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We propose several approaches for solving differential equations (DEs) with quantum kernel methods. We compose quantum models as weighted sums of kernel functions, where variables are encoded using feature maps and model derivatives are…

Quantum Physics · Physics 2023-04-12 Annie E. Paine , Vincent E. Elfving , Oleksandr Kyriienko

Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

Machine Learning · Computer Science 2021-01-19 Erik Scharwächter , Jonathan Lennartz , Emmanuel Müller

Differentiable physics is a powerful approach to learning and control problems that involve physical objects and environments. While notable progress has been made, the capabilities of differentiable physics solvers remain limited. We…

Machine Learning · Computer Science 2020-07-07 Yi-Ling Qiao , Junbang Liang , Vladlen Koltun , Ming C. Lin

This article introduces the groundbreaking concept of the financial differential machine learning algorithm through a rigorous mathematical framework. Diverging from existing literature on financial machine learning, the work highlights the…

Mathematical Finance · Quantitative Finance 2024-05-03 Pedro Duarte Gomes

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

Continuous dynamical systems, characterized by differential equations, are ubiquitously used to model several important problems: plasma dynamics, flow through porous media, weather forecasting, and epidemic dynamics. Recently, a wide range…

Machine Learning · Computer Science 2023-10-04 Priyanshu Burark , Karn Tiwari , Meer Mehran Rashid , Prathosh A P , N M Anoop Krishnan

Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…

Machine Learning · Statistics 2022-07-04 Rika Antonova , Jingyun Yang , Krishna Murthy Jatavallabhula , Jeannette Bohg

Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…

Robotics · Computer Science 2022-09-05 Traiko Dinev , Carlos Mastalli , Vladimir Ivan , Steve Tonneau , Sethu Vijayakumar

In this paper, we present a machine learning method for the discovery of analytic solutions to differential equations. The method utilizes an inherently interpretable algorithm, genetic programming based symbolic regression. Unlike…

Machine Learning · Computer Science 2023-02-08 Hongsup Oh , Roman Amici , Geoffrey Bomarito , Shandian Zhe , Robert Kirby , Jacob Hochhalter

The combination of machine learning and physical laws has shown immense potential for solving scientific problems driven by partial differential equations (PDEs) with the promise of fast inference, zero-shot generalisation, and the ability…

Machine Learning · Computer Science 2024-09-11 Nacime Bouziani , David A. Ham , Ado Farsi

The ability to differentiate through optimization problems has unlocked numerous applications, from optimization-based layers in machine learning models to complex design problems formulated as bilevel programs. It has been shown that…

Optimization and Control · Mathematics 2024-03-05 Lucas Fuentes Valenzuela , Robin Brown , Marco Pavone

We motivate the use of differentiable probabilistic programming techniques in order to account for the large model-space inherent to astrophysical $\gamma$-ray analyses. Targeting the longstanding Galactic Center $\gamma$-ray Excess (GCE)…

High Energy Astrophysical Phenomena · Physics 2026-04-13 Siddharth Mishra-Sharma , Tracy R. Slatyer , Yitian Sun , Yuqing Wu

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin.…

Machine Learning · Computer Science 2022-02-08 Patrick Kidger

The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…

Numerical Analysis · Mathematics 2022-12-13 Moritz Reh , Martin Gärttner

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

Differentiable rendering has received increasing interest for image-based inverse problems. It can benefit traditional optimization-based solutions to inverse problems, but also allows for self-supervision of learning-based approaches for…

Computer Vision and Pattern Recognition · Computer Science 2021-04-02 Linjie Lyu , Marc Habermann , Lingjie Liu , Mallikarjun B R , Ayush Tewari , Christian Theobalt

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Discrete mathematics is the foundation of computer science. It focuses on concepts and reasoning methods that are studied using math notations. It has long been argued that discrete math is better taught with programming, which takes…

Computers and Society · Computer Science 2021-10-07 Yanhong A. Liu , Matthew Castelllana

The paradigm of differentiable programming has significantly enhanced the scope of machine learning via the judicious use of gradient-based optimization. However, standard differentiable programming methods (such as autodiff) typically…

Ordinary differential equation models have become a standard tool for the mechanistic description of biochemical processes. If parameters are inferred from experimental data, such mechanistic models can provide accurate predictions about…

Quantitative Methods · Quantitative Biology 2018-10-12 Fabian Fröhlich , Carolin Loos , Jan Hasenauer