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Modelers use automatic differentiation (AD) of computation graphs to implement complex Deep Learning models without defining gradient computations. Stochastic AD extends AD to stochastic computation graphs with sampling steps, which arise…

Machine Learning · Statistics 2021-10-27 Emile van Krieken , Jakub M. Tomczak , Annette ten Teije

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

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

Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Mohammad N. Murshed , M. Monir Uddin

We study the problem of learning differentiable functions expressed as programs in a domain-specific language. Such programmatic models can offer benefits such as composability and interpretability; however, learning them requires…

Machine Learning · Computer Science 2021-03-30 Ameesh Shah , Eric Zhan , Jennifer J. Sun , Abhinav Verma , Yisong Yue , Swarat Chaudhuri

Using backpropagation to compute gradients of objective functions for optimization has remained a mainstay of machine learning. Backpropagation, or reverse-mode differentiation, is a special case within the general family of automatic…

Machine Learning · Computer Science 2022-02-18 Atılım Güneş Baydin , Barak A. Pearlmutter , Don Syme , Frank Wood , Philip Torr

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

The deep learning community has devised a diverse set of methods to make gradient optimization, using large datasets, of large and highly complex models with deeply cascaded nonlinearities, practical. Taken as a whole, these methods…

Machine Learning · Computer Science 2016-11-14 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

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

A critical step in topology optimization (TO) is finding sensitivities. Manual derivation and implementation of the sensitivities can be quite laborious and error-prone, especially for non-trivial objectives, constraints and material…

Mathematical Software · Computer Science 2022-01-31 Aaditya Chandrasekhar , Saketh Sridhara , Krishnan Suresh

Backpropagation is a classic automatic differentiation algorithm computing the gradient of functions specified by a certain class of simple, first-order programs, called computational graphs. It is a fundamental tool in several fields, most…

Logic in Computer Science · Computer Science 2019-11-07 Alois Brunel , Damiano Mazza , Michele Pagani

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

This paper presents our work toward correct and efficient automatic differentiation of OpenMP parallel worksharing loops in forward and reverse mode. Automatic differentiation is a method to obtain gradients of numerical programs, which are…

Mathematical Software · Computer Science 2021-11-04 Jan Hückelheim , Laurent Hascoët

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…

Mathematical Software · Computer Science 2016-11-11 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning…

Dynamical Systems · Mathematics 2020-05-05 Adrián Hernández , José M. Amigó

Parameter identification for mechanistic Ordinary Differential Equation (ODE) models underpins prediction and control in several applications, yet remains a manual and labor-intensive process: datasets are noisy and partial, models can be…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Saakaar Bhatnagar

Agent-based models (ABMs) simulate complex systems by capturing the bottom-up interactions of individual agents comprising the system. Many complex systems of interest, such as epidemics or financial markets, involve thousands or even…

Differentiable programming, enabled by automatic differentiation (AD), provides a robust framework for gradient-based optimization in computational plasma physics. While optimization is often only used towards design, we demonstrate that it…

Plasma Physics · Physics 2026-03-13 A. S. Joglekar , A. G. R. Thomas , A. L. Milder , K. G. Miller , J. P. Palastro , D. H. Froula

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

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…

Systems and Control · Electrical Eng. & Systems 2021-10-29 Michihiro Shintani , Aoi Ueda , Takashi Sato
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