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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

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

Developers of Molecular Dynamics (MD) codes face significant challenges when adapting existing simulation packages to new hardware. In a continuously diversifying hardware landscape it becomes increasingly difficult for scientists to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-03-14 William R. Saunders , James Grant , Eike H. Müller

Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not…

Mathematical Software · Computer Science 2018-07-27 Filip Šrajer , Zuzana Kukelova , Andrew Fitzgibbon

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…

Programming Languages · Computer Science 2023-05-16 Tom Schrijvers , Birthe van den Berg , Fabrizio Riguzzi

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available…

Mathematical Software · Computer Science 2022-12-29 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

Machine learning and neural network models in particular have been improving the state of the art performance on many artificial intelligence related tasks. Neural network models are typically implemented using frameworks that perform…

Machine Learning · Computer Science 2021-10-18 Davan Harrison

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…

Numerical Analysis · Mathematics 2023-05-15 Jan Hückelheim , Harshitha Menon , William Moses , Bruce Christianson , Paul Hovland , Laurent Hascoët

In this work we present useful techniques and possible enhancements when applying an Algorithmic Differentiation (AD) tool to the linear algebra library Eigen using our in-house AD by overloading (AD-O) tool dco/c++ as a case study. After…

Mathematical Software · Computer Science 2020-06-23 Patrick Peltzer , Johannes Lotz , Uwe Naumann

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

While application software does the real work, domain-specific languages (DSLs) are tools to help produce it efficiently, and language design assistants in turn are meta-tools to help produce DSLs quickly. DSLs are already in wide use (HTML…

Programming Languages · Computer Science 2007-05-23 Jan Heering

We give a gentle introduction to using various software tools for automatic differentiation (AD). Ready-to-use examples are discussed, and links to further information are presented. Our target audience includes all those who are looking…

Mathematical Software · Computer Science 2007-05-23 Uwe Naumann , Andrea Walther

In the task of automatic program synthesis, one obtains pairs of matching inputs and outputs and generates a computer program, in a particular domain-specific language (DSL), which given each sample input returns the matching output. A key…

Machine Learning · Computer Science 2023-03-14 Aran Carmon , Lior Wolf

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

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more…

Symbolic Computation · Computer Science 2018-07-18 Atilim Gunes Baydin , Barak A. Pearlmutter , Alexey Andreyevich Radul , Jeffrey Mark Siskind

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

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…

Computational Physics · Physics 2025-06-03 He Zhang

Planning in code is considered a more reliable approach for many orchestration tasks. This is because code is more tractable than steps generated via Natural Language and make it easy to support more complex sequences by abstracting…

Software Engineering · Computer Science 2024-08-19 Nastaran Bassamzadeh , Chhaya Methani

The development of domain-specific languages (DSLs) is a laborious and iterative process that seems to naturally lean to the use of generative artificial intelligence. We design and prototype DSL Assistant, a tool that integrates generative…

Software Engineering · Computer Science 2024-08-20 My M. Mosthaf , Andrzej Wąsowski

Domain-specific languages (DSLs) for machine learning are revolutionizing the speed and efficiency of machine learning workloads as they enable users easy access to high-performance compiler optimizations and accelerators. However, to take…

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