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We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars,…

Programming Languages · Computer Science 2022-07-05 Martin Elsman , Fritz Henglein , Robin Kaarsgaard , Mikkel Kragh Mathiesen , Robert Schenck

A method to calculate the adjoint solution for a large class of partial differential equations is discussed. It differs from the known continuous and discrete adjoint, including automatic differentiation. Thus, it represents an alternative,…

Numerical Analysis · Mathematics 2018-05-08 Julius Reiss , Mathias Lemke , Jörn Sesterhenn

Alignment of large language models remains a central challenge in natural language processing. Preference optimization has emerged as a popular and effective method for improving alignment, typically through training-time or prompt-based…

Machine Learning · Computer Science 2025-10-01 Frédéric Berdoz , Luca A. Lanzendörfer , René Caky , Roger Wattenhofer

We demonstrate that automatic differentiation (AD), which has become commonly available in machine learning frameworks, is an efficient way to explore ideas that lead to algorithmic improvement in multi-scale affine image registration and…

Optimization and Control · Mathematics 2025-08-05 Warin Watson , Cash Cherry , Rachelle Lang

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

Deep learning has seen tremendous success over the past decade in computer vision, machine translation, and gameplay. This success rests in crucial ways on gradient-descent optimization and the ability to learn parameters of a neural…

Machine Learning · Computer Science 2019-08-30 Fei Wang , Daniel Zheng , James Decker , Xilun Wu , Grégory M. Essertel , Tiark Rompf

First-order optimization algorithms, often preferred for large problems, require the gradient of the differentiable terms in the objective function. These gradients often involve linear operators and their adjoints, which must be applied…

Optimization and Control · Mathematics 2017-07-10 James Folberth , Stephen Becker

In recent years, the use of adjoint vectors in Computational Fluid Dynamics (CFD) has seen a dramatic rise. Their utility in numerous applications, including design optimization, data assimilation, and mesh adaptation has sparked the…

Computational Engineering, Finance, and Science · Computer Science 2017-12-05 Steven M. Kast

We give a gentle introduction to using various software tools for automatic differentiation (AD). Ready-to-use examples are discussed, and links to further information are presented. Our target audience includes all those who are looking…

Mathematical Software · Computer Science 2007-05-23 Uwe Naumann , Andrea Walther

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

Recently, there has been great interest in connections between continuous-time dynamical systems and optimization methods, notably in the context of accelerated methods for smooth and unconstrained problems. In this paper we extend this…

Optimization and Control · Mathematics 2023-01-25 Guilherme França , Daniel P. Robinson , René Vidal

Automatic differentiation (AD) aims to compute derivatives of user-defined functions, but in Turing-complete languages, this simple specification does not fully capture AD's behavior: AD sometimes disagrees with the true derivative of a…

Programming Languages · Computer Science 2021-12-07 Alexander K. Lew , Mathieu Huot , Vikash K. Mansinghka

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

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

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

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 modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…

Computer Vision and Pattern Recognition · Computer Science 2017-04-11 Zheng Xu , Mario A. T. Figueiredo , Xiaoming Yuan , Christoph Studer , Tom Goldstein

Recently, there has been an increasing interest in using tools from dynamical systems to analyze the behavior of simple optimization algorithms such as gradient descent and accelerated variants. This paper strengthens such connections by…

Optimization and Control · Mathematics 2018-08-02 Guilherme França , Daniel P. Robinson , René Vidal

Alternating Directions Implicit (ADI) integration is an operator splitting approach to solve parabolic and elliptic partial differential equations in multiple dimensions based on solving sequentially a set of related one-dimensional…

Numerical Analysis · Mathematics 2019-12-05 Arash Sarshar , Steven Roberts , Adrian Sandu