Related papers: An AD based library for Efficient Hessian and Hess…
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…
This article provides an overview of some of the mathematical principles of Automatic Differentiation (AD). In particular, we summarise different descriptions of the Forward Mode of AD, like the matrix-vector product based approach, the…
Automatic Differentiation (AD) is a powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…
As we reach the limit of Moore's Law, researchers are exploring different paradigms to achieve unprecedented performance. Approximate Computing (AC), which relies on the ability of applications to tolerate some error in the results to…
We show how forward-mode automatic differentiation (AD) can be employed within larger reverse-mode computations to dynamically differentiate broadcast operations in a GPU-friendly manner. Our technique fully exploits the broadcast…
The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD…
Fast prototyping of new SE(3) estimation objectives remains awkward in practice. Modern Lie-group frameworks -- GTSAM, manif, Sophus, SymForce, Ceres -- target first-order workloads through different code-generation and…
This article explores how to effectively incorporate curvature information generated using SIMD-parallel forward-mode Algorithmic Differentiation (AD) into unconstrained Quasi-Newton (QN) minimization of a smooth objective function, $f$.…
Derivatives of differential equation solutions are commonly for parameter estimation, fitting neural differential equations, and as model diagnostics. However, with a litany of choices and a Cartesian product of potential methods, it can be…
We present an object-oriented programming (OOP) CUDA-based package for fast and accurate simulation of second-harmonic generation (SHG) efficiency using focused Gaussian beams. The model includes linear as well as two-photon absorption that…
Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available…
The Mat\'ern covariance function is ubiquitous in the application of Gaussian processes to spatial statistics and beyond. Perhaps the most important reason for this is that the smoothness parameter $\nu$ gives complete control over the…
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…
Automatic differentiation (AD) is a set of techniques that systematically applies the chain rule to compute the gradients of functions without requiring human intervention. Although the fundamentals of this technology were established…
Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not…
In order to run Computational Fluid Dynamics (CFD) codes on large scale infrastructures, parallel computing has to be used because of the computational intensive nature of the problems. In this paper we investigate the ADAPT platform where…
From implicit differentiation to probabilistic modeling, Jacobian and Hessian matrices have many potential use cases in Machine Learning (ML), but they are viewed as computationally prohibitive. Fortunately, these matrices often exhibit…
Machine learning and neural network models in particular have been improving the state of the art performance on many artificial intelligence related tasks. Neural network models are typically implemented using frameworks that perform…
We demonstrate that automatic differentiation (AD), which has become commonly available in machine learning frameworks, is an efficient way to explore ideas that lead to algorithmic improvement in multi-scale affine image registration and…
Rapid advances in deep learning have brought not only myriad powerful neural networks, but also breakthroughs that benefit established scientific research. In particular, automatic differentiation (AD) tools and computational accelerators…