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Differential machine learning combines automatic adjoint differentiation (AAD) with modern machine learning (ML) in the context of risk management of financial Derivatives. We introduce novel algorithms for training fast, accurate pricing…

Computational Finance · Quantitative Finance 2020-10-01 Brian Huge , Antoine Savine

The finite element method can be viewed as a machine that automates the discretization of differential equations, taking as input a variational problem, a finite element and a mesh, and producing as output a system of discrete equations.…

Numerical Analysis · Mathematics 2011-12-05 Anders Logg

We demonstrate a practical differentiable programming approach for acoustic inverse problems through two applications: admittance estimation and shape optimization for resonance damping. First, we show that JAX-FEM's automatic…

Machine Learning · Computer Science 2025-11-17 Nikolas Borrel-Jensen , Josiah Bjorgaard

We present a framework for calibration of parameters in elastoplastic constitutive models that is based on the use of automatic differentiation (AD). The model calibration problem is posed as a partial differential equation-constrained…

Computational Engineering, Finance, and Science · Computer Science 2021-10-26 Daniel Thomas Seidl , Brian Neal Granzow

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

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Machine Learning · Statistics 2016-03-03 Alp Kucukelbir , Dustin Tran , Rajesh Ranganath , Andrew Gelman , David M. Blei

The HFBTHO code implements a nuclear energy density functional solver to model the structure of atomic nuclei. HFBTHO has previously been used to calibrate energy functionals and perform sensitivity analysis by using derivative-free…

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

Optimization and Control · Mathematics 2019-06-28 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

Classical reverse-mode automatic differentiation (AD) imposes only a small constant-factor overhead in operation count over the original computation, but has storage requirements that grow, in the worst case, in proportion to the time…

Programming Languages · Computer Science 2018-07-18 Jeffrey Mark Siskind , Barak A. Pearlmutter

The Harmonic Balance-Alternating Frequency-Time domain (HB-AFT) method is extensively employed for dynamic response analysis of nonlinear systems. However, its application to high-dimensional complex systems is constrained by the manual…

Computational Engineering, Finance, and Science · Computer Science 2025-08-12 Yi Chen , Yuhong Jin , Rongzhou Lin , Yifan Jiang , Xutao Mei , Lei Houb , Yilong Wang , Ng Teng Yong , Anxin Guo

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

Machine learning has emerged as a transformative tool for solving differential equations (DEs), yet prevailing methodologies remain constrained by dual limitations: data-driven methods demand costly labeled datasets while model-driven…

Machine Learning · Computer Science 2026-01-01 Heng Wu , Benzhuo Lu

We present Articulated Kinematics Distillation (AKD), a framework for generating high-fidelity character animations by merging the strengths of skeleton-based animation and modern generative models. AKD uses a skeleton-based representation…

Graphics · Computer Science 2025-04-03 Xuan Li , Qianli Ma , Tsung-Yi Lin , Yongxin Chen , Chenfanfu Jiang , Ming-Yu Liu , Donglai Xiang

Optimizing neural networks with loss that contain high-dimensional and high-order differential operators is expensive to evaluate with back-propagation due to $\mathcal{O}(d^{k})$ scaling of the derivative tensor size and the…

Machine Learning · Computer Science 2025-01-14 Zekun Shi , Zheyuan Hu , Min Lin , Kenji Kawaguchi

Ptychography is a lensless imaging method that allows for wavefront sensing and phase-sensitive microscopy from a set of diffraction patterns. Recently, it has been shown that the optimization task in ptychography can be achieved via…

Image and Video Processing · Electrical Eng. & Systems 2021-01-13 Jacob Seifert , Dorian Bouchet , Lars Loetgering , Allard P. Mosk

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

Efficient accelerator modeling and particle tracking are key for the design and configuration of modern particle accelerators. In this work, we present JuTrack, a nested accelerator modeling package developed in the Julia programming…

Accelerator Physics · Physics 2024-12-30 Jinyu Wan , Helena Alamprese , Christian Ratcliff , Ji Qiang , Yue Hao

Anomaly detection (AD) is the machine learning task of identifying highly discrepant abnormal samples by solely relying on the consistency of the normal training samples. Under the constraints of a distribution shift, the assumption that…

Machine Learning · Computer Science 2023-12-25 João B. S. Carvalho , Mengtao Zhang , Robin Geyer , Carlos Cotrini , Joachim M. Buhmann

We propose to apply several gradient estimation techniques to enable the differentiation of programs with discrete randomness in High Energy Physics. Such programs are common in High Energy Physics due to the presence of branching processes…

Machine Learning · Statistics 2023-09-01 Michael Kagan , Lukas Heinrich

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
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