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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

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin

Least Absolute Deviations (LAD) regression provides a robust alternative to ordinary least squares by minimizing the sum of absolute residuals. However, its widespread use has been limited by the computational cost of existing solvers,…

Methodology · Statistics 2026-03-23 Zehaan Naik , Debasis Kundu

Recently introduced distributed zeroth-order optimization (ZOO) algorithms have shown their utility in distributed reinforcement learning (RL). Unfortunately, in the gradient estimation process, almost all of them require random samples…

Systems and Control · Electrical Eng. & Systems 2024-05-06 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty , Piyush K. Sharma

A large class of non-smooth practical optimization problems can be written as minimization of a sum of smooth and partly smooth functions. We examine such structured problems which also depend on a parameter vector and study the problem of…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

Automatic Differentiation (AD) is a powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…

Chemical Physics · Physics 2020-06-23 Teresa Tamayo-Mendoza , Christoph Kreisbeck , Roland Lindh , Alán Aspuru-Guzik

In this study, novel physics-informed neural network (PINN) methods for coupling neighboring support points and their derivative terms which are obtained by automatic differentiation (AD), are proposed to allow efficient training with…

Machine Learning · Computer Science 2022-12-16 Pao-Hsiung Chiu , Jian Cheng Wong , Chinchun Ooi , My Ha Dao , Yew-Soon Ong

Knowledge Distillation (KD) is essential in transferring dark knowledge from a large teacher to a small student network, such that the student can be much more efficient than the teacher but with comparable accuracy. Existing KD methods,…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Junjie Zhou , Ke Zhu , Jianxin Wu

Change-point detection (CPD), which detects abrupt changes in the data distribution, is recognized as one of the most significant tasks in time series analysis. Despite the extensive literature on offline CPD, unsupervised online CPD still…

Machine Learning · Computer Science 2023-12-07 Zahra Atashgahi , Decebal Constantin Mocanu , Raymond Veldhuis , Mykola Pechenizkiy

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

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

This paper studies the stochastic distributed nonconvex optimization problem over a network of agents, where agents only access stochastic zeroth-order information about their local cost functions and collaboratively optimize the global…

Optimization and Control · Mathematics 2025-09-01 Haonan Wang , Xinlei Yi , Yiguang Hong

Tree-based models are widely recognized for their interpretability and have proven effective in various application domains, particularly in high-stakes domains. However, learning decision trees (DTs) poses a significant challenge due to…

Machine Learning · Computer Science 2026-03-13 Sascha Marton

Recent years have witnessed the promise of coupling machine learning methods and physical domain-specific insights for solving scientific problems based on partial differential equations (PDEs). However, being data-intensive, these methods…

Machine Learning · Computer Science 2025-06-03 Wuyang Chen , Jialin Song , Pu Ren , Shashank Subramanian , Dmitriy Morozov , Michael W. Mahoney

Coordinate descent algorithms are widely used in machine learning and large-scale data analysis due to their strong optimality guarantees and impressive empirical performance in solving non-convex problems. In this work, we introduce Block…

Optimization and Control · Mathematics 2024-12-17 Zhijie Yuan , Ganzhao Yuan , Lei Sun

Classical reverse-mode automatic differentiation (AD) imposes only a small constant-factor overhead in operation count over the original computation, but has storage requirements that grow, in the worst case, in proportion to the time…

Programming Languages · Computer Science 2018-07-18 Jeffrey Mark Siskind , Barak A. Pearlmutter

Conventional supervised climate downscaling struggles to generalize to Global Climate Models (GCMs) due to the lack of paired training data and inherent domain gaps relative to reanalysis. Meanwhile, current zero-shot methods suffer from…

Artificial Intelligence · Computer Science 2026-02-10 Ruian Tie , Wenbo Xiong , Zhengyu Shi , Xinyu Su , Chenyu jiang , Libo Wu , Hao Li

Physics-informed neural operators offer a powerful framework for learning solution operators of partial differential equations (PDEs) by combining data and physics losses. However, these physics losses rely on derivatives. Computing these…

We construct a new class of differential operators that naturally act on AdS harmonic functions. These are weight shifting operators that change the spin and dimension of AdS representations. Together with CFT weight shifting operators, the…

High Energy Physics - Theory · Physics 2018-09-13 Miguel S. Costa , Tobias Hansen

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Optimization and Control · Mathematics 2024-07-08 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio