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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

Programs involving discontinuities introduced by control flow constructs such as conditional branches pose challenges to mathematical optimization methods that assume a degree of smoothness in the objective function's response surface.…

Machine Learning · Computer Science 2024-01-05 Justin N. Kreikemeyer , Philipp Andelfinger

We show that Automatic Differentiation (AD) operators can be provided in a dynamic language without sacrificing numeric performance. To achieve this, general forward and reverse AD functions are added to a simple high-level dynamic…

Programming Languages · Computer Science 2016-11-11 Jeffrey Mark Siskind , Barak A. Pearlmutter

Recent work has shown that forward- and reverse- mode automatic differentiation (AD) over the reals is almost always correct in a mathematically precise sense. However, actual programs work with machine-representable numbers (e.g.,…

Machine Learning · Computer Science 2023-06-07 Wonyeol Lee , Sejun Park , Alex Aiken

Artificial intelligence has recently experienced remarkable advances, fueled by large models, vast datasets, accelerated hardware, and, last but not least, the transformative power of differentiable programming. This new programming…

Machine Learning · Computer Science 2025-06-25 Mathieu Blondel , Vincent Roulet

Agent-based models (ABMs) simulate complex systems by capturing the bottom-up interactions of individual agents comprising the system. Many complex systems of interest, such as epidemics or financial markets, involve thousands or even…

No single Automatic Differentiation (AD) system is the optimal choice for all problems. This means informed selection of an AD system and combinations can be a problem-specific variable that can greatly impact performance. In the Julia…

Mathematical Software · Computer Science 2022-02-08 Frank Schäfer , Mohamed Tarek , Lyndon White , Chris Rackauckas

We propose a forward-mode automatic differentiation (AD) framework for tensor renormalization group (TRG) methods. In this approach, evaluating the derivatives of the partition function up to order $k$ increases the matrix-multiplication…

High Energy Physics - Lattice · Physics 2026-02-12 Yuto Sugimoto

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

Inverse design of complex flows is notoriously challenging because of the high cost of high dimensional optimization. Usually, optimization problems are either restricted to few control parameters, or adjoint-based approaches are used to…

Fluid Dynamics · Physics 2024-03-12 Mohammed Alhashim , Kaylie Hausknecht , Michael Brenner

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

As we reach the limit of Moore's Law, researchers are exploring different paradigms to achieve unprecedented performance. Approximate Computing (AC), which relies on the ability of applications to tolerate some error in the results to…

Numerical Analysis · Mathematics 2023-04-14 Garima Singh , Baidyanath Kundu , Harshitha Menon , Alexander Penev , David J. Lange , Vassil Vassilev

Automatic differentiation, as implemented today, does not have a simple mathematical model adapted to the needs of modern machine learning. In this work we articulate the relationships between differentiation of programs as implemented in…

Machine Learning · Computer Science 2020-10-30 Jerome Bolte , Edouard Pauwels

Dual numbers are a well-established tool for computing derivatives and constitute the basis of forward-mode automatic differentiation. While the theoretical framework for computing derivatives of arbitrary order is well understood,…

Numerical Analysis · Mathematics 2026-02-06 F. Peñuñuri , K. B. Cantún-Avila , R. Peón-Escalante

A critical step in topology optimization (TO) is finding sensitivities. Manual derivation and implementation of the sensitivities can be quite laborious and error-prone, especially for non-trivial objectives, constraints and material…

Mathematical Software · Computer Science 2022-01-31 Aaditya Chandrasekhar , Saketh Sridhara , Krishnan Suresh

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

A characteristic feature of differential-algebraic equations is that one needs to find derivatives of some of their equations with respect to time, as part of so called index reduction or regularisation, to prepare them for numerical…

Numerical Analysis · Mathematics 2017-03-28 John D. Pryce , Nedialko S. Nedialkov , Guangning Tan , Xiao Li

The deep learning community has devised a diverse set of methods to make gradient optimization, using large datasets, of large and highly complex models with deeply cascaded nonlinearities, practical. Taken as a whole, these methods…

Machine Learning · Computer Science 2016-11-14 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Automatic differentiation is a key component in deep learning. This topic is well studied and excellent surveys such as Baydin et al. (2018) have been available to clearly describe the basic concepts. Further, sophisticated implementations…

Machine Learning · Computer Science 2024-12-18 Yu-Hsueh Fang , He-Zhe Lin , Jie-Jyun Liu , Chih-Jen Lin

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…

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