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We present a framework for calibration of parameters in elastoplastic constitutive models that is based on the use of automatic differentiation (AD). The model calibration problem is posed as a partial differential equation-constrained…

Computational Engineering, Finance, and Science · Computer Science 2021-10-26 Daniel Thomas Seidl , Brian Neal Granzow

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

Learning the structure of Directed Acyclic Graphs (DAGs) presents a significant challenge due to the vast combinatorial search space of possible graphs, which scales exponentially with the number of nodes. Recent advancements have redefined…

Machine Learning · Computer Science 2024-11-01 Klea Ziu , Slavomír Hanzely , Loka Li , Kun Zhang , Martin Takáč , Dmitry Kamzolov

We review the current state of automatic differentiation (AD) for array programming in machine learning (ML), including the different approaches such as operator overloading (OO) and source transformation (ST) used for AD, graph-based…

Machine Learning · Computer Science 2019-01-04 Bart van Merriënboer , Olivier Breuleux , Arnaud Bergeron , Pascal Lamblin

Algorithmic differentiation (AD) is a set of techniques that provide partial derivatives of computer-implemented functions. Such a function can be supplied to state-of-the-art AD tools via its source code, or via an intermediate…

Mathematical Software · Computer Science 2023-07-10 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

We present a new algorithm for approximate inference in probabilistic programs, based on a stochastic gradient for variational programs. This method is efficient without restrictions on the probabilistic program; it is particularly…

Machine Learning · Statistics 2013-01-08 David Wingate , Theophane Weber

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

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

Automatic differentiation (AD) in reverse mode (RAD) is a central component of deep learning and other uses of large-scale optimization. Commonly used RAD algorithms such as backpropagation, however, are complex and stateful, hindering deep…

Programming Languages · Computer Science 2018-10-03 Conal Elliott

Automatic differentiation (AD) is a range of algorithms to compute the numeric value of a function's (partial) derivative, where the function is typically given as a computer program or abstract syntax tree. AD has become immensely popular…

Programming Languages · Computer Science 2023-05-16 Tom Schrijvers , Birthe van den Berg , Fabrizio Riguzzi

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Among various region embedding methods, graph-based region relation learning models stand out, owing to their strong structure representation ability for encoding spatial correlations with graph neural networks. Despite their effectiveness,…

Machine Learning · Computer Science 2023-05-09 Qianru Zhang , Chao Huang , Lianghao Xia , Zheng Wang , Zhonghang Li , Siuming Yiu

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

In this paper, we demonstrate how deterministic and stochastic dynamics on manifolds, as well as differential geometric constructions can be implemented concisely and efficiently using modern computational frameworks that mix symbolic…

Computational Geometry · Computer Science 2017-12-25 Line Kühnel , Alexis Arnaudon , Stefan Sommer

Many machine learning applications and tasks rely on the stochastic gradient descent (SGD) algorithm and its variants. Effective step length selection is crucial for the success of these algorithms, which has motivated the development of…

Machine Learning · Computer Science 2023-05-18 Shigeng Sun , Yuchen Xie

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

Representation learning over graph structure data has been widely studied due to its wide application prospects. However, previous methods mainly focus on static graphs while many real-world graphs evolve over time. Modeling such evolution…

Machine Learning · Statistics 2020-09-02 Tijin Yan , Hongwei Zhang , Zirui Li , Yuanqing Xia

Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…

Machine Learning · Computer Science 2019-03-05 Prakash Mohan , Marc T. Henry de Frahan , Ryan King , Ray W. Grout

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Memory is a limiting resource for many deep learning tasks. Beside the neural network weights, one main memory consumer is the computation graph built up by automatic differentiation (AD) for backpropagation. We observe that PyTorch's…

Machine Learning · Computer Science 2024-08-22 Samarth Bhatia , Felix Dangel