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We propose a new method, that we coined the ``morphism-trick'', to integrate custom implementations of vector-Jacobian products in automatic differentiation softwares, applicable to a wide range of semiring-based computations. Our approach…

Formal Languages and Automata Theory · Computer Science 2026-02-16 Lucas Ondel Yang , Tina Raissi , Martin Kocour , Pablo Riera , Caio Corro

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

Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…

Numerical Analysis · Mathematics 2013-08-19 Janosch Rieger

This article shows a very elementary and straightforward proof of the Implicit Function Theorem for differentiable maps $F(x,y)$ defined on a finite-dimensional Euclidean space. There are no hypothesis on the continuity of the partial…

Classical Analysis and ODEs · Mathematics 2022-02-15 Oswaldo R. B. de Oliveira

Adjoint logic is a general approach to combining multiple logics with different structural properties, including linear, affine, strict, and (ordinary) intuitionistic logics, where each proposition has an intrinsic mode of truth. It has…

Logic in Computer Science · Computer Science 2024-02-05 Junyoung Jang , Sophia Roshal , Frank Pfenning , Brigitte Pientka

In this paper, we illustrate a novel method for solving optimization problems when derivatives are not explicitly available. We show that combining implicit filtering (IF), an existing derivative free optimization (DFO) method, with a deep…

Optimization and Control · Mathematics 2021-05-20 Brian Irwin , Eldad Haber , Raviv Gal , Avi Ziv

Current trends in Machine Learning prefer explainability even when it comes at the cost of performance. Therefore, explainable AI methods are particularly important in the field of Fraud Detection. This work investigates the applicability…

Risk Management · Quantitative Finance 2024-10-30 Boris Wolfson , Erman Acar

We want to obtain derivatives in discontinuous program code, where default Algorithmic Differentiation may not perform well. Specifically, we consider discontinuities induced by control flow statements, where meaningful derivatives should…

Programming Languages · Computer Science 2023-05-12 Sebastian Christodoulou , Uwe Naumann

Classical neural ODEs trained with explicit methods are intrinsically limited by stability, crippling their efficiency and robustness for stiff learning problems that are common in graph learning and scientific machine learning. We present…

Machine Learning · Computer Science 2024-12-17 Hong Zhang , Ying Liu , Romit Maulik

Before a car-following model can be applied in practice, it must first be validated against real data in a process known as calibration. This paper discusses the formulation of calibration as an optimization problem, and compares different…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Ronan Keane , H. Oliver Gao

Implicit Computational Complexity makes two aspects implicit, by manipulating programming languages rather than models of com-putation, and by internalizing the bounds rather than using external measure. We survey how automata theory…

Logic in Computer Science · Computer Science 2015-02-05 Clément Aubert

Works on implicit regularization have studied gradient trajectories during the optimization process to explain why deep networks favor certain kinds of solutions over others. In deep linear networks, it has been shown that gradient descent…

Machine Learning · Computer Science 2023-06-02 Dan Zhao

We investigate the automatic differentiation of hybrid models, viz. models that may contain delays, logical tests and discontinuities or loops. We consider differentiation with respect to parameters, initial conditions or the time. We…

Systems and Control · Computer Science 2017-06-13 John Masse , Clara Masse , François Ollivier

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

For multi-valued functions---such as when the conditional distribution on targets given the inputs is multi-modal---standard regression approaches are not always desirable because they provide the conditional mean. Modal regression…

Machine Learning · Statistics 2020-10-30 Yangchen Pan , Ehsan Imani , Martha White , Amir-massoud Farahmand

We present a practical and powerful new framework for both unconstrained and constrained submodular function optimization based on discrete semidifferentials (sub- and super-differentials). The resulting algorithms, which repeatedly compute…

Data Structures and Algorithms · Computer Science 2013-08-13 Rishabh Iyer , Stefanie Jegelka , Jeff Bilmes

Abstraction is a fundamental tool for reasoning about complex systems. Program abstraction has been utilized to great effect for analyzing deterministic programs. At the heart of program abstraction is the relationship between a concrete…

Artificial Intelligence · Computer Science 2017-07-17 Steven Holtzen , Todd Millstein , Guy Van den Broeck

In recent years, the use of adjoint vectors in Computational Fluid Dynamics (CFD) has seen a dramatic rise. Their utility in numerous applications, including design optimization, data assimilation, and mesh adaptation has sparked the…

Computational Engineering, Finance, and Science · Computer Science 2017-12-05 Steven M. Kast

Probabilistic programs are typically normal-looking programs describing posterior probability distributions. They intrinsically code up randomized algorithms and have long been at the heart of modern machine learning and approximate…

Programming Languages · Computer Science 2023-02-14 Lutz Klinkenberg , Tobias Winkler , Mingshuai Chen , Joost-Pieter Katoen