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Related papers: A Common Interface for Automatic Differentiation

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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…

Machine Learning · Computer Science 2025-09-03 Afif Boudaoud , Alexandru Calotoiu , Marcin Copik , Torsten Hoefler

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

Complex computational problems in science often consist of smaller parts that can have largely distinct compute requirements from one another. For optimal efficiency, analyzing each subtask and scheduling it on the best-suited hardware…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-26 Anton Reinhard , Simeon Ehrig , René Widera , Michael Bussmann , Uwe Hernandez Acosta

Differentiating through constrained optimization problems is increasingly central to learning, control, and large-scale decision-making systems, yet practical integration remains challenging due to solver specialization and interface…

This work is devoted to the study of the capabilities of the Modelica and Julia programming languages for the implementation of a continuously discrete paradigm in modeling hybrid systems that contain both continuous and discrete aspects of…

Networking and Internet Architecture · Computer Science 2020-07-21 Anna Maria Yu. Apreutesey , Anna V. Korolkova , Dmitry S. Kulyabov

In this paper we introduce DiffSharp, an automatic differentiation (AD) library designed with machine learning in mind. AD is a family of techniques that evaluate derivatives at machine precision with only a small constant factor of…

Mathematical Software · Computer Science 2015-11-30 Atilim Gunes Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

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

Dynamic languages have become popular for scientific computing. They are generally considered highly productive, but lacking in performance. This paper presents Julia, a new dynamic language for technical computing, designed for performance…

Programming Languages · Computer Science 2012-09-25 Jeff Bezanson , Stefan Karpinski , Viral B. Shah , Alan Edelman

We present BSeries.jl, a Julia package for the computation and manipulation of B-series, which are a versatile theoretical tool for understanding and designing discretizations of differential equations. We give a short introduction to the…

Numerical Analysis · Mathematics 2022-12-06 David I. Ketcheson , Hendrik Ranocha

We present FractionalDiffEq.jl, a comprehensive solver suite for solving fractional differential equations, featuring high-performance numerical algorithms in the Julia programming language. FractionalDiffEq.jl is designed to be…

Numerical Analysis · Mathematics 2025-06-10 Qingyu Qu , Wei Ruan

In this paper, we propose FairML.jl, a Julia package providing a framework for fair classification in machine learning. In this framework, the fair learning process is divided into three stages. Each stage aims to reduce unfairness, such as…

Machine Learning · Computer Science 2024-12-10 Jan Pablo Burgard , João Vitor Pamplona

OutlierDetection.jl is an open-source ecosystem for outlier detection in Julia. It provides a range of high-performance outlier detection algorithms implemented directly in Julia. In contrast to previous packages, our ecosystem enables the…

Machine Learning · Computer Science 2022-11-10 David Muhr , Michael Affenzeller , Anthony D. Blaom

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

The Julia programming language was designed to fill the needs of scientific computing by combining the benefits of productivity and performance languages. Julia allows users to write untyped scripts easily without needing to worry about…

Programming Languages · Computer Science 2023-10-27 Benjamin Chung

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

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

Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

Computational Finance · Quantitative Finance 2017-06-08 Sébastien Geeraert , Charles-Albert Lehalle , Barak Pearlmutter , Olivier Pironneau , Adil Reghai

We present Gridap, a new scientific software library for the numerical approximation of partial differential equations (PDEs) using grid-based approximations. Gridap is an open-source software project exclusively written in the Julia…

Mathematical Software · Computer Science 2020-04-23 Francesc Verdugo , Santiago Badia