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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…

Machine Learning · Computer Science 2025-06-25 Mathieu Blondel , Vincent Roulet

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

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…

Machine Learning · Computer Science 2020-10-30 Jerome Bolte , Edouard Pauwels

Recent work has shown that forward- and reverse- mode automatic differentiation (AD) over the reals is almost always correct in a mathematically precise sense. However, actual programs work with machine-representable numbers (e.g.,…

Machine Learning · Computer Science 2023-06-07 Wonyeol Lee , Sejun Park , Alex Aiken

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

Probabilistic programming has emerged as a powerful paradigm in statistics, applied science, and machine learning: by decoupling modelling from inference, it promises to allow modellers to directly reason about the processes generating…

Machine Learning · Statistics 2019-06-10 Maria I. Gorinova , Dave Moore , Matthew D. Hoffman

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 2026-05-07 Mathieu Huot , Sam Staton , Matthijs Vákár

Automatic differentiation is a technique which allows a programmer to define a numerical computation via compositions of a broad range of numeric and computational primitives and have the underlying system support the computation of partial…

Mathematical Software · Computer Science 2017-06-02 Samer Abdallah

Various software efforts embrace the idea that object oriented programming enables a convenient implementation of the chain rule, facilitating so-called automatic differentiation via backpropagation. Such frameworks have no mechanism for…

Machine Learning · Computer Science 2023-05-09 Daniel Johnson , Trevor Maxfield , Yongxu Jin , Ronald Fedkiw

Forward Automatic Differentiation (AD) is a technique for augmenting programs to compute derivatives. The essence of Forward AD is to attach perturbations to each number, and propagate these through the computation. When derivatives are…

Symbolic Computation · Computer Science 2019-09-23 Oleksandr Manzyuk , Barak A. Pearlmutter , Alexey Andreyevich Radul , David R. Rush , Jeffrey Mark Siskind

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…

Optimization and Control · Mathematics 2025-08-05 Warin Watson , Cash Cherry , Rachelle Lang

Classical reverse-mode automatic differentiation (AD) imposes only a small constant-factor overhead in operation count over the original computation, but has storage requirements that grow, in the worst case, in proportion to the time…

Programming Languages · Computer Science 2018-07-18 Jeffrey Mark Siskind , Barak A. Pearlmutter

We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable…

Machine Learning · Statistics 2018-06-11 Daniel Sheldon , Kevin Winner , Debora Sujono

We propose to apply several gradient estimation techniques to enable the differentiation of programs with discrete randomness in High Energy Physics. Such programs are common in High Energy Physics due to the presence of branching processes…

Machine Learning · Statistics 2023-09-01 Michael Kagan , Lukas Heinrich

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

Automatic differentiation (AD) is an important family of algorithms which enables derivative based optimization. We show that AD can be simply implemented with effects and handlers by doing so in the Frank language. By considering how our…

Programming Languages · Computer Science 2021-01-21 Jesse Sigal

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

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

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

Algorithmic differentiation (AD) tools allow to obtain gradient information of a continuously differentiable objective function in a computationally cheap way using the so-called backward mode. It is common practice to use the same tools…

Optimization and Control · Mathematics 2024-12-02 Lukas Baumgärtner , Franz Bethke