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Related papers: Automatic Functional Differentiation in JAX

200 papers

We present Rieoptax, an open source Python library for Riemannian optimization in JAX. We show that many differential geometric primitives, such as Riemannian exponential and logarithm maps, are usually faster in Rieoptax than existing…

Optimization and Control · Mathematics 2022-10-11 Saiteja Utpala , Andi Han , Pratik Jawanpuria , Bamdev Mishra

This work introduces ParamRF: a Python library for efficient, parametric modelling of radio frequency (RF) circuits. Built on top of the next-generation computational library JAX, as well as the object-oriented wrapper Equinox, the…

Other Computer Science · Computer Science 2026-05-22 Gary V. C. Allen , Dirk I. L. de Villiers

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

Automatic differentiation is everywhere, but there exists only minimal documentation of how it works in complex arithmetic beyond stating "derivatives in $\mathbb{C}^d$" $\cong$ "derivatives in $\mathbb{R}^{2d}$" and, at best, shallow…

Mathematical Software · Computer Science 2024-12-11 Nicholas Krämer

En este trabajo se presenta una propuesta para realizar Diferenciaci\'on Autom\'atica Anidada utilizando cualquier biblioteca de Diferenciaci\'on Autom\'atica que permita sobrecarga de operadores. Para calcular las derivadas anidadas en una…

Symbolic Computation · Computer Science 2014-05-20 Juan Luis Valerdi , Fernando Raul Rodriguez

Functionals are an important research subject in Mathematics and Computer Science as well as a challenge in Information Technologies where the current programming paradigm states that only symbolic computations are possible on higher order…

Logic · Mathematics 2018-09-13 Stanislaw Ambroszkiewicz

Partial differential equations (PDEs) are used to describe a variety of physical phenomena. Often these equations do not have analytical solutions and numerical approximations are used instead. One of the common methods to solve PDEs is the…

Mathematical Software · Computer Science 2023-09-15 Ivan Yashchuk

Tuning scientific and probabilistic machine learning models $-$ for example, partial differential equations, Gaussian processes, or Bayesian neural networks $-$ often relies on evaluating functions of matrices whose size grows with the data…

Machine Learning · Computer Science 2024-10-28 Nicholas Krämer , Pablo Moreno-Muñoz , Hrittik Roy , Søren Hauberg

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

The Framework for Unified and Robust data Analysis with JAX (Furax) is an open-source Python framework for modeling data acquisition systems and solving inverse problems in astrophysics and cosmology. Built on JAX, Furax provides composable…

No single Automatic Differentiation (AD) system is the optimal choice for all problems. This means informed selection of an AD system and combinations can be a problem-specific variable that can greatly impact performance. In the Julia…

Mathematical Software · Computer Science 2022-02-08 Frank Schäfer , Mohamed Tarek , Lyndon White , Chris Rackauckas

JAX and PyTorch are two popular Python autodifferentiation frameworks. JAX is based around pure functions and functional programming. PyTorch has popularised the use of an object-oriented (OO) class-based syntax for defining parameterised…

Machine Learning · Computer Science 2021-11-02 Patrick Kidger , Cristian Garcia

In this paper we demonstrate a new technique for deriving discrete adjoint and tangent linear models of finite element models. The technique is significantly more efficient and automatic than standard algorithmic differentiation techniques.…

Mathematical Software · Computer Science 2013-10-17 Patrick E. Farrell , David A. Ham , Simon F. Funke , Marie E. Rognes

Solving partial differential equations (PDEs) efficiently is essential for analyzing complex physical systems. Recent advancements in leveraging deep learning for solving PDE have shown significant promise. However, machine learning…

Machine Learning · Computer Science 2024-02-16 Ruichen Li , Chuwei Wang , Haotian Ye , Di He , Liwei Wang

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

The foundational theory of differentiation was developed as part of the original release of ACL2(r). In work reported at the last ACL2 Workshop, we presented theorems justifying the usual differentiation rules, including the chain rule and…

Symbolic Computation · Computer Science 2011-10-24 Peter Reid , Ruben Gamboa

Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…

Numerical Analysis · Mathematics 2023-05-15 Jan Hückelheim , Harshitha Menon , William Moses , Bruce Christianson , Paul Hovland , Laurent Hascoët

Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

In scientific computation, it is often necessary to calculate higher-order derivatives of a function. Currently, two primary methods for higher-order automatic differentiation exist: symbolic differentiation and algorithmic automatic…

Computational Physics · Physics 2025-06-03 He Zhang

We propose extensions to Fortran which integrate forward and reverse Automatic Differentiation (AD) directly into the programming model. Irrespective of implementation technology, embedding AD constructs directly into the language extends…

Programming Languages · Computer Science 2012-03-09 Alexey Radul , Barak A. Pearlmutter , Jeffrey Mark Siskind