English
Related papers

Related papers: Composing Automatic Differentiation with Custom De…

200 papers

Modern problems in AI or in numerical analysis require nonsmooth approaches with a flexible calculus. We introduce generalized derivatives called conservative fields for which we develop a calculus and provide representation formulas.…

Optimization and Control · Mathematics 2020-04-10 Jérôme Bolte , Edouard Pauwels

Automatic differentiation is a key component in deep learning. This topic is well studied and excellent surveys such as Baydin et al. (2018) have been available to clearly describe the basic concepts. Further, sophisticated implementations…

Machine Learning · Computer Science 2024-12-18 Yu-Hsueh Fang , He-Zhe Lin , Jie-Jyun Liu , Chih-Jen Lin

Optimizing the expected values of probabilistic processes is a central problem in computer science and its applications, arising in fields ranging from artificial intelligence to operations research to statistical computing. Unfortunately,…

Programming Languages · Computer Science 2022-12-14 Alexander K. Lew , Mathieu Huot , Sam Staton , Vikash K. Mansinghka

Reversible computing is motivated by both pragmatic and foundational considerations arising from a variety of disciplines. We take a particular path through the development of reversible computation, emphasizing compositional reversible…

Logic in Computer Science · Computer Science 2024-06-03 Jacques Carette , Chris Heunen , Robin Kaarsgaard , Amr Sabry

Probabilistic inference procedures are usually coded painstakingly from scratch, for each target model and each inference algorithm. We reduce this effort by generating inference procedures from models automatically. We make this code…

Machine Learning · Statistics 2017-07-13 Robert Zinkov , Chung-chieh Shan

We consider smooth stochastic convex optimization problems in the context of algorithms which are based on directional derivatives of the objective function. This context can be considered as an intermediate one between derivative-free…

Optimization and Control · Mathematics 2020-09-22 Pavel Dvurechensky , Eduard Gorbunov , Alexander Gasnikov

In applied mathematics, especially in optimization, functions are often only provided as so called "Black-Boxes" provided by software packages, or very complex algorithms, which make automatic differentation very complicated or even…

Numerical Analysis · Mathematics 2021-02-05 Stefan H. Reiterer

Reactive synthesis is the task of automatically deriving a correct implementation from a specification. It is a promising technique for the development of verified programs and hardware. Despite recent advances in terms of algorithms and…

Logic in Computer Science · Computer Science 2021-12-17 Bernd Finkbeiner , Gideon Geier , Noemi Passing

A characteristic feature of differential-algebraic equations is that one needs to find derivatives of some of their equations with respect to time, as part of so called index reduction or regularisation, to prepare them for numerical…

Numerical Analysis · Mathematics 2017-03-28 John D. Pryce , Nedialko S. Nedialkov , Guangning Tan , Xiao Li

Recursive calls over recursive data are useful for generating probability distributions, and probabilistic programming allows computations over these distributions to be expressed in a modular and intuitive way. Exact inference is also…

Programming Languages · Computer Science 2023-03-28 David Chiang , Colin McDonald , Chung-chieh Shan

This paper presents an algebraic approach to characterizing higher-order differential operators. While the foundational Leibniz rule addresses first-order derivatives, its extension to higher orders typically involves identities relating…

Classical Analysis and ODEs · Mathematics 2025-04-15 Włodzimierz Fechner , Eszter Gselmann

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

Shape optimization approaches to inverse design offer low-dimensional, physically-guided parameterizations of structures by representing them as combinations of shape primitives. However, on discretized rectilinear simulation grids,…

Computational Engineering, Finance, and Science · Computer Science 2023-11-13 Sean Hooten , Peng Sun , Liron Gantz , Marco Fiorentino , Raymond G. Beausoleil , Thomas Van Vaerenbergh

Separation Logic with inductive definitions is a well-known approach for deductive verification of programs that manipulate dynamic data structures. Deciding verification conditions in this context is usually based on user-provided lemmas…

Logic in Computer Science · Computer Science 2015-07-21 Constantin Enea , Mihaela Sighireanu , Zhilin Wu

We obtain approximation formulas for fractional integrals and derivatives of Riemann-Liouville and Marchaud types with a variable fractional order. The approximations involve integer-order derivatives only. An estimation for the error is…

Classical Analysis and ODEs · Mathematics 2013-10-29 Ricardo Almeida , Delfim F. M. Torres

The scientific computation methods development in conjunction with artificial intelligence technologies remains a hot research topic. Finding a balance between lightweight and accurate computations is a solid foundation for this direction.…

Machine Learning · Computer Science 2025-07-03 Nikita Sakovich , Dmitry Aksenov , Ekaterina Pleshakova , Sergey Gataullin

Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…

Computational Physics · Physics 2019-10-23 François Fraysse , Richard Saurel

The concept of dynamical movement primitives (DMPs) has become popular for modeling of motion, commonly applied to robots. This paper presents a framework that allows a robot operator to adjust DMPs in an intuitive way. Given a generated…

Robotics · Computer Science 2019-05-28 Martin Karlsson , Anders Robertsson , Rolf Johansson

Modular automated driving systems commonly handle prediction and planning as sequential, separate tasks, thereby prohibiting cooperative maneuvers. To enable cooperative planning, this work introduces a prediction model that models the…

Robotics · Computer Science 2025-02-06 Fabian Konstantinidis , Moritz Sackmann , Ulrich Hofmann , Christoph Stiller

Differential privacy is a formal, mathematical definition of data privacy that has gained traction in academia, industry, and government. The task of correctly constructing differentially private algorithms is non-trivial, and mistakes have…

Cryptography and Security · Computer Science 2021-01-05 Subhajit Roy , Justin Hsu , Aws Albarghouthi