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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…

Machine Learning · Computer Science 2014-04-30 Atilim Gunes Baydin , Barak A. Pearlmutter

Recovery from transient failures is one of the prime issues in the context of distributed systems. These systems demand to have transparent yet efficient techniques to achieve the same. Checkpoint is defined as a designated place in a…

Networking and Internet Architecture · Computer Science 2011-09-01 Ruchi Tuli , Parveen Kumar

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…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how…

Mathematical Software · Computer Science 2021-02-03 Vassil Vassilev , Aleksandr Efremov , Oksana Shadura

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…

Numerical Analysis · Mathematics 2016-07-07 Philipp H. W. Hoffmann

Systematic checkpointing of the machine state makes restart of execution from a safe state possible upon detection of an error. The time and energy overhead of checkpointing, however, grows with the frequency of checkpointing. Amortizing…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-30 Ismail Akturk , Ulya R. Karpuzcu

Automatic Differentiation (AD) has become a dominant technique in ML. AD frameworks have first been implemented for imperative languages using tapes. Meanwhile, functional implementations of AD have been developed, often based on dual…

Programming Languages · Computer Science 2023-07-10 Timon Böhler , David Richter , Mira Mezini

The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD…

Machine Learning · Computer Science 2021-03-16 Deniz Oktay , Nick McGreivy , Joshua Aduol , Alex Beatson , Ryan P. Adams

Change-point detection (CPD), which detects abrupt changes in the data distribution, is recognized as one of the most significant tasks in time series analysis. Despite the extensive literature on offline CPD, unsupervised online CPD still…

Machine Learning · Computer Science 2023-12-07 Zahra Atashgahi , Decebal Constantin Mocanu , Raymond Veldhuis , Mykola Pechenizkiy

While checkpointing is typically combined with a restart of the whole application, localized recovery permits all but the affected processes to continue. In task-based cluster programming, for instance, the application can then be finished…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-01 Claudia Fohry

We consider checkpointing strategies that minimize the number of recomputations needed when performing discrete adjoint computations using multistage time-stepping schemes, which requires computing several substeps within one complete time…

Mathematical Software · Computer Science 2022-04-29 Hong Zhang , Emil Constantinescu

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

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

Abstract Interpretation approximates the semantics of a program by mimicking its concrete fixpoint computation on an abstract domain $\mathbb{A}$. The abstract (post-) fixpoint computation is classically divided into two phases: the…

Programming Languages · Computer Science 2022-06-23 Vincenzo Arceri , Isabella Mastroeni , Enea Zaffanella

High-performance computing (HPC) requires resilience techniques such as checkpointing in order to tolerate failures in supercomputers. As the number of nodes and memory in supercomputers keeps on increasing, the size of checkpoint data also…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-13 Kai Keller , Leonardo Bautista Gomez

We present the checkpointing scheme of Abacus, an $N$-body simulation code that allocates all persistent state in POSIX shared memory, or ramdisk. Checkpointing becomes as simple as copying files from ramdisk to external storage. The main…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-01 Lehman H. Garrison , Daniel J. Eisenstein , Nina A. Maksimova

We present a simplified derivation of the optimal checkpoint interval in Young_1974 [1]. The optimal checkpoint interval derivation in [1] is based on minimizing the total lost time as an objective-function. Lost time is a function of…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-25 Nirmal Raj Saxena , Saurabh Hukerikar , Mikolaj Blaz , Swapna Raj

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

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…

Computational Finance · Quantitative Finance 2017-06-08 Sébastien Geeraert , Charles-Albert Lehalle , Barak Pearlmutter , Olivier Pironneau , Adil Reghai

Handling faults is a growing concern in HPC. In future exascale systems, it is projected that silent undetected errors will occur several times a day, increasing the occurrence of corrupted results. In this article, we propose SEDAR, which…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-29 Diego Montezanti , Enzo Rucci , Armando De Giusti , Marcelo Naiouf , Dolores Rexachs , Emilio Luque