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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…

The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD…

Machine Learning · Computer Science 2021-03-16 Deniz Oktay , Nick McGreivy , Joshua Aduol , Alex Beatson , Ryan P. Adams

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

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

Mechanistic simulators are an indispensable tool for epidemiology to explore the behavior of complex, dynamic infections under varying conditions and navigate uncertain environments. Agent-based models (ABMs) are an increasingly popular…

We present a method for efficient differentiable simulation of articulated bodies. This enables integration of articulated body dynamics into deep learning frameworks, and gradient-based optimization of neural networks that operate on…

Machine Learning · Computer Science 2021-09-17 Yi-Ling Qiao , Junbang Liang , Vladlen Koltun , Ming C. Lin

Differentiable simulators represent an environment's dynamics as a differentiable function. Within robotics and autonomous driving, this property is used in Analytic Policy Gradients (APG), which relies on backpropagating through the…

Artificial Intelligence · Computer Science 2025-11-14 Asen Nachkov , Danda Pani Paudel , Jan-Nico Zaech , Davide Scaramuzza , Luc Van Gool

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

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

Agent-based models provide a flexible framework that is frequently used for modelling many biological systems, including cell migration, molecular dynamics, ecology, and epidemiology. Analysis of the model dynamics can be challenging due to…

Dynamical Systems · Mathematics 2021-04-28 John T. Nardini , Ruth E. Baker , Matthew J. Simpson , Kevin B. Flores

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

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…

Machine Learning · Statistics 2022-07-04 Rika Antonova , Jingyun Yang , Krishna Murthy Jatavallabhula , Jeannette Bohg

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how…

Mathematical Software · Computer Science 2021-02-03 Vassil Vassilev , Aleksandr Efremov , Oksana Shadura

Although distributed machine learning has opened up many new and exciting research frontiers, fragmentation of models and data across different machines, nodes, and sites still results in considerable communication overhead, impeding…

Machine Learning · Computer Science 2022-02-04 Bradley T. Baker , Aashis Khanal , Vince D. Calhoun , Barak Pearlmutter , Sergey M. Plis

Differentiable programming, enabled by automatic differentiation (AD), provides a robust framework for gradient-based optimization in computational plasma physics. While optimization is often only used towards design, we demonstrate that it…

Plasma Physics · Physics 2026-03-13 A. S. Joglekar , A. G. R. Thomas , A. L. Milder , K. G. Miller , J. P. Palastro , D. H. Froula

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

Agent-Based Models are very useful for simulation of physical or social processes, such as the spreading of a pandemic in a city. Such models proceed by specifying the behavior of individuals (agents) and their interactions, and…

Multiagent Systems · Computer Science 2023-01-31 Varun Madhavan , Adway Mitra , Partha Pratim Chakrabarti

Automatic differentiation (AD), a technique for constructing new programs which compute the derivative of an original program, has become ubiquitous throughout scientific computing and deep learning due to the improved performance afforded…

Machine Learning · Computer Science 2023-01-10 Gaurav Arya , Moritz Schauer , Frank Schäfer , Chris Rackauckas
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