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We introduce Combinatory Homomorphic Automatic Differentiation (CHAD), a principled, pure, provably correct define-then-run method for performing forward- and reverse-mode automatic differentiation (AD) on programming languages with…

Programming Languages · Computer Science 2026-05-05 Matthijs Vákár , Tom Smeding

Anomaly detection (AD), also referred to as outlier detection, is a statistical process aimed at identifying observations within a dataset that significantly deviate from the expected pattern of the majority of the data. Such a process…

Automatic Differentiation (AD) has become a dominant technique in ML. AD frameworks have first been implemented for imperative languages using tapes. Meanwhile, functional implementations of AD have been developed, often based on dual…

Programming Languages · Computer Science 2023-07-10 Timon Böhler , David Richter , Mira Mezini

We review the current state of automatic differentiation (AD) for array programming in machine learning (ML), including the different approaches such as operator overloading (OO) and source transformation (ST) used for AD, graph-based…

Machine Learning · Computer Science 2019-01-04 Bart van Merriënboer , Olivier Breuleux , Arnaud Bergeron , Pascal Lamblin

Algebraic differentiators have attracted much interest in recent years. Their simple implementation as classical finite impulse response digital filters and systematic tuning guidelines may help to solve challenging problems, including, but…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Amine Othmane , Joachim Rudolph

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

We show how the basic Combinatory Homomorphic Automatic Differentiation (CHAD) algorithm can be optimised, using well-known methods, to yield a simple, composable, and generally applicable reverse-mode automatic differentiation (AD)…

Programming Languages · Computer Science 2023-11-15 Tom Smeding , Matthijs Vákár

Programs involving discontinuities introduced by control flow constructs such as conditional branches pose challenges to mathematical optimization methods that assume a degree of smoothness in the objective function's response surface.…

Machine Learning · Computer Science 2024-01-05 Justin N. Kreikemeyer , Philipp Andelfinger

Activity diagrams (ADs) have recently become widely used in the modeling of workflows, business processes, and web-services, where they serve various purposes, from documentation, requirement definitions, and test case specifications, to…

Software Engineering · Computer Science 2014-09-09 Shahar Maoz , Jan Oliver Ringert , Bernhard Rumpe

In recent years, formal methods of privacy protection such as differential privacy (DP), capable of deployment to data-driven tasks such as machine learning (ML), have emerged. Reconciling large-scale ML with the closed-form reasoning…

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

Diffusion models (DMs) have emerged as a powerful class of generative AI models, showing remarkable potential in anomaly detection (AD) tasks across various domains, such as cybersecurity, fraud detection, healthcare, and manufacturing. The…

Machine Learning · Computer Science 2025-02-28 Jing Liu , Zhenchao Ma , Zepu Wang , Chenxuanyin Zou , Jiayang Ren , Zehua Wang , Liang Song , Bo Hu , Yang Liu , Victor C. M. Leung

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

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

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

Modern problems in AI or in numerical analysis require nonsmooth approaches with a flexible calculus. We introduce generalized derivatives called conservative fields for which we develop a calculus and provide representation formulas.…

Optimization and Control · Mathematics 2020-04-10 Jérôme Bolte , Edouard Pauwels

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

Performing anomaly detection in hybrid systems is a challenging task since it requires analysis of timing behavior and mutual dependencies of both discrete and continuous signals. Typically, it requires modeling system behavior, which is…

Machine Learning · Computer Science 2020-10-30 Nemanja Hranisavljevic , Oliver Niggemann , Alexander Maier

In this paper, we present a method for identifying infeasible, unbounded, and pathological conic programs based on Douglas-Rachford splitting, or equivalently ADMM. When an optimization program is infeasible, unbounded, or pathological, the…

Optimization and Control · Mathematics 2017-10-17 Yanli Liu , Ernest K. Ryu , Wotao Yin

Several algorithms in computer algebra involve the computation of a power series solution of a given ordinary differential equation. Over finite fields, the problem is often lifted in an approximate $p$-adic setting to be well-posed. This…

Symbolic Computation · Computer Science 2023-06-12 Pierre Lairez , Tristan Vaccon
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