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Gradients of probabilistic model likelihoods with respect to their parameters are essential for modern computational statistics and machine learning. These calculations are readily available for arbitrary models via automatic…

Populations and Evolution · Quantitative Biology 2023-06-06 Mathieu Fourment , Christiaan J. Swanepoel , Jared G. Galloway , Xiang Ji , Karthik Gangavarapu , Marc A. Suchard , Frederick A. Matsen

Differentiable programming allows for derivatives of functions implemented via computer code to be calculated automatically. These derivatives are calculated using automatic differentiation (AD). This thesis explores two applications of…

Plasma Physics · Physics 2024-10-16 Nick McGreivy

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

Artificial neural networks are algorithms which have been developed to tackle a range of computational problems. These range from modelling brain function to making predictions of time-dependent phenomena to solving hard (NP-complete)…

Astrophysics · Physics 2007-05-23 C. A. L. Bailer-Jones , R. Gupta , H. P. Singh

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 (AD) allows to determine exactly the Taylor series of any function truncated at any order. Here we propose to use AD techniques for Monte Carlo data analysis. We discuss how to estimate errors of a general function…

High Energy Physics - Lattice · Physics 2019-02-07 Alberto Ramos

Accurate diagnosis and prognosis of Alzheimer's disease are crucial to develop new therapies and reduce the associated costs. Recently, with the advances of convolutional neural networks, methods have been proposed to automate these two…

Image and Video Processing · Electrical Eng. & Systems 2022-11-29 Huy-Dung Nguyen , Michaël Clément , Boris Mansencal , Pierrick Coupé

A critical step in topology optimization (TO) is finding sensitivities. Manual derivation and implementation of the sensitivities can be quite laborious and error-prone, especially for non-trivial objectives, constraints and material…

Mathematical Software · Computer Science 2022-01-31 Aaditya Chandrasekhar , Saketh Sridhara , Krishnan Suresh

Inverse design of complex flows is notoriously challenging because of the high cost of high dimensional optimization. Usually, optimization problems are either restricted to few control parameters, or adjoint-based approaches are used to…

Fluid Dynamics · Physics 2024-03-12 Mohammed Alhashim , Kaylie Hausknecht , Michael Brenner

In scientific computation, it is often necessary to calculate higher-order derivatives of a function. Currently, two primary methods for higher-order automatic differentiation exist: symbolic differentiation and algorithmic automatic…

Computational Physics · Physics 2025-06-03 He Zhang

This article provides an overview of some of the mathematical principles of Automatic Differentiation (AD). In particular, we summarise different descriptions of the Forward Mode of AD, like the matrix-vector product based approach, the…

Numerical Analysis · Mathematics 2016-07-07 Philipp H. W. Hoffmann

Artificial Neural Networks, an essential part of Deep Learning, are derived from the structure and functionality of the human brain. It has a broad range of applications ranging from medical analysis to automated driving. Over the past few…

Computer Vision and Pattern Recognition · Computer Science 2020-11-16 Sangeeta Satish Rao , Nikunj Phutela , V R Badri Prasad

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

Differentiable programming is a new programming paradigm which enables large scale optimization through automatic calculation of gradients also known as auto-differentiation. This concept emerges from deep learning, and has also been…

Quantum Physics · Physics 2022-02-01 Chenhua Geng , Hong-Ye Hu , Yijian Zou

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

We discuss the role of automatic differentiation tools in optimization software. We emphasize issues that are important to large-scale optimization and that have proved useful in the installation of nonlinear solvers in the NEOS Server. Our…

Mathematical Software · Computer Science 2007-05-23 Jorge J. Moré

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

In many real-world scenarios, data to train machine learning models become available over time. However, neural network models struggle to continually learn new concepts without forgetting what has been learnt in the past. This phenomenon…

Machine Learning · Computer Science 2022-06-29 Beyza Ermis , Giovanni Zappella , Martin Wistuba , Aditya Rawal , Cedric Archambeau

Machine learning has made tremendous progress in recent years and received large amounts of public attention. Though we are still far from designing a full artificially intelligent agent, machine learning has brought us many applications in…

Machine Learning · Computer Science 2019-08-29 Steven Abreu

We propose Algorithm Distillation (AD), a method for distilling reinforcement learning (RL) algorithms into neural networks by modeling their training histories with a causal sequence model. Algorithm Distillation treats learning to…