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We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable…

Machine Learning · Statistics 2018-06-11 Daniel Sheldon , Kevin Winner , Debora Sujono

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

Automatic Prompt Optimization (APO) has emerged as a critical technique for enhancing Large Language Model (LLM) performance, yet current state-of-the-art methods typically rely on large, labeled gold-standard development sets to compute…

We give a simple, direct and reusable logical relations technique for languages with term and type recursion and partially defined differentiable functions. We demonstrate it by working out the case of Automatic Differentiation (AD)…

Programming Languages · Computer Science 2025-02-12 Fernando Lucatelli Nunes , Matthijs Vákár

Per-example gradient clipping is a key algorithmic step that enables practical differential private (DP) training for deep learning models. The choice of clipping threshold R, however, is vital for achieving high accuracy under DP. We…

Machine Learning · Computer Science 2023-10-05 Zhiqi Bu , Yu-Xiang Wang , Sheng Zha , George Karypis

We present semantic correctness proofs of forward-mode Automatic Differentiation (AD) for languages with sources of partiality such as partial operations, lazy conditionals on real parameters, iteration, and term and type recursion. We…

Programming Languages · Computer Science 2024-05-28 Matthijs Vákár

In this work, we discuss the Automatic Adjoint Differentiation (AAD) for functions of the form $G=\frac{1}{2}\sum_1^m (Ey_i-C_i)^2$, which often appear in the calibration of stochastic models. { We demonstrate that it allows a perfect…

Computational Finance · Quantitative Finance 2019-12-11 Dmitri Goloubentsev , Evgeny Lakshtanov

We extend JAX with the capability to automatically differentiate higher-order functions (functionals and operators). By representing functions as a generalization of arrays, we seamlessly use JAX's existing primitive system to implement…

Programming Languages · Computer Science 2024-01-30 Min Lin

We consider the problem of efficiently computing the derivative of the solution map of a convex cone program, when it exists. We do this by implicitly differentiating the residual map for its homogeneous self-dual embedding, and solving the…

Optimization and Control · Mathematics 2020-05-21 Akshay Agrawal , Shane Barratt , Stephen Boyd , Enzo Busseti , Walaa M. Moursi

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

We present a systematic analysis of automatic differentiation (AD) applications in astrophysics, identifying domains where gradient-based optimization could provide significant computational advantages. Building on our previous work with…

Instrumentation and Methods for Astrophysics · Physics 2025-07-15 Marc Bara

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

Recently proposed gradient estimators enable gradient descent over stochastic programs with discrete jumps in the response surface, which are not covered by automatic differentiation (AD) alone. Although these estimators' capability to…

Machine Learning · Computer Science 2024-04-09 Philipp Andelfinger , Justin N. Kreikemeyer

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

Automatic diagnosis (AD), a critical application of AI in healthcare, employs machine learning techniques to assist doctors in gathering patient symptom information for precise disease diagnosis. The Transformer-based method utilizes an…

Computation and Language · Computer Science 2023-07-18 Huimin Wang , Wai-Chung Kwan , Kam-Fai Wong , Yefeng Zheng

ADF95 is a tool to automatically calculate numerical first derivatives for any mathematical expression as a function of user defined independent variables. Accuracy of derivatives is achieved within machine precision. ADF95 may be applied…

Mathematical Software · Computer Science 2007-05-23 Christian W. Straka

High-order optimization methods, including Newton's method and its variants as well as alternating minimization methods, dominate the optimization algorithms for tensor decompositions and tensor networks. These tensor methods are used for…

Mathematical Software · Computer Science 2020-12-29 Linjian Ma , Jiayu Ye , Edgar Solomonik

Checkpoint/Restart (C/R) saves the running state of the programs periodically, which consumes considerable system resources. We observe that not every piece of data is involved in the computation in typical HPC applications; such unused…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-19 Xin Huang , Weiping Zhang , Shiman Meng , Wubiao Xu , Xiang Fu , Luanzheng Guo , Kento Sato

Gradient based optimization methods are the established state-of-the-art paradigm to study strongly entangled quantum systems in two dimensions with Projected Entangled Pair States. However, the key ingredient, the gradient itself, has…

Quantum Physics · Physics 2025-04-15 Anna Francuz , Norbert Schuch , Bram Vanhecke

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
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