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Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more…

Symbolic Computation · Computer Science 2018-07-18 Atilim Gunes Baydin , Barak A. Pearlmutter , Alexey Andreyevich Radul , Jeffrey Mark Siskind

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 · Computer Science 2025-06-12 Adrian Hill , Guillaume Dalle

Stochastic scientific models and machine learning optimization estimators have a large number of variables; hence computing large sparse Jacobians and Hessians is important. Algorithmic differentiation (AD) greatly reduces the programming…

Mathematical Software · Computer Science 2021-11-10 Bradley M. Bell , Kasper Kristensen

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

A large class of non-smooth practical optimization problems can be written as minimization of a sum of smooth and partly smooth functions. We examine such structured problems which also depend on a parameter vector and study the problem of…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

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…

Machine Learning · Computer Science 2021-03-16 Deniz Oktay , Nick McGreivy , Joshua Aduol , Alex Beatson , Ryan P. Adams

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…

Numerical Analysis · Mathematics 2023-05-15 Jan Hückelheim , Harshitha Menon , William Moses , Bruce Christianson , Paul Hovland , Laurent Hascoët

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

Automatic differentiation (AD), a technique for constructing new programs which compute the derivative of an original program, has become ubiquitous throughout scientific computing and deep learning due to the improved performance afforded…

Machine Learning · Computer Science 2023-01-10 Gaurav Arya , Moritz Schauer , Frank Schäfer , Chris Rackauckas

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

Anomaly detection (AD) in images, identifying significant deviations from normality, is a critical issue in computer vision. This paper introduces a novel approach to dimensionality reduction for AD using pre-trained convolutional neural…

Computer Vision and Pattern Recognition · Computer Science 2023-12-05 Tetiana Gula , João P C Bertoldo

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…

Machine Learning · Computer Science 2021-10-18 Davan Harrison

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…

Computation · Statistics 2022-05-11 Christopher J. Geoga , Oana Marin , Michel Schanen , Michael L. Stein

3-D image registration, which involves aligning two or more images, is a critical step in a variety of medical applications from diagnosis to therapy. Image registration is commonly performed by optimizing an image matching metric as a cost…

Computer Vision and Pattern Recognition · Computer Science 2016-12-01 Rui Liao , Shun Miao , Pierre de Tournemire , Sasa Grbic , Ali Kamen , Tommaso Mansi , Dorin Comaniciu

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

Anomaly detection (AD) in images is a fundamental computer vision problem by deep learning neural network to identify images deviating significantly from normality. The deep features extracted from pretrained models have been proved to be…

Computer Vision and Pattern Recognition · Computer Science 2023-12-05 Zeyu Jiang , João P. C. Bertoldo , Etienne Decencière

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…

Mathematical Software · Computer Science 2018-07-27 Filip Šrajer , Zuzana Kukelova , Andrew Fitzgibbon

Differentiable programming is revolutionizing computational science by enabling automatic differentiation (AD) of numerical simulations. While first-order gradients are well-established, second-order derivatives (Hessians) for implicit…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Tianju Xue

Anomaly Detection (AD) in images is a fundamental computer vision problem and refers to identifying images and image substructures that deviate significantly from the norm. Popular AD algorithms commonly try to learn a model of normality…

Computer Vision and Pattern Recognition · Computer Science 2020-10-26 Oliver Rippel , Patrick Mertens , Dorit Merhof
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