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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

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant…

Methodology · Statistics 2024-07-04 Kevin Tan , Giles Hooker , Edward L. Ionides

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

Automatic differentiation is a set of techniques to efficiently and accurately compute the derivative of a function represented by a computer program. Existing C++ libraries for automatic differentiation (e.g. Adept, Stan Math Library),…

Mathematical Software · Computer Science 2021-02-09 James Yang

Parameter estimation via unbinned maximum likelihood fits is a central technique in particle physics. This article introduces MoreFit, which aims to provide a more optimised, rapid and efficient fitting solution for unbinned maximum…

Data Analysis, Statistics and Probability · Physics 2026-02-05 Christoph Langenbruch

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

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

We present a framework for calibration of parameters in elastoplastic constitutive models that is based on the use of automatic differentiation (AD). The model calibration problem is posed as a partial differential equation-constrained…

Computational Engineering, Finance, and Science · Computer Science 2021-10-26 Daniel Thomas Seidl , Brian Neal Granzow

RooStats is a project to create advanced statistical tools required for the analysis of LHC data, with emphasis on discoveries, confidence intervals, and combined measurements. The idea is to provide the major statistical techniques as a…

Data Analysis, Statistics and Probability · Physics 2011-02-02 Lorenzo Moneta , Kevin Belasco , Kyle Cranmer , Sven Kreiss , Alfio Lazzaro , Danilo Piparo , Gregory Schott , Wouter Verkerke , Matthias Wolf

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

Large language model (LLM) decoding involves generating a sequence of tokens based on a given context, where each token is predicted one at a time using the model's learned probabilities. The typical autoregressive decoding method requires…

Computation and Language · Computer Science 2024-08-20 Xukun Liu , Bowen Lei , Ruqi Zhang , Dongkuan Xu

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

Anomaly detection is an important task for complex systems (e.g., industrial facilities, manufacturing, large-scale science experiments), where failures in a sub-system can lead to low yield, faulty products, or even damage to components.…

Machine Learning · Computer Science 2023-09-06 Ryan Humble , Zhe Zhang , Finn O'Shea , Eric Darve , Daniel Ratner

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

In this paper we introduce DiffSharp, an automatic differentiation (AD) library designed with machine learning in mind. AD is a family of techniques that evaluate derivatives at machine precision with only a small constant factor of…

Mathematical Software · Computer Science 2015-11-30 Atilim Gunes Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

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

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

Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not…

Mathematical Software · Computer Science 2018-07-27 Filip Šrajer , Zuzana Kukelova , Andrew Fitzgibbon

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

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