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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

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

Sequence-to-sequence learning naturally has two directions. How to effectively utilize supervision signals from both directions? Existing approaches either require two separate models, or a multitask-learned model but with inferior…

Computation and Language · Computer Science 2022-01-25 Zaixiang Zheng , Hao Zhou , Shujian Huang , Jiajun Chen , Jingjing Xu , Lei Li

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

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

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and…

Machine Learning · Computer Science 2014-04-30 Atilim Gunes Baydin , Barak A. Pearlmutter

We show how forward-mode automatic differentiation (AD) can be employed within larger reverse-mode computations to dynamically differentiate broadcast operations in a GPU-friendly manner. Our technique fully exploits the broadcast…

Mathematical Software · Computer Science 2018-10-26 Jarrett Revels , Tim Besard , Valentin Churavy , Bjorn De Sutter , Juan Pablo Vielma

In this review we present hyper-dual numbers as a tool for the automatic differentiation of computer programs via operator overloading. We start with a motivational introduction into the ideas of algorithmic differentiation. Then we…

Mathematical Software · Computer Science 2018-01-16 Martin Neuenhofen

Automatic differentiation (AD) is a set of techniques that systematically applies the chain rule to compute the gradients of functions without requiring human intervention. Although the fundamentals of this technology were established…

Machine Learning · Computer Science 2025-09-03 Afif Boudaoud , Alexandru Calotoiu , Marcin Copik , Torsten Hoefler

Reverse-mode differentiation is used for optimization, but it introduces references, which break the purity of the underlying programs, making them notoriously harder to optimize. We present a reverse-mode differentiation on a purely…

Programming Languages · Computer Science 2023-04-27 Mathieu Huot , Amir Shaikhha

Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…

Machine Learning · Computer Science 2025-08-08 Hengyuan Hu , Aniket Das , Dorsa Sadigh , Nima Anari

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…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

An activation function is an element-wise mathematical function and plays a crucial role in deep neural networks (DNN). Many novel and sophisticated activation functions have been proposed to improve the DNN accuracy but also consume…

Machine Learning · Computer Science 2022-09-23 Cong Guo , Yuxian Qiu , Jingwen Leng , Chen Zhang , Ying Cao , Quanlu Zhang , Yunxin Liu , Fan Yang , Minyi Guo

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…

Optimization and Control · Mathematics 2021-12-15 Andrew Butler , Roy Kwon

Optimizing the expected values of probabilistic processes is a central problem in computer science and its applications, arising in fields ranging from artificial intelligence to operations research to statistical computing. Unfortunately,…

Programming Languages · Computer Science 2022-12-14 Alexander K. Lew , Mathieu Huot , Sam Staton , Vikash K. Mansinghka

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

Optimizing neural networks with loss that contain high-dimensional and high-order differential operators is expensive to evaluate with back-propagation due to $\mathcal{O}(d^{k})$ scaling of the derivative tensor size and the…

Machine Learning · Computer Science 2025-01-14 Zekun Shi , Zheyuan Hu , Min Lin , Kenji Kawaguchi

We present a novel class of methods to compute functions of matrices or their action on vectors that are suitable for parallel programming. Solving appropriate simple linear systems of equations in parallel (or computing the inverse of…

Numerical Analysis · Mathematics 2022-10-10 Sergio Blanes

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

Backpropagation algorithm is indispensable for the training of feedforward neural networks. It requires propagating error gradients sequentially from the output layer all the way back to the input layer. The backward locking in…

Machine Learning · Computer Science 2018-07-24 Zhouyuan Huo , Bin Gu , Qian Yang , Heng Huang