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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

Recent convolutional neural network (CNN) development continues to advance the state-of-the-art model accuracy for various applications. However, the enhanced accuracy comes at the cost of substantial memory bandwidth and storage…

Computer Vision and Pattern Recognition · Computer Science 2021-07-20 Hsu-Hsun Chin , Ren-Song Tsay , Hsin-I Wu

Derivatives of computer graphics, image processing, and deep learning algorithms have tremendous use in guiding parameter space searches, or solving inverse problems. As the algorithms become more sophisticated, we no longer only need to…

Graphics · Computer Science 2019-08-30 Tzu-Mao Li

In this work, we present an efficient algorithm for multivariate mean value estimation. Our algorithm outperforms previous work by polylog factors and nearly saturates the known lower bound. More formally, given a random vector $\vec{X}$ of…

Quantum Physics · Physics 2025-05-30 Letian Tang

We propose a stepsize adaptation scheme for stochastic gradient descent. It operates directly with the loss function and rescales the gradient in order to make fixed predicted progress on the loss. We demonstrate its capabilities by…

Machine Learning · Computer Science 2018-12-03 Michal Rolinek , Georg Martius

Training of discrete latent variable models remains challenging because passing gradient information through discrete units is difficult. We propose a new class of smoothing transformations based on a mixture of two overlapping…

Machine Learning · Computer Science 2018-05-29 Arash Vahdat , William G. Macready , Zhengbing Bian , Amir Khoshaman , Evgeny Andriyash

We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has either employed computationally intensive MCMC methods, or relied on…

Machine Learning · Statistics 2019-06-14 Alessandro Davide Ialongo , Mark van der Wilk , James Hensman , Carl Edward Rasmussen

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

This article presents differential equations and solution methods for the functions of the form $Q(x) = F^{-1}(G(x))$, where $F$ and $G$ are cumulative distribution functions. Such functions allow the direct recycling of Monte Carlo samples…

Computational Finance · Quantitative Finance 2011-12-08 William T. Shaw , Thomas Luu , Nick Brickman

Automatic differentiation (AD) in reverse mode (RAD) is a central component of deep learning and other uses of large-scale optimization. Commonly used RAD algorithms such as backpropagation, however, are complex and stateful, hindering deep…

Programming Languages · Computer Science 2018-10-03 Conal Elliott

Forward Gradients - the idea of using directional derivatives in forward differentiation mode - have recently been shown to be utilizable for neural network training while avoiding problems generally associated with backpropagation gradient…

Machine Learning · Computer Science 2023-06-13 Louis Fournier , Stéphane Rivaud , Eugene Belilovsky , Michael Eickenberg , Edouard Oyallon

We describe an extension to the Geant4 software package that allows it to be used as a general purpose X-ray tracing package. We demonstrate its use by building a model of the X-ray optics of the XMM-Newton, calculating its effective area,…

Data Analysis, Statistics and Probability · Physics 2009-02-02 Ernst-Jan Buis , Giuseppe Vacanti

We present the new software OpDiLib, a universal add-on for classical operator overloading AD tools that enables the automatic differentiation (AD) of OpenMP parallelized code. With it, we establish support for OpenMP features in a reverse…

Mathematical Software · Computer Science 2022-12-09 Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

Methods based on ordinary differential equations (ODEs) are widely used to build generative models of time-series. In addition to high computational overhead due to explicitly computing hidden states recurrence, existing ODE-based models…

Machine Learning · Statistics 2023-02-07 Linqi Zhou , Michael Poli , Winnie Xu , Stefano Massaroli , Stefano Ermon

Variational autoencoders often assume isotropic Gaussian priors and mean-field posteriors, hence do not exploit structure in scenarios where we may expect similarity or consistency across latent variables. Gaussian process variational…

Machine Learning · Statistics 2020-11-17 Metod Jazbec , Michael Pearce , Vincent Fortuin

Derivative computation is a key component of optimization, sensitivity analysis, uncertainty quantification, and nonlinear solvers. Automatic differentiation (AD) is a powerful technique for evaluating such derivatives, and in recent years,…

Mathematical Software · Computer Science 2025-07-18 Kim Liegeois , Brian Kelley , Eric Phipps , Sivasankaran Rajamanickam , Vassil Vassilev

Gradient-based hyperparameter optimization has earned a widespread popularity in the context of few-shot meta-learning, but remains broadly impractical for tasks with long horizons (many gradient steps), due to memory scaling and gradient…

Machine Learning · Computer Science 2021-10-01 Paul Micaelli , Amos Storkey

We show that Automatic Differentiation (AD) operators can be provided in a dynamic language without sacrificing numeric performance. To achieve this, general forward and reverse AD functions are added to a simple high-level dynamic…

Programming Languages · Computer Science 2016-11-11 Jeffrey Mark Siskind , Barak A. Pearlmutter

Computation offloading at lower time and lower energy consumption is crucial for resource limited mobile devices. This paper proposes an offloading decision-making model using federated learning. Based on the task type and the user input,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-16 Anwesha Mukherjee , Rajkumar Buyya

In this work we investigate gradient estimation for a class of contracting stochastic systems on a continuous state space. We find conditions on the one-step transitions, namely differentiability and contraction in a Wasserstein distance,…

Optimization and Control · Mathematics 2018-04-25 Thomas Flynn