Related papers: A Brief Introduction to Automatic Differentiation …
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…
Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an overview of adjoint and automatic…
In this work we present useful techniques and possible enhancements when applying an Algorithmic Differentiation (AD) tool to the linear algebra library Eigen using our in-house AD by overloading (AD-O) tool dco/c++ as a case study. After…
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…
We present a GPU-based system for automatic differentiation (AD) of functions defined on triangle meshes, designed to exploit the locality and sparsity in mesh-based computation. Our system evaluates derivatives using per-element…
We demonstrate that automatic differentiation (AD), which has become commonly available in machine learning frameworks, is an efficient way to explore ideas that lead to algorithmic improvement in multi-scale affine image registration and…
In this paper we use deep feedforward artificial neural networks to approximate solutions to partial differential equations in complex geometries. We show how to modify the backpropagation algorithm to compute the partial derivatives of the…
DiffSharp is an algorithmic differentiation or automatic differentiation (AD) library for the .NET ecosystem, which is targeted by the C# and F# languages, among others. The library has been designed with machine learning applications in…
The extraction of the model parameters is as important as the development of compact model itself because simulation accuracy is fully determined by the accuracy of the parameters used. This study proposes an efficient model-parameter…
Automated machine learning (AutoML) aims to find optimal machine learning solutions automatically given a machine learning problem. It could release the burden of data scientists from the multifarious manual tuning process and enable the…
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…
Deep neural networks (DNNs) have produced state-of-the-art results in many benchmarks and problem domains. However, the success of DNNs depends on the proper configuration of its architecture and hyperparameters. Such a configuration is…
A large class of non-smooth practical optimization problems can be written as minimization of a sum of smooth and partly smooth functions. We examine such structured problems which also depend on a parameter vector and study the problem of…
In [1, 2], we have explored the theoretical aspects of feature extraction optimization processes for solving largescale problems and overcoming machine learning limitations. Majority of optimization algorithms that have been introduced in…
Automatic differentiation is a key component in deep learning. This topic is well studied and excellent surveys such as Baydin et al. (2018) have been available to clearly describe the basic concepts. Further, sophisticated implementations…
AdaNet is a lightweight TensorFlow-based (Abadi et al., 2015) framework for automatically learning high-quality ensembles with minimal expert intervention. Our framework is inspired by the AdaNet algorithm (Cortes et al., 2017) which learns…
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…
Optimization using network traffic models requires computing gradients of objective functions with respect to model parameters. However, derivation of such gradients has often been considered difficult or impractical due to their complexity…
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…
This paper proposes a deep neural network (DNN)-driven framework to address the longstanding generalization challenge in adaptive filtering (AF). In contrast to traditional AF frameworks that emphasize explicit cost function design, the…