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Related papers: The simple essence of automatic differentiation

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Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply…

Machine Learning · Computer Science 2021-03-24 Philipp Andelfinger

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…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

Backpropagation algorithm is the cornerstone for neural network analysis. Paper extends it for training any derivatives of neural network's output with respect to its input. By the dint of it feedforward networks can be used to solve or…

Neural and Evolutionary Computing · Computer Science 2017-12-13 V. I. Avrutskiy

Although distributed machine learning has opened up many new and exciting research frontiers, fragmentation of models and data across different machines, nodes, and sites still results in considerable communication overhead, impeding…

Machine Learning · Computer Science 2022-02-04 Bradley T. Baker , Aashis Khanal , Vince D. Calhoun , Barak Pearlmutter , Sergey M. Plis

Differentiable programming is a fresh programming paradigm which composes parameterized algorithmic components and trains them using automatic differentiation (AD). The concept emerges from deep learning but is not only limited to training…

Strongly Correlated Electrons · Physics 2019-09-11 Hai-Jun Liao , Jin-Guo Liu , Lei Wang , Tao Xiang

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

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…

Programming Languages · Computer Science 2020-02-04 Martin Abadi , Gordon D. Plotkin

The Rust programming language is an attractive choice for robotics and related fields, offering highly efficient and memory-safe code. However, a key limitation preventing its broader adoption in these domains is the lack of high-quality,…

Robotics · Computer Science 2025-04-23 Chen Liang , Qian Wang , Andy Xu , Daniel Rakita

Phase retrieval is a well known ill-posed inverse problem where one tries to recover images given only the magnitude values of their Fourier transform as input. In recent years, new algorithms based on deep learning have been proposed,…

Image and Video Processing · Electrical Eng. & Systems 2022-04-21 Leon Gugel , Shai Dekel

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 powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…

Chemical Physics · Physics 2020-06-23 Teresa Tamayo-Mendoza , Christoph Kreisbeck , Roland Lindh , Alán Aspuru-Guzik

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

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant…

Methodology · Statistics 2024-07-04 Kevin Tan , Giles Hooker , Edward L. Ionides

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…

Symbolic Computation · Computer Science 2019-09-23 Oleksandr Manzyuk , Barak A. Pearlmutter , Alexey Andreyevich Radul , David R. Rush , Jeffrey Mark Siskind

We study the correctness of automatic differentiation (AD) in the context of a higher-order, Turing-complete language (PCF with real numbers), both in forward and reverse mode. Our main result is that, under mild hypotheses on the primitive…

Logic in Computer Science · Computer Science 2021-01-13 Damiano Mazza , Michele Pagani

Automatic differentiation (AD) aims to compute derivatives of user-defined functions, but in Turing-complete languages, this simple specification does not fully capture AD's behavior: AD sometimes disagrees with the true derivative of a…

Programming Languages · Computer Science 2021-12-07 Alexander K. Lew , Mathieu Huot , Vikash K. Mansinghka

Online synaptic plasticity rules derived from gradient descent achieve high accuracy on a wide range of practical tasks. However, their software implementation often requires tediously hand-derived gradients or using gradient…

Neural and Evolutionary Computing · Computer Science 2025-01-22 Jamie Lohoff , Anil Kaya , Florian Assmuth , Emre Neftci

We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable…

Machine Learning · Statistics 2018-06-11 Daniel Sheldon , Kevin Winner , Debora Sujono

Flow based models such as Real NVP are an extremely powerful approach to density estimation. However, existing flow based models are restricted to transforming continuous densities over a continuous input space into similarly continuous…

Machine Learning · Computer Science 2020-08-27 Laurent Dinh , Jascha Sohl-Dickstein , Hugo Larochelle , Razvan Pascanu

Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is well understood for many smooth problems but the…

Optimization and Control · Mathematics 2022-06-02 Jérôme Bolte , Edouard Pauwels , Samuel Vaiter