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Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

The derivation of a function is a fundamental tool for solving problems in calculus. Consequently, the motivations for investigating physical systems capable of performing this task are numerous. Furthermore, the potential to develop an…

The deep learning community has devised a diverse set of methods to make gradient optimization, using large datasets, of large and highly complex models with deeply cascaded nonlinearities, practical. Taken as a whole, these methods…

Machine Learning · Computer Science 2016-11-14 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Neural network-based approaches have recently shown significant promise in solving partial differential equations (PDEs) in science and engineering, especially in scenarios featuring complex domains or incorporation of empirical data. One…

Machine Learning · Computer Science 2025-03-19 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

For scientific machine learning tasks with a lot of custom code, picking the right Automatic Differentiation (AD) system matters. Our Julia package DifferentiationInterface$.$jl provides a common frontend to a dozen AD backends, unlocking…

Mathematical Software · Computer Science 2025-05-19 Guillaume Dalle , Adrian Hill

Most nonlinear partial differential equation (PDE) solvers require the Jacobian matrix associated to the differential operator. In PETSc, this is typically achieved by either an analytic derivation or numerical approximation method such as…

Mathematical Software · Computer Science 2019-09-09 J. G. Wallwork , P. Hovland , H. Zhang , O. Marin

Anomaly detection (AD) is the machine learning task of identifying highly discrepant abnormal samples by solely relying on the consistency of the normal training samples. Under the constraints of a distribution shift, the assumption that…

Machine Learning · Computer Science 2023-12-25 João B. S. Carvalho , Mengtao Zhang , Robin Geyer , Carlos Cotrini , Joachim M. Buhmann

A study is conducted to evaluate four derivative estimation methods when solving a large sparse nonlinear programming problem that arises from the approximation of an optimal control problem using a direct collocation method. In particular,…

Optimization and Control · Mathematics 2020-05-29 Yunus M. Agamawi , Anil V. Rao

Modelers use automatic differentiation (AD) of computation graphs to implement complex Deep Learning models without defining gradient computations. Stochastic AD extends AD to stochastic computation graphs with sampling steps, which arise…

Machine Learning · Statistics 2021-10-27 Emile van Krieken , Jakub M. Tomczak , Annette ten Teije

Many computer vision algorithms depend on a variety of parameter choices and settings that are typically hand-tuned in the course of evaluating the algorithm. While such parameter tuning is often presented as being incidental to the…

Computer Vision and Pattern Recognition · Computer Science 2012-09-25 J. Bergstra , D. Yamins , D. D. Cox

Machine learning (ML) models are constructed by expert ML practitioners using various coding languages, in which they tune and select models hyperparameters and learning algorithms for a given problem domain. They also carefully design an…

Machine Learning · Computer Science 2021-03-16 Subhajit Das , Alex Endert

Automatic differentiation (autodiff) has revolutionized machine learning. It allows to express complex computations by composing elementary ones in creative ways and removes the burden of computing their derivatives by hand. More recently,…

For a real function, automatic differentiation is such a standard algorithm used to efficiently compute its gradient, that it is integrated in various neural network frameworks. However, despite the recent advances in using complex…

Machine Learning · Computer Science 2021-01-19 Chu Guo , Dario Poletti

We consider the problem of efficiently computing the derivative of the solution map of a convex cone program, when it exists. We do this by implicitly differentiating the residual map for its homogeneous self-dual embedding, and solving the…

Optimization and Control · Mathematics 2020-05-21 Akshay Agrawal , Shane Barratt , Stephen Boyd , Enzo Busseti , Walaa M. Moursi

We present a GPU-based system for automatic differentiation (AD) of functions defined on triangle meshes, designed to exploit the locality and sparsity in mesh-based computation. Our system evaluates derivatives using per-element…

Graphics · Computer Science 2026-02-03 Ahmed H. Mahmoud , Rahul Goel , Jonathan Ragan-Kelley , Justin Solomon

Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible,…

Machine Learning · Computer Science 2024-11-11 Ethan Che , Daniel R. Jiang , Hongseok Namkoong , Jimmy Wang

Semantic Segmentation is a significant research field in Computer Vision. Despite being a widely studied subject area, many visualization tools do not exist that capture segmentation quality and dataset statistics such as a class imbalance…

Computer Vision and Pattern Recognition · Computer Science 2023-12-19 Sourajit Saha , Shubhashis Roy Dipta

We present semantic correctness proofs of Automatic Differentiation (AD). We consider a forward-mode AD method on a higher order language with algebraic data types, and we characterise it as the unique structure preserving macro given a…

Programming Languages · Computer Science 2020-04-02 Mathieu Huot , Sam Staton , Matthijs Vákár

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

Operator overloading algorithmic differentiation (AD) tools are usually only developed for floating-point values. Algorithmic optimization for, e.g., linear systems solvers or matrix-matrix multiplications are often introduced via external…

Mathematical Software · Computer Science 2025-08-08 Max Sagebaum , Nicolas R. Gauger
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