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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…

Numerical Analysis · Mathematics 2016-07-07 Philipp H. W. Hoffmann

Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous-time analog to discrete neural networks. Despite their promise, deploying…

Numerical Analysis · Mathematics 2025-06-18 Matteo Caldana , Jan S. Hesthaven

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

We introduce Deep Adaptive Design (DAD), a method for amortizing the cost of adaptive Bayesian experimental design that allows experiments to be run in real-time. Traditional sequential Bayesian optimal experimental design approaches…

Machine Learning · Statistics 2021-06-14 Adam Foster , Desi R. Ivanova , Ilyas Malik , Tom Rainforth

Active learning (AL) is a prominent technique for reducing the annotation effort required for training machine learning models. Deep learning offers a solution for several essential obstacles to deploying AL in practice but introduces many…

Computation and Language · Computer Science 2022-05-10 Akim Tsvigun , Artem Shelmanov , Gleb Kuzmin , Leonid Sanochkin , Daniil Larionov , Gleb Gusev , Manvel Avetisian , Leonid Zhukov

Optimal transmission switching (OTS) improves optimal power flow (OPF) by selectively opening transmission lines, but its mixed-integer formulation increases computational complexity, especially on large grids. To deal with this, we propose…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Minsoo Kim , Jip Kim

Building on the observation that reverse-mode automatic differentiation (AD) -- a generalisation of backpropagation -- can naturally be expressed as pullbacks of differential 1-forms, we design a simple higher-order programming language…

Programming Languages · Computer Science 2020-02-20 Carol Mak , Luke Ong

Automatic differentiation is a tool for numerically calculating derivatives of a given function up to machine precision. This tool is useful for quantum chemistry methods, which require the calculation of gradients either for the…

Chemical Physics · Physics 2020-11-25 Fabijan Pavošević , Sharon Hammes-Schiffer

Deep neural networks (DNN) have been used successfully in many scientific problems for their high prediction accuracy, but their application to genetic studies remains challenging due to their poor interpretability. In this paper, we…

Machine Learning · Computer Science 2021-10-01 Peyman H. Kassani , Fred Lu , Yann Le Guen , Zihuai He

Domain shift remains a key challenge in deploying machine learning models to the real world. Unsupervised domain adaptation (UDA) aims to address this by minimising domain discrepancy during training, but the discrepancy estimates suffer…

Machine Learning · Computer Science 2026-05-07 Andrea Napoli , Paul White

The laws of physics have been written in the language of dif-ferential equations for centuries. Neural Ordinary Differen-tial Equations (NODEs) are a new machine learning architecture which allows these differential equations to be learned…

Machine Learning · Computer Science 2021-09-20 Max Zhu , Pietro Lio , Jacob Moss

We present a new version of TaylUR, a Fortran 95 module to automatically compute the numerical values of a complex-valued function's derivatives with respect to several variables up to an arbitrary order in each variable, but excluding…

Computational Physics · Physics 2007-05-23 Georg M. von Hippel

For reliable deployment of deep-learning systems, out-of-distribution (OOD) detection is indispensable. In the real world, where test-time inputs often arrive as streaming mixtures of in-distribution (ID) and OOD samples under evolving…

Computer Vision and Pattern Recognition · Computer Science 2026-03-18 Wooseok Lee , Jin Mo Yang , Saewoong Bahk , Hyung-Sin Kim

Derivatives are an important tool for single-objective optimization. In fact, it is commonly accepted that derivative-based methods present a better performance than derivative-free optimization approaches. In this work, we will show that…

Optimization and Control · Mathematics 2021-02-16 R. Andreani , A. L. Custódio , M. Raydan

Optimization-based robot control strategies often rely on first-order dynamics approximation methods, as in iLQR. Using second-order approximations of the dynamics is expensive due to the costly second-order partial derivatives of the…

Robotics · Computer Science 2022-08-16 Shubham Singh , Ryan P. Russell , Patrick M. Wensing

We consider model-based derivative-free optimization (DFO) for large-scale problems, based on iterative minimization in random subspaces. We provide the first worst-case complexity bound for such methods for convergence to approximate…

Optimization and Control · Mathematics 2024-12-20 Coralia Cartis , Lindon Roberts

There exist many applications where it is necessary to approximate numerically derivatives of a function which is given by a computer procedure. In particular, all the fields of optimization have a special interest in such a kind of…

Numerical Analysis · Mathematics 2012-03-15 Yaroslav D. Sergeyev

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

Artificial neural networks, widely recognised for their role in machine learning, are now transforming the study of ordinary differential equations (ODEs), bridging data-driven modelling with classical dynamical systems and enabling the…

Optimization and Control · Mathematics 2025-04-15 Dario Izzo , Sebastien Origer , Giacomo Acciarini , Francesco Biscani

Named Data Networking (NDN) offers promising advantages in deploying next-generation service applications over distributed computing networks. We consider the problem of dynamic orchestration over a NDN-based computing network, in which…

Networking and Internet Architecture · Computer Science 2022-08-09 Hao Feng , Yi Zhang , Srikathyayani Srikanteswara , Marcin Spoczynski , Gabriel Arrobo , Jing Zhu , Nageen Himayat