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Related papers: Understanding Automatic Differentiation Pitfalls

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In this paper, we present a method for the accurate estimation of the derivative (aka.~sensitivity) of expectations of functions involving an indicator function by combining a stochastic algorithmic differentiation and a regression. The…

Computational Finance · Quantitative Finance 2019-11-13 Christian P. Fries

Out-of-distribution (OOD) detection is critical to ensuring the reliability and safety of machine learning systems. For instance, in autonomous driving, we would like the driving system to issue an alert and hand over the control to humans…

Computer Vision and Pattern Recognition · Computer Science 2024-01-24 Jingkang Yang , Kaiyang Zhou , Yixuan Li , Ziwei Liu

This paper presents a new functionality of the Automatic Differentiation (AD) tool Tapenade. Tapenade generates adjoint codes which are widely used for optimization or inverse problems. Unfortunately, for large applications the adjoint code…

Data Structures and Algorithms · Computer Science 2007-05-23 Laurent Hascoet , Mauricio Araya-Polo

Artificial Intelligence (AI) systems sometimes make errors and will make errors in the future, from time to time. These errors are usually unexpected, and can lead to dramatic consequences. Intensive development of AI and its practical…

Machine Learning · Computer Science 2019-03-01 A. N. Gorban , A. Golubkov , B. Grechuk , E. M. Mirkes , I. Y. Tyukin

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…

Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…

Optimization and Control · Mathematics 2019-06-28 Jacob H. Seidman , Mahyar Fazlyab , Victor M. Preciado , George J. Pappas

Decisions made by machine learning systems have increasing influence on the world, yet it is common for machine learning algorithms to assume that no such influence exists. An example is the use of the i.i.d. assumption in content…

Machine Learning · Computer Science 2020-09-22 David Krueger , Tegan Maharaj , Jan Leike

Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…

Robotics · Computer Science 2023-09-29 He Li , Wenhao Yu , Tingnan Zhang , Patrick M. Wensing

ADF95 is a tool to automatically calculate numerical first derivatives for any mathematical expression as a function of user defined independent variables. Accuracy of derivatives is achieved within machine precision. ADF95 may be applied…

Mathematical Software · Computer Science 2007-05-23 Christian W. Straka

Many methods have been proposed to detect concept drift, i.e., the change in the distribution of streaming data, due to concept drift causes a decrease in the prediction accuracy of algorithms. However, the most of current detection methods…

Artificial Intelligence · Computer Science 2021-05-05 Hang Yu , Tianyu Liu , Jie Lu , Guangquan Zhang

Checkpoint/Restart (C/R) saves the running state of the programs periodically, which consumes considerable system resources. We observe that not every piece of data is involved in the computation in typical HPC applications; such unused…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-19 Xin Huang , Weiping Zhang , Shiman Meng , Wubiao Xu , Xiang Fu , Luanzheng Guo , Kento Sato

Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of…

Machine Learning · Computer Science 2019-04-26 Mariem Ben Fadhel , Kofi Nyarko

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning…

Dynamical Systems · Mathematics 2020-05-05 Adrián Hernández , José M. Amigó

The rapid expansion of data from diverse sources has made anomaly detection (AD) increasingly essential for identifying unexpected observations that may signal system failures, security breaches, or fraud. As datasets become more complex…

Machine Learning · Computer Science 2025-03-18 Haoqi Huang , Ping Wang , Jianhua Pei , Jiacheng Wang , Shahen Alexanian , Dusit Niyato

Approximation techniques have been historically important for solving differential equations, both as initial value problems and boundary value problems. The integration of numerical, analytic and perturbation methods and techniques can…

Classical Analysis and ODEs · Mathematics 2025-02-25 J. Nathan Kutz

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

In recommendation systems, items are likely to be exposed to various users and we would like to learn about the familiarity of a new user with an existing item. This can be formulated as an anomaly detection (AD) problem distinguishing…

Machine Learning · Computer Science 2022-09-22 Ke Bai , Aonan Zhang , Zhizhong Li , Ricardo Heano , Chong Wang , Lawrence Carin

We want to obtain derivatives in discontinuous program code, where default Algorithmic Differentiation may not perform well. Specifically, we consider discontinuities induced by control flow statements, where meaningful derivatives should…

Programming Languages · Computer Science 2023-05-12 Sebastian Christodoulou , Uwe Naumann

All artificial Intelligence (AI) systems make errors. These errors are unexpected, and differ often from the typical human mistakes ("non-human" errors). The AI errors should be corrected without damage of existing skills and, hopefully,…

Artificial Intelligence · Computer Science 2018-03-28 Alexander N. Gorban , Bogdan Grechuk , Ivan Y. Tyukin

We describe an algorithm for the automated deduction of many $d_2$ differentials in the Adams spectral sequence. We discuss our implementation and the results of the computation.

Algebraic Topology · Mathematics 2022-10-28 Joey Beauvais-Feisthauer