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The efficient method for computing the sensitivities is the adjoint method. The cost of solving an adjoint equation is comparable to the cost of solving the governing equation. Once the adjoint solution is obtained, the sensitivities to any…

Computational Physics · Physics 2018-05-22 Guojun Hu , Tomasz Kozlowski

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

A C++ library for sensitivity analysis of optimisation problems involving ordinary differential equations (ODEs) enabled by automatic differentiation (AD) and SIMD (Single Instruction, Multiple data) vectorization is presented. The discrete…

Numerical Analysis · Mathematics 2024-10-04 Rui Martins , Evgeny Lakshtanov

Sensitivity analysis plays an important role in searching for constitutive parameters (e.g. permeability) subsurface flow simulations. The mathematics behind is to solve a dynamic constrained optimization problem. Traditional methods like…

Computational Physics · Physics 2019-06-05 Shu Wang , Satish Karra , Daniel O'Malley

Neural ordinary differential equations (NODEs) have recently attracted increasing attention; however, their empirical performance on benchmark tasks (e.g. image classification) are significantly inferior to discrete-layer models. We…

Machine Learning · Statistics 2020-12-07 Juntang Zhuang , Nicha Dvornek , Xiaoxiao Li , Sekhar Tatikonda , Xenophon Papademetris , James Duncan

The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Zander W. Blasingame , Chen Liu

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 the rapidly evolving internet-of-things (IoT) ecosystem, effective data analysis techniques are crucial for handling distributed data generated by sensors. Addressing the limitations of existing methods, such as the sub-gradient…

Machine Learning · Computer Science 2024-08-12 Reza Mirzaeifard , Diyako Ghaderyan , Stefan Werner

Auditory Attention Detection (AAD) aims to detect target speaker from brain signals in a multi-speaker environment. Although EEG-based AAD methods have shown promising results in recent years, current approaches primarily rely on…

Signal Processing · Electrical Eng. & Systems 2023-09-15 Cunhang Fan , Hongyu Zhang , Wei Huang , Jun Xue , Jianhua Tao , Jiangyan Yi , Zhao Lv , Xiaopei Wu

In the realm of Adversarial Distillation (AD), strategic and precise knowledge transfer from an adversarially robust teacher model to a less robust student model is paramount. Our Dynamic Guidance Adversarial Distillation (DGAD) framework…

Computer Vision and Pattern Recognition · Computer Science 2024-09-04 Hyejin Park , Dongbo Min

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients…

Machine Learning · Computer Science 2020-10-20 Xuechen Li , Ting-Kam Leonard Wong , Ricky T. Q. Chen , David Duvenaud

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

There has been a rapidly growing interest in Automatic Symptom Detection (ASD) and Automatic Diagnosis (AD) systems in the machine learning research literature, aiming to assist doctors in telemedicine services. These systems are designed…

Computation and Language · Computer Science 2022-10-14 Arsene Fansi Tchango , Rishab Goel , Zhi Wen , Julien Martel , Joumana Ghosn

In recent years, formal methods of privacy protection such as differential privacy (DP), capable of deployment to data-driven tasks such as machine learning (ML), have emerged. Reconciling large-scale ML with the closed-form reasoning…

For reliable deployment of deep-learning systems, out-of-distribution (OOD) detection is indispensable. In the real world, where test-time inputs often arrive as streaming mixtures of in-distribution (ID) and OOD samples under evolving…

Computer Vision and Pattern Recognition · Computer Science 2026-03-18 Wooseok Lee , Jin Mo Yang , Saewoong Bahk , Hyung-Sin Kim

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

Adjoint methods enable the accurate calculation of the sensitivities of a quantity of interest. The sensitivity is obtained by solving the adjoint system, which can be derived by continuous or discrete adjoint strategies. In acoustic wave…

Computational Physics · Physics 2019-03-28 Luca Magri

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

This document, as the title stated, is meant to provide a vectorized implementation of adjoint dynamics calculation for Graph Convolutional Neural Ordinary Differential Equations (GCDE). The adjoint sensitivity method is the gradient…

Machine Learning · Computer Science 2022-09-16 Jack Cai
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