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Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

Machine Learning · Computer Science 2021-01-19 Erik Scharwächter , Jonathan Lennartz , Emmanuel Müller

Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, including algorithms for stochastic dynamics or state and input…

Optimization and Control · Mathematics 2022-05-26 Dennis Gramlich , Carsten W. Scherer , Christian Ebenbauer

We introduce a learning-based framework to optimize tensor programs for deep learning workloads. Efficient implementations of tensor operators, such as matrix multiplication and high dimensional convolution, are key enablers of effective…

Machine Learning · Computer Science 2019-01-10 Tianqi Chen , Lianmin Zheng , Eddie Yan , Ziheng Jiang , Thierry Moreau , Luis Ceze , Carlos Guestrin , Arvind Krishnamurthy

Solving massive-scale optimization problems requires scalable first-order methods with low per-iteration cost. This tutorial highlights a shift in optimization: using differentiable programming not only to execute algorithms but to learn…

Mathematical Software · Computer Science 2026-03-02 Liping Tao , Xindi Tong , Chee Wei Tan

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

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

In this work we present a theoretical model for differentiable programming. We construct an algebraic language that encapsulates formal semantics of differentiable programs by way of Operational Calculus. The algebraic nature of Operational…

Formal Languages and Automata Theory · Computer Science 2019-01-08 Žiga Sajovic , Martin Vuk

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin

This paper presents a novel optimization for differentiable programming named coarsening optimization. It offers a systematic way to synergize symbolic differentiation and algorithmic differentiation (AD). Through it, the granularity of the…

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

Since upcoming telescopes will observe thousands of strong lensing systems, creating fully-automated analysis pipelines for these images becomes increasingly important. In this work, we make a step towards that direction by developing the…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Marco Chianese , Adam Coogan , Paul Hofma , Sydney Otten , Christoph Weniger

There is a growing need for computational tools to automatically design and verify autonomous systems, especially complex robotic systems involving perception, planning, control, and hardware in the autonomy stack. Differentiable…

Robotics · Computer Science 2022-04-26 Charles Dawson , Chuchu Fan

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

We introduce the use of high order automatic differentiation, implemented via the algebra of truncated Taylor polynomials, in genetic programming. Using the Cartesian Genetic Programming encoding we obtain a high-order Taylor representation…

Neural and Evolutionary Computing · Computer Science 2016-11-16 Dario Izzo , Francesco Biscani , Alessio Mereta

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

Neural networks have been able to achieve groundbreaking accuracy at tasks conventionally considered only doable by humans. Using stochastic gradient descent, optimization in many dimensions is made possible, albeit at a relatively high…

Machine Learning · Computer Science 2017-07-17 Hirsh R. Agarwal , Andrew Huang

This paper deals with differentiable dynamical models congruent with neural process theories that cast brain function as the hierarchical refinement of an internal generative model explaining observations. Our work extends existing…

Machine Learning · Computer Science 2021-12-10 André Ofner , Sebastian Stober

Partitioning a set of elements into an unknown number of mutually exclusive subsets is essential in many machine learning problems. However, assigning elements, such as samples in a dataset or neurons in a network layer, to an unknown and…

Machine Learning · Computer Science 2023-11-10 Thomas M. Sutter , Alain Ryser , Joram Liebeskind , Julia E. Vogt

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

We introduce diagrammatic differentiation for tensor calculus by generalising the dual number construction from rigs to monoidal categories. Applying this to ZX diagrams, we show how to calculate diagrammatically the gradient of a linear…

Quantum Physics · Physics 2021-09-21 Alexis Toumi , Richie Yeung , Giovanni de Felice