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Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more…

Symbolic Computation · Computer Science 2018-07-18 Atilim Gunes Baydin , Barak A. Pearlmutter , Alexey Andreyevich Radul , Jeffrey Mark Siskind

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

Computation · Statistics 2022-03-01 Charles C. Margossian , Michael Betancourt

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

Machine learning and neural network models in particular have been improving the state of the art performance on many artificial intelligence related tasks. Neural network models are typically implemented using frameworks that perform…

Machine Learning · Computer Science 2021-10-18 Davan Harrison

Recent theoretical work on automatic differentiation (autodiff) has focused on characteristics such as correctness and efficiency while assuming that all derivatives are automatically generated by autodiff using program transformation, with…

Programming Languages · Computer Science 2024-08-15 Sam Estep

Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is well understood for many smooth problems but the…

Optimization and Control · Mathematics 2022-06-02 Jérôme Bolte , Edouard Pauwels , Samuel Vaiter

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

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

Automatic differentiation (AD) aims to compute derivatives of user-defined functions, but in Turing-complete languages, this simple specification does not fully capture AD's behavior: AD sometimes disagrees with the true derivative of a…

Programming Languages · Computer Science 2021-12-07 Alexander K. Lew , Mathieu Huot , Vikash K. Mansinghka

Automatic differentiation (autodiff) has revolutionized machine learning. It allows to express complex computations by composing elementary ones in creative ways and removes the burden of computing their derivatives by hand. More recently,…

Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

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

Current trends in Machine Learning prefer explainability even when it comes at the cost of performance. Therefore, explainable AI methods are particularly important in the field of Fraud Detection. This work investigates the applicability…

Risk Management · Quantitative Finance 2024-10-30 Boris Wolfson , Erman Acar

Stencil loops are a common motif in computations including convolutional neural networks, structured-mesh solvers for partial differential equations, and image processing. Stencil loops are easy to parallelise, and their fast execution is…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-08 Jan Hückelheim , Navjot Kukreja , Sri Hari Krishna Narayanan , Fabio Luporini , Gerard Gorman , Paul Hovland

Modern problems in AI or in numerical analysis require nonsmooth approaches with a flexible calculus. We introduce generalized derivatives called conservative fields for which we develop a calculus and provide representation formulas.…

Optimization and Control · Mathematics 2020-04-10 Jérôme Bolte , Edouard Pauwels

In view of training increasingly complex learning architectures, we establish a nonsmooth implicit function theorem with an operational calculus. Our result applies to most practical problems (i.e., definable problems) provided that a…

Machine Learning · Computer Science 2022-04-06 Jérôme Bolte , Tam Le , Edouard Pauwels , Antonio Silveti-Falls

Differentiation is a cornerstone of computing and data analysis in every discipline of science and engineering. Indeed, most fundamental physics laws are expressed as relationships between derivatives in space and time. However, derivatives…

Numerical Analysis · Mathematics 2026-03-10 Pavel Komarov , Floris van Breugel , J. Nathan Kutz

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning…

Dynamical Systems · Mathematics 2020-05-05 Adrián Hernández , José M. Amigó

Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…

Numerical Analysis · Mathematics 2010-06-09 Brian Jain , Andrew D. Sheng

All artificial Intelligence (AI) systems make errors. These errors are unexpected, and differ often from the typical human mistakes ("non-human" errors). The AI errors should be corrected without damage of existing skills and, hopefully,…

Artificial Intelligence · Computer Science 2018-03-28 Alexander N. Gorban , Bogdan Grechuk , Ivan Y. Tyukin
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