForwardDiff, a Julia package for forward-mode automatic differentiation (AD) featuring performance competitive with low-level languages like C++. Unlike recently developed AD tools in other popular high-level languages such as…

Mathematical Software · Computer Science 2016-07-28 Jarrett Revels , Miles Lubin , Theodore Papamarkou

Many methods have been proposed to detect concept drift, i.e., the change in the distribution of streaming data, due to concept drift causes a decrease in the prediction accuracy of algorithms. However, the most of current detection methods…

Artificial Intelligence · Computer Science 2021-05-05 Hang Yu , Tianyu Liu , Jie Lu , Guangquan Zhang

Per-example gradient clipping is a key algorithmic step that enables practical differential private (DP) training for deep learning models. The choice of clipping threshold R, however, is vital for achieving high accuracy under DP. We…

Machine Learning · Computer Science 2023-10-05 Zhiqi Bu , Yu-Xiang Wang , Sheng Zha , George Karypis

Classification, the process of assigning a label (or class) to an observation given its features, is a common task in many applications. Nonetheless in most real-life applications, the labels can not be fully explained by the observed…

Machine Learning · Statistics 2018-11-07 Johan Barthélemy , Morgane Dumont , Timoteo Carletti

Deep learning (DL) techniques have recently found success in anomaly detection (AD) across various fields such as finance, medical services, and cloud computing. However, most of the current research tends to view deep AD algorithms as a…

Machine Learning · Computer Science 2023-10-31 Minqi Jiang , Chaochuan Hou , Ao Zheng , Songqiao Han , Hailiang Huang , Qingsong Wen , Xiyang Hu , Yue Zhao

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

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

Algorithmic decision support (ADS), using Machine-Learning-based AI, is becoming a major part of many processes. Organizations introduce ADS to improve decision-making and use available data, thereby possibly limiting deviations from the…

Human-Computer Interaction · Computer Science 2024-09-12 Joachim Meyer

Audio Descriptions (ADs) aim to provide a narration of a movie in text form, describing non-dialogue-related narratives, such as characters, actions, or scene establishment. Automatic generation of ADs remains challenging due to: i) the…

Computer Vision and Pattern Recognition · Computer Science 2024-11-28 Bo Fang , Wenhao Wu , Qiangqiang Wu , Yuxin Song , Antoni B. Chan
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