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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

We present and evaluate the Futhark implementation of reverse-mode automatic differentiation (AD) for the basic blocks of parallel programming: reduce, prefix sum (scan), and reduce by index. We first present derivations of general-case…

Programming Languages · Computer Science 2023-10-06 Lotte Maria Bruun , Ulrik Stuhr Larsen , Nikolaj Hinnerskov , Cosmin Oancea

We propose a forward-mode automatic differentiation (AD) framework for tensor renormalization group (TRG) methods. In this approach, evaluating the derivatives of the partition function up to order $k$ increases the matrix-multiplication…

High Energy Physics - Lattice · Physics 2026-02-12 Yuto Sugimoto

Differential machine learning combines automatic adjoint differentiation (AAD) with modern machine learning (ML) in the context of risk management of financial Derivatives. We introduce novel algorithms for training fast, accurate pricing…

Computational Finance · Quantitative Finance 2020-10-01 Brian Huge , Antoine Savine

Feature engineering, a crucial step of machine learning, aims to extract useful features from raw data to improve data quality. In recent years, great efforts have been devoted to Automated Feature Engineering (AutoFE) to replace expensive…

Machine Learning · Computer Science 2022-10-11 Guanghui Zhu , Zhuoer Xu , Xu Guo , Chunfeng Yuan , Yihua Huang

Reverse-mode automatic differentiation (AD) suffers from the issue of having too much space overhead to trace back intermediate computational states for back-propagation. The traditional method to trace back states is called checkpointing…

Programming Languages · Computer Science 2021-02-02 Jin-Guo Liu , Taine Zhao

The Mat\'ern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the…

Computation · Statistics 2022-05-11 Christopher J. Geoga , Oana Marin , Michel Schanen , Michael L. Stein

Dual numbers are a well-established tool for computing derivatives and constitute the basis of forward-mode automatic differentiation. While the theoretical framework for computing derivatives of arbitrary order is well understood,…

Numerical Analysis · Mathematics 2026-02-06 F. Peñuñuri , K. B. Cantún-Avila , R. Peón-Escalante

We extend JAX with the capability to automatically differentiate higher-order functions (functionals and operators). By representing functions as a generalization of arrays, we seamlessly use JAX's existing primitive system to implement…

Programming Languages · Computer Science 2024-01-30 Min Lin

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

Fractional-order differentiation has many characteristics different from integer-order differentiation. These characteristics can be applied to the optimization algorithms of artificial neural networks to obtain better results. However, due…

Machine Learning · Computer Science 2025-06-10 Xiaojun zhou , Chunna Zhao , Yaqun Huang , Chengli Zhou , Junjie Ye , Kemeng Xiang

Predictive models are fundamental to engineering reliable software systems. However, designing conservative, computable approximations for the behavior of programs (static analyses) remains a difficult and error-prone process for modern…

Programming Languages · Computer Science 2011-05-10 David Van Horn , Matthew Might

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

Automated code generation allows for a separation between the development of a model, expressed via a domain specific language, and lower level implementation details. Algorithmic differentiation can be applied symbolically at the level of…

Programming Languages · Computer Science 2024-09-27 James R. Maddison

Neural network-based approaches have recently shown significant promise in solving partial differential equations (PDEs) in science and engineering, especially in scenarios featuring complex domains or incorporation of empirical data. One…

Machine Learning · Computer Science 2025-03-19 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

This paper presents Automatic Algorithm Discoverer (AAD), an evolutionary framework for synthesizing programs of high complexity. To guide evolution, prior evolutionary algorithms have depended on fitness (objective) functions, which are…

Neural and Evolutionary Computing · Computer Science 2019-04-08 Ruchira Sasanka , Konstantinos Krommydas

We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars,…

Programming Languages · Computer Science 2022-07-05 Martin Elsman , Fritz Henglein , Robin Kaarsgaard , Mikkel Kragh Mathiesen , Robert Schenck

In this work we present useful techniques and possible enhancements when applying an Algorithmic Differentiation (AD) tool to the linear algebra library Eigen using our in-house AD by overloading (AD-O) tool dco/c++ as a case study. After…

Mathematical Software · Computer Science 2020-06-23 Patrick Peltzer , Johannes Lotz , Uwe Naumann

Gradient based optimization methods are the established state-of-the-art paradigm to study strongly entangled quantum systems in two dimensions with Projected Entangled Pair States. However, the key ingredient, the gradient itself, has…

Quantum Physics · Physics 2025-04-15 Anna Francuz , Norbert Schuch , Bram Vanhecke

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
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