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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

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

Automatic differentiation (AD) in reverse mode (RAD) is a central component of deep learning and other uses of large-scale optimization. Commonly used RAD algorithms such as backpropagation, however, are complex and stateful, hindering deep…

Programming Languages · Computer Science 2018-10-03 Conal Elliott

No single Automatic Differentiation (AD) system is the optimal choice for all problems. This means informed selection of an AD system and combinations can be a problem-specific variable that can greatly impact performance. In the Julia…

Mathematical Software · Computer Science 2022-02-08 Frank Schäfer , Mohamed Tarek , Lyndon White , Chris Rackauckas

Reverse-mode automatic differentiation (AD) suffers from the issue of having too much space overhead to trace back intermediate computational states for back-propagation. The traditional method to trace back states is called checkpointing…

Programming Languages · Computer Science 2021-02-02 Jin-Guo Liu , Taine Zhao

Rapid advances in deep learning have brought not only myriad powerful neural networks, but also breakthroughs that benefit established scientific research. In particular, automatic differentiation (AD) tools and computational accelerators…

Instrumentation and Methods for Astrophysics · Physics 2024-02-13 Yin Li , Chirag Modi , Drew Jamieson , Yucheng Zhang , Libin Lu , Yu Feng , François Lanusse , Leslie Greengard

Deep learning has seen tremendous success over the past decade in computer vision, machine translation, and gameplay. This success rests in crucial ways on gradient-descent optimization and the ability to learn parameters of a neural…

Machine Learning · Computer Science 2019-08-30 Fei Wang , Daniel Zheng , James Decker , Xilun Wu , Grégory M. Essertel , Tiark Rompf

Building on the observation that reverse-mode automatic differentiation (AD) -- a generalisation of backpropagation -- can naturally be expressed as pullbacks of differential 1-forms, we design a simple higher-order programming language…

Programming Languages · Computer Science 2020-02-20 Carol Mak , Luke Ong

A computational fluid dynamics code is differentiated using algorithmic differentiation (AD) in both tangent and adjoint modes. The two novelties of the present approach are 1) the adjoint code is obtained by letting the AD tool Tapenade…

Computational Physics · Physics 2020-07-10 J. I. Cardesa , L. Hascoët , C. Airiau

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

We show how to define forward- and reverse-mode automatic differentiation source-code transformations or on a standard higher-order functional language. The transformations generate purely functional code, and they are principled in the…

Programming Languages · Computer Science 2021-01-25 Matthijs Vákár

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

Scientific computing is increasingly incorporating the advancements in machine learning and the ability to work with large amounts of data. At the same time, machine learning models are becoming increasingly sophisticated and exhibit many…

Programming Languages · Computer Science 2019-07-19 Mike Innes , Alan Edelman , Keno Fischer , Chris Rackauckas , Elliot Saba , Viral B Shah , Will Tebbutt

This paper presents a new functionality of the Automatic Differentiation (AD) tool Tapenade. Tapenade generates adjoint codes which are widely used for optimization or inverse problems. Unfortunately, for large applications the adjoint code…

Data Structures and Algorithms · Computer Science 2007-05-23 Laurent Hascoet , Mauricio Araya-Polo

Automatic differentiation (AD) has been a topic of interest for researchers in many disciplines, with increased popularity since its application to machine learning and neural networks. Although many researchers appreciate and know how to…

Programming Languages · Computer Science 2023-08-10 Birthe van den Berg , Tom Schrijvers , James McKinna , Alexander Vandenbroucke

We show that Automatic Differentiation (AD) operators can be provided in a dynamic language without sacrificing numeric performance. To achieve this, general forward and reverse AD functions are added to a simple high-level dynamic…

Programming Languages · Computer Science 2016-11-11 Jeffrey Mark Siskind , Barak A. Pearlmutter

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

We present a technique for applying (forward and) reverse-mode automatic differentiation (AD) on a non-recursive second-order functional array language that supports nested parallelism and is primarily aimed at efficient GPU execution. The…

Programming Languages · Computer Science 2022-02-22 Robert Schenck , Ola Rønning , Troels Henriksen , Cosmin E. Oancea

Reverse-mode differentiation is used for optimization, but it introduces references, which break the purity of the underlying programs, making them notoriously harder to optimize. We present a reverse-mode differentiation on a purely…

Programming Languages · Computer Science 2023-04-27 Mathieu Huot , Amir Shaikhha

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
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