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Out-of-distribution states in robot manipulation often lead to unpredictable robot behavior or task failure, limiting success rates and increasing risk of damage. Anomaly detection (AD) can identify deviations from expected patterns in…

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

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

A characteristic feature of differential-algebraic equations is that one needs to find derivatives of some of their equations with respect to time, as part of so called index reduction or regularisation, to prepare them for numerical…

Numerical Analysis · Mathematics 2017-03-28 John D. Pryce , Nedialko S. Nedialkov , Guangning Tan , Xiao Li

Trajectory Prediction (TP) is an important research topic in computer vision and robotics fields. Recently, many stochastic TP models have been proposed to deal with this problem and have achieved better performance than the traditional…

Machine Learning · Computer Science 2022-01-11 Chunnan Wang , Chen Liang , Xiang Chen , Hongzhi Wang

Automatic differentiation is a tool for numerically calculating derivatives of a given function up to machine precision. This tool is useful for quantum chemistry methods, which require the calculation of gradients either for the…

Chemical Physics · Physics 2020-11-25 Fabijan Pavošević , Sharon Hammes-Schiffer

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…

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

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

In this paper we take a look at Automatic Differentiation through the eyes of Tensor and Operational Calculus. This work is best consumed as supplementary material for learning tensor and operational calculus by those already familiar with…

Symbolic Computation · Computer Science 2018-09-03 Žiga Sajovic

Machine learning can provide predictions with disparate outcomes, in which subgroups of the population (e.g., defined by age, gender, or other sensitive attributes) are systematically disadvantaged. In order to comply with upcoming…

Machine Learning · Computer Science 2024-01-25 Moritz von Zahn , Oliver Hinz , Stefan Feuerriegel

For a real function, automatic differentiation is such a standard algorithm used to efficiently compute its gradient, that it is integrated in various neural network frameworks. However, despite the recent advances in using complex…

Machine Learning · Computer Science 2021-01-19 Chu Guo , Dario Poletti

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

Trajectory prediction is central to the safe and seamless operation of autonomous vehicles (AVs). In deployment, however, prediction models inevitably face distribution shifts between training data and real-world conditions, where rare or…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Tongfei Guo , Lili Su

We present ADerrors.jl, a software for linear error propagation and analysis of Monte Carlo data. Although the focus is in data analysis in Lattice QCD, where estimates of the observables have to be computed from Monte Carlo samples, the…

High Energy Physics - Lattice · Physics 2020-12-22 Alberto Ramos

In this note we derive the backward (automatic) differentiation (adjoint [automatic] differentiation) for an algorithm containing a conditional expectation operator. As an example we consider the backward algorithm as it is used in Bermudan…

Computational Finance · Quantitative Finance 2017-07-18 Christian P. Fries

Machine learning and deep learning-based decision making has become part of today's software. The goal of this work is to ensure that machine learning and deep learning-based systems are as trusted as traditional software. Traditional…

Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the…

Computational Physics · Physics 2023-08-28 Shi-Xin Zhang , Zhou-Quan Wan , Hong Yao

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

A multitude of classifiers can be trained on the same data to achieve similar performances during test time, while having learned significantly different classification patterns. This phenomenon, which we call prediction discrepancies, is…

Machine Learning · Computer Science 2024-08-01 Xavier Renard , Thibault Laugel , Marcin Detyniecki
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