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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

Nonlinear (deterministic and stochastic) optimal control problems are often solved on embedded devices using first-order numerical optimisation methods. The gradient computation accounts for a significant part of the computation cost per…

Optimization and Control · Mathematics 2023-06-21 Jie Lin , Ruairi Moran , Pantelis Sopasakis

We present ErasureHead, a new approach for distributed gradient descent (GD) that mitigates system delays by employing approximate gradient coding. Gradient coded distributed GD uses redundancy to exactly recover the gradient at each…

Machine Learning · Computer Science 2019-01-29 Hongyi Wang , Zachary Charles , Dimitris Papailiopoulos

Per-example gradient clipping is a key algorithmic step that enables practical differential private (DP) training for deep learning models. The choice of clipping threshold R, however, is vital for achieving high accuracy under DP. We…

Machine Learning · Computer Science 2023-10-05 Zhiqi Bu , Yu-Xiang Wang , Sheng Zha , George Karypis

Automatic differentiation represents a paradigm shift in scientific programming, where evaluating both functions and their derivatives is required for most applications. By removing the need to explicitly derive expressions for gradients,…

Chemical Physics · Physics 2022-06-29 Muhammad F. Kasim , Susi Lehtola , Sam M. Vinko

Due to the massive size of the neural network models and training datasets used in machine learning today, it is imperative to distribute stochastic gradient descent (SGD) by splitting up tasks such as gradient evaluation across multiple…

Machine Learning · Computer Science 2020-03-13 Xiaoxi Zhang , Jianyu Wang , Gauri Joshi , Carlee Joe-Wong

Change-point detection (CPD) is crucial for identifying abrupt shifts in data, which influence decision-making and efficient resource allocation across various domains. To address the challenges posed by the costly and time-intensive data…

Machine Learning · Computer Science 2023-12-07 Hao Zhao , Rong Pan

Quantum optimal control problems are typically solved by gradient-based algorithms such as GRAPE, which suffer from exponential growth in storage with increasing number of qubits and linear growth in memory requirements with increasing…

Quantum Physics · Physics 2022-10-18 Xian Wang , Paul Kairys , Sri Hari Krishna Narayanan , Jan Hückelheim , Paul Hovland

Classical reverse-mode automatic differentiation (AD) imposes only a small constant-factor overhead in operation count over the original computation, but has storage requirements that grow, in the worst case, in proportion to the time…

Programming Languages · Computer Science 2018-07-18 Jeffrey Mark Siskind , Barak A. Pearlmutter

Scientific computing in the exascale era demands increased computational power to solve complex problems across various domains. With the rise of heterogeneous computing architectures the need for vendor-agnostic, performance portability…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-05 Johansell Villalobos , Josef Ruzicka , Silvio Rizzi

Gradient coding is a technique for straggler mitigation in distributed learning. In this paper we design novel gradient codes using tools from classical coding theory, namely, cyclic MDS codes, which compare favorably with existing…

Information Theory · Computer Science 2019-07-09 Netanel Raviv , Itzhak Tamo , Rashish Tandon , Alexandros G. Dimakis

We show that Automatic Differentiation (AD) operators can be provided in a dynamic language without sacrificing numeric performance. To achieve this, general forward and reverse AD functions are added to a simple high-level dynamic…

Programming Languages · Computer Science 2016-11-11 Jeffrey Mark Siskind , Barak A. Pearlmutter

Coded distributed computation has become common practice for performing gradient descent on large datasets to mitigate stragglers and other faults. This paper proposes a novel algorithm that encodes the partial derivatives themselves and…

Machine Learning · Computer Science 2022-06-22 Pedro Soto , Ilia Ilmer , Haibin Guan , Jun Li

We introduce Combinatory Homomorphic Automatic Differentiation (CHAD), a principled, pure, provably correct define-then-run method for performing forward- and reverse-mode automatic differentiation (AD) on programming languages with…

Programming Languages · Computer Science 2026-05-05 Matthijs Vákár , Tom Smeding

If the result of an expensive computation is invalidated by a small change to the input, the old result should be updated incrementally instead of reexecuting the whole computation. We incrementalize programs through their derivative. A…

Programming Languages · Computer Science 2013-12-04 Yufei Cai , Paolo G. Giarrusso , Tillmann Rendel , Klaus Ostermann

A key problem in multi-task learning (MTL) research is how to select high-quality auxiliary tasks automatically. This paper presents GradTS, an automatic auxiliary task selection method based on gradient calculation in Transformer-based…

Machine Learning · Computer Science 2021-09-14 Weicheng Ma , Renze Lou , Kai Zhang , Lili Wang , Soroush Vosoughi

In this era of diverse and heterogeneous computer architectures, the programmability issues, such as productivity and portable efficiency, are crucial to software development and algorithm design. One way to approach the problem is to step…

Mathematical Software · Computer Science 2012-07-10 Mauro Bianco , Ugo Varetto

Coded computation techniques provide robustness against straggling servers in distributed computing, with the following limitations: First, they increase decoding complexity. Second, they ignore computations carried out by straggling…

Machine Learning · Computer Science 2018-11-29 Emre Ozfatura , Sennur Ulukus , Deniz Gunduz

Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic…

Machine Learning · Computer Science 2021-01-01 Tianyi Chen , Ziye Guo , Yuejiao Sun , Wotao Yin

Automatic differentiation (AD) has been a topic of interest for researchers in many disciplines, with increased popularity since its application to machine learning and neural networks. Although many researchers appreciate and know how to…

Programming Languages · Computer Science 2023-08-10 Birthe van den Berg , Tom Schrijvers , James McKinna , Alexander Vandenbroucke