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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

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

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Reconstructing force fields (FFs) from atomistic simulation data is a challenge since accurate data can be highly expensive. Here, machine learning (ML) models can help to be data economic as they can be successfully constrained using the…

Chemical Physics · Physics 2022-10-27 Niklas Frederik Schmitz , Klaus-Robert Müller , Stefan Chmiela

Automatic differentiation is everywhere, but there exists only minimal documentation of how it works in complex arithmetic beyond stating "derivatives in $\mathbb{C}^d$" $\cong$ "derivatives in $\mathbb{R}^{2d}$" and, at best, shallow…

Mathematical Software · Computer Science 2024-12-11 Nicholas Krämer

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

In this paper we take a look at Automatic Differentiation through the eyes of Tensor and Operational Calculus. This work is best consumed as supplementary material for learning tensor and operational calculus by those already familiar with…

Symbolic Computation · Computer Science 2018-09-03 Žiga Sajovic

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

First-order automatic differentiation is a ubiquitous tool across statistics, machine learning, and computer science. Higher-order implementations of automatic differentiation, however, have yet to realize the same utility. In this paper I…

Computation · Statistics 2019-01-01 Michael Betancourt

Image segmentation is the foundation of several computer vision tasks, where pixel-wise knowledge is a prerequisite for achieving the desired target. Deep learning has shown promising performance in supervised image segmentation. However,…

Image and Video Processing · Electrical Eng. & Systems 2024-03-19 Boujemaa Guermazi , Riadh Ksantini , Naimul Khan

Theoretical studies show that for any differentiable function on a compact domain, there exists a neural network that approximates both the function values and gradients. However, such a result cannot be used in practice since it assumes…

Machine Learning · Computer Science 2026-05-05 Sejun Park , Yeachan Park , Geonho Hwang

The choice of activation function can significantly influence the performance of neural networks. The lack of guiding principles for the selection of activation function is lamentable. We try to address this issue by introducing our…

Machine Learning · Computer Science 2018-10-16 Yiwei Li , Enzhi Li

Automatic modulation classification enables intelligent communications and it is of crucial importance in today's and future wireless communication networks. Although many automatic modulation classification schemes have been proposed, they…

Signal Processing · Electrical Eng. & Systems 2021-06-01 Hao Zhang , Fuhui Zhou , Qihui Wu , Wei Wu , Rose Qingyang Hu

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

Based on a class of associative algebras with zero-divisors which are called real-like algebras by us, we introduce a way of defining automatic differentiation and present different ways of doing automatic differentiation to compute the…

Numerical Analysis · Mathematics 2020-06-16 Keqin Liu

This paper discusses a new method to solve definite integrals using artificial neural networks. The objective is to build a neural network that would be a novel alternative to pre-established numerical methods and with the help of a…

Machine Learning · Computer Science 2019-04-23 Satyasaran Changdar , Snehangshu Bhattacharjee

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

Machine Learning · Computer Science 2016-01-06 John Schulman , Nicolas Heess , Theophane Weber , Pieter Abbeel

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

The complex-step derivative approximation is a numerical differentiation technique that can achieve analytical accuracy, to machine precision, with a single function evaluation. In this letter, the complex-step derivative approximation is…

Robotics · Computer Science 2021-05-07 Charles Champagne Cossette , Alex Walsh , James Richard Forbes

Using backpropagation to compute gradients of objective functions for optimization has remained a mainstay of machine learning. Backpropagation, or reverse-mode differentiation, is a special case within the general family of automatic…

Machine Learning · Computer Science 2022-02-18 Atılım Güneş Baydin , Barak A. Pearlmutter , Don Syme , Frank Wood , Philip Torr