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Although distributed machine learning has opened up many new and exciting research frontiers, fragmentation of models and data across different machines, nodes, and sites still results in considerable communication overhead, impeding…

Machine Learning · Computer Science 2022-02-04 Bradley T. Baker , Aashis Khanal , Vince D. Calhoun , Barak Pearlmutter , Sergey M. Plis

Stochastic Closed-Loop Active Fault Diagnosis (CLAFD) aims to select the input sequentially in order to improve the discrimination of different models by minimizing the predicted error probability. As computation of these error…

Systems and Control · Electrical Eng. & Systems 2024-01-12 Jacques Noom , Oleg Soloviev , Carlas Smith , Michel Verhaegen

Training deep reinforcement learning (RL) agents necessitates overcoming the highly unstable nonconvex stochastic optimization inherent in the trial-and-error mechanism. To tackle this challenge, we propose a physics-inspired optimization…

Machine Learning · Computer Science 2024-12-10 Yao Lyu , Xiangteng Zhang , Shengbo Eben Li , Jingliang Duan , Letian Tao , Qing Xu , Lei He , Keqiang Li

This paper presents a novel optimization for differentiable programming named coarsening optimization. It offers a systematic way to synergize symbolic differentiation and algorithmic differentiation (AD). Through it, the granularity of the…

Recently proposed gradient estimators enable gradient descent over stochastic programs with discrete jumps in the response surface, which are not covered by automatic differentiation (AD) alone. Although these estimators' capability to…

Machine Learning · Computer Science 2024-04-09 Philipp Andelfinger , Justin N. Kreikemeyer

We study two practically important cases of model based clustering using Gaussian Mixture Models: (1) when there is misspecification and (2) on high dimensional data, in the light of recent advances in Gradient Descent (GD) based…

Machine Learning · Statistics 2020-07-28 Siva Rajesh Kasa , Vaibhav Rajan

We present ForwardDiff, a Julia package for forward-mode automatic differentiation (AD) featuring performance competitive with low-level languages like C++. Unlike recently developed AD tools in other popular high-level languages such as…

Mathematical Software · Computer Science 2016-07-28 Jarrett Revels , Miles Lubin , Theodore Papamarkou

A C++ library for sensitivity analysis of optimisation problems involving ordinary differential equations (ODEs) enabled by automatic differentiation (AD) and SIMD (Single Instruction, Multiple data) vectorization is presented. The discrete…

Numerical Analysis · Mathematics 2024-10-04 Rui Martins , Evgeny Lakshtanov

The supercomputing platforms available for high performance computing based research evolve at a great rate. However, this rapid development of novel technologies requires constant adaptations and optimizations of the existing codes for…

High Energy Physics - Lattice · Physics 2017-02-23 Marina Krstic Marinkovic , Luka Stanisic

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Machine Learning · Statistics 2016-03-03 Alp Kucukelbir , Dustin Tran , Rajesh Ranganath , Andrew Gelman , David M. Blei

Optimization of beamlines and lattices is a common problem in accelerator physics, which is usually solved with semi-analytical methods and numerical optimization routines. However, these are usually of the gradient-free or…

Accelerator Physics · Physics 2025-07-14 Francisco Huhn , Francesco M. Velotti

Cross-fitting is a key ingredient in many semiparametric estimation procedures, such as double/debiased machine learning (DML), enabling valid estimation of low-dimensional targets in the presence of high-dimensional nuisance functions by…

Computation · Statistics 2026-05-18 Etienne Peyrot , François Petit

In this work, we discuss the Automatic Adjoint Differentiation (AAD) for functions of the form $G=\frac{1}{2}\sum_1^m (Ey_i-C_i)^2$, which often appear in the calibration of stochastic models. { We demonstrate that it allows a perfect…

Computational Finance · Quantitative Finance 2019-12-11 Dmitri Goloubentsev , Evgeny Lakshtanov

Aligning with personalized preferences, which vary significantly across cultural, educational, and political differences, poses a significant challenge due to the computational costs and data demands of traditional alignment methods. In…

Computation and Language · Computer Science 2025-03-14 Ruizhe Chen , Xiaotian Zhang , Meng Luo , Wenhao Chai , Zuozhu Liu

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

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

Automatic differentiation (AD) has been a topic of interest for researchers in many disciplines, with increased popularity since its application to machine learning and neural networks. Although many researchers appreciate and know how to…

Programming Languages · Computer Science 2023-08-10 Birthe van den Berg , Tom Schrijvers , James McKinna , Alexander Vandenbroucke

Compressed Deep Learning (DL) models are essential for deployment in resource-constrained environments. But their performance often lags behind their large-scale counterparts. To bridge this gap, we propose Alignment Adapter (AlAd): a…

Machine Learning · Computer Science 2026-02-17 Rohit Raj Rai , Abhishek Dhaka , Amit Awekar

Detecting dominant clusters is important in many analytic applications. The state-of-the-art methods find dense subgraphs on the affinity graph as the dominant clusters. However, the time and space complexity of those methods are dominated…

Databases · Computer Science 2014-11-04 Lingyang Chu , Shuhui Wang , Siyuan Liu , Qingming Huang , Jian Pei

Emerging technologies such as Reconfigurable Intelligent Surfaces (RIS) make it possible to optimize some parameters of wireless channels. Conventional approaches require relating the channel and its programmable parameters via a simple…

Signal Processing · Electrical Eng. & Systems 2025-10-23 Tomer Shaked , Philipp del Hougne , George C. Alexandropoulos , Nir Shlezinger