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The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients…

Machine Learning · Computer Science 2020-10-20 Xuechen Li , Ting-Kam Leonard Wong , Ricky T. Q. Chen , David Duvenaud

RooFit is a toolkit for statistical modeling and fitting used by most experiments in particle physics. Just as data sets from next-generation experiments grow, processing requirements for physics analysis become more computationally…

Mathematical Software · Computer Science 2023-04-07 Garima Singh , Jonas Rembser , Lorenzo Moneta , David Lange , Vassil Vassilev

Generating interpretable natural language captions from weather time series data remains a significant challenge at the intersection of meteorological science and natural language processing. While recent advances in Large Language Models…

Computation and Language · Computer Science 2026-03-24 Shixu Liu

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

While transformer models have been highly successful, they are computationally inefficient. We observe that for each layer, the full width of the layer may be needed only for a small subset of tokens inside a batch and that the "effective"…

Machine Learning · Computer Science 2024-12-19 Bartosz Wójcik , Alessio Devoto , Karol Pustelnik , Pasquale Minervini , Simone Scardapane

This paper describes the Microsoft end-to-end neural text to speech (TTS) system: DelightfulTTS for Blizzard Challenge 2021. The goal of this challenge is to synthesize natural and high-quality speech from text, and we approach this goal in…

Sound · Computer Science 2021-11-22 Yanqing Liu , Zhihang Xu , Gang Wang , Kuan Chen , Bohan Li , Xu Tan , Jinzhu Li , Lei He , Sheng Zhao

The problem of estimating the number $n$ of distinct keys of a large collection of $N$ data is well known in computer science. A classical algorithm is the adaptive sampling (AS). $n$ can be estimated by $R.2^D$, where $R$ is the final…

Data Structures and Algorithms · Computer Science 2019-05-17 Matthew Drescher , Guy Louchard , Yvik Swan

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

Automatic differentiation is a set of techniques to efficiently and accurately compute the derivative of a function represented by a computer program. Existing C++ libraries for automatic differentiation (e.g. Adept, Stan Math Library),…

Mathematical Software · Computer Science 2021-02-09 James Yang

The paper proposes a numerically stable recursive algorithm for the exact computation of the linear-chain conditional random field gradient. It operates as a forward algorithm over the log-domain expectation semiring and has the purpose of…

Artificial Intelligence · Computer Science 2012-05-31 Velimir M. Ilic , Dejan I. Mancev , Branimir T. Todorovic , Miomir S. Stankovic

Training deep neural networks is a challenging task. In order to speed up training and enhance the performance of deep neural networks, we rectify the vanilla conjugate gradient as conjugate-gradient-like and incorporate it into the generic…

Machine Learning · Computer Science 2025-01-09 Jiawu Tian , Liwei Xu , Xiaowei Zhang , Yongqi Li

Gradient based optimization methods are the established state-of-the-art paradigm to study strongly entangled quantum systems in two dimensions with Projected Entangled Pair States. However, the key ingredient, the gradient itself, has…

Quantum Physics · Physics 2025-04-15 Anna Francuz , Norbert Schuch , Bram Vanhecke

While machine learning techniques have been successfully applied in several fields, the black-box nature of the models presents challenges for interpreting and explaining the results. We develop a new framework called Adaptive Explainable…

Machine Learning · Statistics 2020-06-03 Jie Chen , Joel Vaughan , Vijayan N. Nair , Agus Sudjianto

We introduce a new class of non-standard variable-length codes, called adaptive codes. This class of codes associates a variable-length codeword to the symbol being encoded depending on the previous symbols in the input data string. An…

Data Structures and Algorithms · Computer Science 2007-05-23 Dragos Trinca

Automatic generation of convex relaxations and subgradients is critical in global optimization, and is typically carried out using variants of automatic/algorithmic differentiation (AD). At previous AD conferences, variants of the forward…

Optimization and Control · Mathematics 2025-01-31 Yingkai Song , Kamil A. Khan

Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an overview of adjoint and automatic…

Computational Finance · Quantitative Finance 2011-07-12 Cristian Homescu

In this computational paper, we perform sensitivity analysis of long-time (or ensemble) averages in the chaotic regime using the shadowing algorithm. We introduce automatic differentiation to eliminate the tangent/adjoint equation solvers…

Dynamical Systems · Mathematics 2020-11-18 Nisha Chandramoorthy , Luca Magri , Qiqi Wang

This paper presents a numerical solver for computing continuous trajectories in non-convex environments. Our approach relies on a customized implementation of the Alternating Direction Method of Multipliers (ADMM) built upon two key…

Robotics · Computer Science 2026-03-13 Lukas Pries , Jon Arrizabalaga , Zachary Manchester , Markus Ryll

Applying differentiable programming techniques and machine learning algorithms to foreign programs requires developers to either rewrite their code in a machine learning framework, or otherwise provide derivatives of the foreign code. This…

Mathematical Software · Computer Science 2022-08-05 William S. Moses , Valentin Churavy

We study a graph coloring problem motivated by a fun Sudoku-style puzzle. Given a bipartition of the edges of a graph into {\em near} and {\em far} sets and an integer threshold $t$, a {\em threshold-coloring} of the graph is an assignment…

Data Structures and Algorithms · Computer Science 2014-03-07 Md. Jawaherul Alam , Stephen G. Kobourov , Sergey Pupyrev , Jakson Toeniskoetter