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The application of operator overloading algorithmic differentiation (AD) to computer programs in order to compute the derivative is quite common. But, the replacement of the underlying computational floating point type with the specialized…

Mathematical Software · Computer Science 2026-02-18 Max Sagebaum , Nicolas R. Gauger

The explication of Convolutional Neural Networks (CNN) through xAI techniques often poses challenges in interpretation. The inherent complexity of input features, notably pixels extracted from images, engenders complex correlations.…

Computer Vision and Pattern Recognition · Computer Science 2024-05-16 Caroline Mazini Rodrigues , Nicolas Boutry , Laurent Najman

Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…

Numerical Analysis · Mathematics 2023-05-15 Jan Hückelheim , Harshitha Menon , William Moses , Bruce Christianson , Paul Hovland , Laurent Hascoët

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

The Rust programming language is an attractive choice for robotics and related fields, offering highly efficient and memory-safe code. However, a key limitation preventing its broader adoption in these domains is the lack of high-quality,…

Robotics · Computer Science 2025-04-23 Chen Liang , Qian Wang , Andy Xu , Daniel Rakita

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…

Graphics · Computer Science 2026-02-03 Ahmed H. Mahmoud , Rahul Goel , Jonathan Ragan-Kelley , Justin Solomon

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

The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems. Due to its relatively low per-iteration computational cost and ability to exploit…

Optimization and Control · Mathematics 2020-06-09 Michel Schubiger , Goran Banjac , John Lygeros

Anomaly detection is one of the most active research areas in various critical domains, such as healthcare, fintech, and public security. However, little attention has been paid to scholarly data, i.e., anomaly detection in a citation…

Machine Learning · Computer Science 2022-02-24 Jiaying Liu , Feng Xia , Xu Feng , Jing Ren , Huan Liu

We introduce GRiD: a GPU-accelerated library for computing rigid body dynamics with analytical gradients. GRiD was designed to accelerate the nonlinear trajectory optimization subproblem used in state-of-the-art robotic planning, control,…

Robotics · Computer Science 2023-03-03 Brian Plancher , Sabrina M. Neuman , Radhika Ghosal , Scott Kuindersma , Vijay Janapa Reddi

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available…

Mathematical Software · Computer Science 2022-12-29 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

Computational Finance · Quantitative Finance 2017-06-08 Sébastien Geeraert , Charles-Albert Lehalle , Barak Pearlmutter , Olivier Pironneau , Adil Reghai

Automatic differentiation (AD) is an essential primitive for machine learning programming systems. Tangent is a new library that performs AD using source code transformation (SCT) in Python. It takes numeric functions written in a syntactic…

Mathematical Software · Computer Science 2017-11-09 Bart van Merriënboer , Alexander B. Wiltschko , Dan Moldovan

We present semantic correctness proofs of Automatic Differentiation (AD). We consider a forward-mode AD method on a higher order language with algebraic data types, and we characterise it as the unique structure preserving macro given a…

Programming Languages · Computer Science 2020-04-02 Mathieu Huot , Sam Staton , Matthijs Vákár

We introduce Combinatory Homomorphic Automatic Differentiation (CHAD), a principled, pure, provably correct define-then-run method for performing forward- and reverse-mode automatic differentiation (AD) on programming languages with…

Programming Languages · Computer Science 2026-05-05 Matthijs Vákár , Tom Smeding

We demonstrate a high-performance vendor-agnostic method for massively parallel solving of ensembles of ordinary differential equations (ODEs) and stochastic differential equations (SDEs) on GPUs. The method is integrated with a widely used…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-20 Utkarsh Utkarsh , Valentin Churavy , Yingbo Ma , Tim Besard , Prakitr Srisuma , Tim Gymnich , Adam R. Gerlach , Alan Edelman , George Barbastathis , Richard D. Braatz , Christopher Rackauckas

For scientific machine learning tasks with a lot of custom code, picking the right Automatic Differentiation (AD) system matters. Our Julia package DifferentiationInterface$.$jl provides a common frontend to a dozen AD backends, unlocking…

Mathematical Software · Computer Science 2025-05-19 Guillaume Dalle , Adrian Hill

Graph representation is a powerful abstraction of real-world objects and relations. Computing the Graph Edit Distance (GED) between graphs is critical in domains such as bioinformatics, machine learning, and pattern recognition. GED…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-05 Adel Dabah , Andreas Herten

We propose extensions to Fortran which integrate forward and reverse Automatic Differentiation (AD) directly into the programming model. Irrespective of implementation technology, embedding AD constructs directly into the language extends…

Programming Languages · Computer Science 2012-03-09 Alexey Radul , Barak A. Pearlmutter , Jeffrey Mark Siskind