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Automatic differentiation is a tool for numerically calculating derivatives of a given function up to machine precision. This tool is useful for quantum chemistry methods, which require the calculation of gradients either for the…

Chemical Physics · Physics 2020-11-25 Fabijan Pavošević , Sharon Hammes-Schiffer

Gradient-based inverse design in photonics has already achieved remarkable results in designing small-footprint, high-performance optical devices. The adjoint variable method, which allows for the efficient computation of gradients, has…

Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is well understood for many smooth problems but the…

Optimization and Control · Mathematics 2022-06-02 Jérôme Bolte , Edouard Pauwels , Samuel Vaiter

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

Automatic differentiation is a technique which allows a programmer to define a numerical computation via compositions of a broad range of numeric and computational primitives and have the underlying system support the computation of partial…

Mathematical Software · Computer Science 2017-06-02 Samer Abdallah

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

The last improvements in programming languages, programming models, and frameworks have focused on abstracting the users from many programming issues. Among others, recent programming frameworks include simpler syntax, automatic memory…

Programming Languages · Computer Science 2018-10-29 Cristian Ramon-Cortes , Ramon Amela , Jorge Ejarque , Philippe Clauss , Rosa M. Badia

Differentiation lies at the core of many machine-learning algorithms, and is well-supported by popular autodiff systems, such as TensorFlow and PyTorch. Originally, these systems have been developed to compute derivatives of differentiable…

Machine Learning · Computer Science 2020-10-27 Wonyeol Lee , Hangyeol Yu , Xavier Rival , Hongseok Yang

Anisotropic diffusion processes with a diffusion tensor are important in image analysis, physics, and engineering. However, their numerical approximation has a strong impact on dissipative artefacts and deviations from rotation invariance.…

Numerical Analysis · Mathematics 2024-04-09 Karl Schrader , Joachim Weickert , Michael Krause

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 present ForwardDiff, a Julia package for forward-mode automatic differentiation (AD) featuring performance competitive with low-level languages like C++. Unlike recently developed AD tools in other popular high-level languages such as…

Mathematical Software · Computer Science 2016-07-28 Jarrett Revels , Miles Lubin , Theodore Papamarkou

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

In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how…

Mathematical Software · Computer Science 2021-02-03 Vassil Vassilev , Aleksandr Efremov , Oksana Shadura

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

A large class of non-smooth practical optimization problems can be written as minimization of a sum of smooth and partly smooth functions. We examine such structured problems which also depend on a parameter vector and study the problem of…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

Recent theoretical work on automatic differentiation (autodiff) has focused on characteristics such as correctness and efficiency while assuming that all derivatives are automatically generated by autodiff using program transformation, with…

Programming Languages · Computer Science 2024-08-15 Sam Estep

Large Language Models (LLMs) have reshaped natural language processing, powering applications from multi-hop retrieval and question answering to autonomous agent workflows. Yet, prompt engineering -- the task of crafting textual inputs to…

Computation and Language · Computer Science 2025-01-31 Li Yin , Zhangyang Wang

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

We investigate the automatic differentiation of hybrid models, viz. models that may contain delays, logical tests and discontinuities or loops. We consider differentiation with respect to parameters, initial conditions or the time. We…

Systems and Control · Computer Science 2017-06-13 John Masse , Clara Masse , François Ollivier

The auto differentiable simulation is a type of simulation that outputs of the simulation include not only the simulation result itself, but also their derivatives with respect to various input parameters. It provides an efficient method to…

Computational Physics · Physics 2025-12-01 Ji Qianga , Yue Hao , Allen Qiang , Jinyu Wan