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We discuss the role of automatic differentiation tools in optimization software. We emphasize issues that are important to large-scale optimization and that have proved useful in the installation of nonlinear solvers in the NEOS Server. Our…

Mathematical Software · Computer Science 2007-05-23 Jorge J. Moré

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

Sentence splitting is a major simplification operator. Here we present a simple and efficient splitting algorithm based on an automatic semantic parser. After splitting, the text is amenable for further fine-tuned simplification operations.…

Computation and Language · Computer Science 2018-10-12 Elior Sulem , Omri Abend , Ari Rappoport

In min-min optimization or max-min optimization, one has to compute the gradient of a function defined as a minimum. In most cases, the minimum has no closed-form, and an approximation is obtained via an iterative algorithm. There are two…

Machine Learning · Statistics 2020-02-11 Pierre Ablin , Gabriel Peyré , Thomas Moreau

An optimization based state and parameter estimation method is presented where the required Jacobian matrix of the cost function is computed via automatic differentiation. Automatic differentiation evaluates the programming code of the cost…

Chaotic Dynamics · Physics 2015-07-10 Jan Schumann-Bischoff , Stefan Luther , Ulrich Parlitz

We present a formulation of deep learning that aims at producing a large margin classifier. The notion of margin, minimum distance to a decision boundary, has served as the foundation of several theoretically profound and empirically…

Machine Learning · Statistics 2018-12-05 Gamaleldin F. Elsayed , Dilip Krishnan , Hossein Mobahi , Kevin Regan , Samy Bengio

This paper presents an artificial intelligence algorithm that can be used to derive formulas from various scientific disciplines called automatic derivation machine. First, the formula is abstractly expressed as a multiway tree model, and…

Artificial Intelligence · Computer Science 2018-08-16 MinZhong Luo , Li Liu

Image segmentation is a key topic in image processing and computer vision with applications such as scene understanding, medical image analysis, robotic perception, video surveillance, augmented reality, and image compression, among many…

Computer Vision and Pattern Recognition · Computer Science 2020-11-17 Shervin Minaee , Yuri Boykov , Fatih Porikli , Antonio Plaza , Nasser Kehtarnavaz , Demetri Terzopoulos

Deep neural networks have yielded superior performance in many applications; however, the gradient computation in a deep model with millions of instances lead to a lengthy training process even with modern GPU/TPU hardware acceleration. In…

Machine Learning · Computer Science 2019-05-10 Jiong Zhang , Hsiang-fu Yu , Inderjit S. Dhillon

In applied mathematics, especially in optimization, functions are often only provided as so called "Black-Boxes" provided by software packages, or very complex algorithms, which make automatic differentation very complicated or even…

Numerical Analysis · Mathematics 2021-02-05 Stefan H. Reiterer

The foundational theory of differentiation was developed as part of the original release of ACL2(r). In work reported at the last ACL2 Workshop, we presented theorems justifying the usual differentiation rules, including the chain rule and…

Symbolic Computation · Computer Science 2011-10-24 Peter Reid , Ruben Gamboa

In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic differentiation and a regression. The…

Computational Finance · Quantitative Finance 2019-11-13 Christian P. Fries

We propose a multi-level method to increase the accuracy of machine learning algorithms for approximating observables in scientific computing, particularly those that arise in systems modeled by differential equations. The algorithm relies…

Numerical Analysis · Mathematics 2020-07-06 Kjetil O. Lye , Siddhartha Mishra , Roberto Molinaro

Deep learning's successes are often attributed to its ability to automatically discover new representations of the data, rather than relying on handcrafted features like other learning methods. We show, however, that deep networks learned…

Machine Learning · Computer Science 2020-12-02 Pedro Domingos

A promising direction in deep learning research consists in learning representations and simultaneously discovering cluster structure in unlabeled data by optimizing a discriminative loss function. As opposed to supervised deep learning,…

We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…

Computational Physics · Physics 2020-06-02 Liam L. H. Lau , Denis Werth

In exchange for large quantities of data and processing power, deep neural networks have yielded models that provide state of the art predication capabilities in many fields. However, a lack of strong guarantees on their behaviour have…

Machine Learning · Computer Science 2020-01-22 Haakon Robinson , Adil Rasheed , Omer San

Stochastic gradient descent samples uniformly the training set to build an unbiased gradient estimate with a limited number of samples. However, at a given step of the training process, some data are more helpful than others to continue…

Machine Learning · Computer Science 2023-03-30 Thibault Lahire

Depth separation results propose a possible theoretical explanation for the benefits of deep neural networks over shallower architectures, establishing that the former possess superior approximation capabilities. However, there are no known…

Machine Learning · Computer Science 2023-02-03 Itay Safran , Jason D. Lee

Feature engineering, a crucial step of machine learning, aims to extract useful features from raw data to improve data quality. In recent years, great efforts have been devoted to Automated Feature Engineering (AutoFE) to replace expensive…

Machine Learning · Computer Science 2022-10-11 Guanghui Zhu , Zhuoer Xu , Xu Guo , Chunfeng Yuan , Yihua Huang