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Related papers: Automatic Differentiation in PCF

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Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

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

Computer programs may go wrong due to exceptional behaviors, out-of-bound array accesses, or simply coding errors. Thus, they cannot be blindly trusted. Scientific computing programs make no exception in that respect, and even bring…

We show how to apply forward and reverse mode Combinatory Homomorphic Automatic Differentiation (CHAD) to total functional programming languages with expressive type systems featuring the combination of - tuple types; - sum types; -…

Programming Languages · Computer Science 2023-11-13 Fernando Lucatelli Nunes , Matthijs Vákár

We show how the basic Combinatory Homomorphic Automatic Differentiation (CHAD) algorithm can be optimised, using well-known methods, to yield a simple, composable, and generally applicable reverse-mode automatic differentiation (AD)…

Programming Languages · Computer Science 2023-11-15 Tom Smeding , Matthijs Vákár

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

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

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

Reverse-mode differentiation is used for optimization, but it introduces references, which break the purity of the underlying programs, making them notoriously harder to optimize. We present a reverse-mode differentiation on a purely…

Programming Languages · Computer Science 2023-04-27 Mathieu Huot , Amir Shaikhha

In the previous work, we have given a novel, game-semantic model of computation in an intrinsic, non-inductive and non-axiomatic manner, which is similar to Turing machines but beyond computation on natural numbers, e.g., higher-order…

Logic in Computer Science · Computer Science 2019-12-17 Norihiro Yamada

Backpropagation is a classic automatic differentiation algorithm computing the gradient of functions specified by a certain class of simple, first-order programs, called computational graphs. It is a fundamental tool in several fields, most…

Logic in Computer Science · Computer Science 2019-11-07 Alois Brunel , Damiano Mazza , Michele Pagani

In this paper, we study the convergence of the Adaptive Moment Estimation (Adam) algorithm under unconstrained non-convex smooth stochastic optimizations. Despite the widespread usage in machine learning areas, its theoretical properties…

Optimization and Control · Mathematics 2023-11-06 Yusu Hong , Junhong Lin

We propose extensions to Fortran which integrate forward and reverse Automatic Differentiation (AD) directly into the programming model. Irrespective of implementation technology, embedding AD constructs directly into the language extends…

Programming Languages · Computer Science 2012-03-09 Alexey Radul , Barak A. Pearlmutter , Jeffrey Mark Siskind

Recursive calls over recursive data are useful for generating probability distributions, and probabilistic programming allows computations over these distributions to be expressed in a modular and intuitive way. Exact inference is also…

Programming Languages · Computer Science 2023-03-28 David Chiang , Colin McDonald , Chung-chieh Shan

We present an exact Bayesian inference method for discrete statistical models, which can find exact solutions to a large class of discrete inference problems, even with infinite support and continuous priors. To express such models, we…

Programming Languages · Computer Science 2023-11-08 Fabian Zaiser , Andrzej S. Murawski , Luke Ong

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

We decompose reverse-mode automatic differentiation into (forward-mode) linearization followed by transposition. Doing so isolates the essential difference between forward- and reverse-mode AD, and simplifies their joint implementation. In…

Programming Languages · Computer Science 2021-05-21 Roy Frostig , Matthew J. Johnson , Dougal Maclaurin , Adam Paszke , Alexey Radul

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant…

Methodology · Statistics 2024-07-04 Kevin Tan , Giles Hooker , Edward L. Ionides

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) is a critical step in physics-informed machine learning, required for computing the high-order derivatives of network output w.r.t. coordinates of collocation points. In this paper, we present a novel and…

Machine Learning · Computer Science 2024-03-15 Kuangdai Leng , Mallikarjun Shankar , Jeyan Thiyagalingam