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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

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

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

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

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

We present a system for the automatic differentiation of a higher-order functional array-processing language. The core functional language underlying this system simultaneously supports both source-to-source automatic differentiation and…

Mathematical Software · Computer Science 2018-06-07 Amir Shaikhha , Andrew Fitzgibbon , Dimitrios Vytiniotis , Simon Peyton Jones , Christoph Koch

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 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

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

Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

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

Abstract Meaning Representations (AMR) are a broad-coverage semantic formalism which represents sentence meaning as a directed acyclic graph. To train most AMR parsers, one needs to segment the graph into subgraphs and align each such…

Computation and Language · Computer Science 2022-10-26 Chunchuan Lyu , Shay B. Cohen , Ivan Titov

Static analysis techniques enhance the security, performance, and reliability of programs by analyzing and portraiting program behaviors without the need for actual execution. In essence, static analysis takes the Intermediate…

Programming Languages · Computer Science 2024-05-22 Bowen Zhang , Wei Chen , Hung-Chun Chiu , Charles Zhang

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

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

Programs involving discontinuities introduced by control flow constructs such as conditional branches pose challenges to mathematical optimization methods that assume a degree of smoothness in the objective function's response surface.…

Machine Learning · Computer Science 2024-01-05 Justin N. Kreikemeyer , Philipp Andelfinger

We apply program verification technology to the problem of specifying and verifying automatic differentiation (AD) algorithms. We focus on define-by-run, a style of AD where the program that must be differentiated is executed and monitored…

Logic in Computer Science · Computer Science 2024-02-14 Paulo Emílio de Vilhena , François Pottier

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

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

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