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Algorithmic differentiation (AD) is a set of techniques that provide partial derivatives of computer-implemented functions. Such a function can be supplied to state-of-the-art AD tools via its source code, or via an intermediate…

Mathematical Software · Computer Science 2023-07-10 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

Weil algebra morphism induce natural transformations between Weil bundles. In some well known cases, a natural transformation is endowed with a canonical structure of affine bundle. We show that this structure arises only when the Weil…

Differential Geometry · Mathematics 2009-01-29 David Blázquez-Sanz

We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable…

Machine Learning · Statistics 2018-06-11 Daniel Sheldon , Kevin Winner , Debora Sujono

Given a double vector bundle $D\to M$, we define a bigraded `Weil algebra' $\mathcal{W}(D)$, which `realizes' the algebra of smooth functions on the supermanifold $D[1,1]$. We describe in detail the relations between the Weil algebras of…

Differential Geometry · Mathematics 2024-11-28 Eckhard Meinrenken , Jeffrey Pike

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…

Instrumentation and Methods for Astrophysics · Physics 2024-02-13 Yin Li , Chirag Modi , Drew Jamieson , Yucheng Zhang , Libin Lu , Yu Feng , François Lanusse , Leslie Greengard

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

I present a Variational Autoencoder (VAE) trained on collider physics data (specifically boosted $W$ jets), with reconstruction error given by an approximation to the Earth Movers Distance (EMD) between input and output jets. This VAE…

High Energy Physics - Phenomenology · Physics 2022-04-20 Jack H. Collins

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and…

Machine Learning · Computer Science 2014-04-30 Atilim Gunes Baydin , Barak A. Pearlmutter

We define a simplicial differential calculus by generalizing divided differences from the case of curves to the case of general maps, defined on general topological vector spaces, or even on modules over a topological ring K. This calculus…

Differential Geometry · Mathematics 2011-01-12 Wolfgang Bertram

We show how the basic Combinatory Homomorphic Automatic Differentiation (CHAD) algorithm can be optimised, using well-known methods, to yield a simple, composable, and generally applicable reverse-mode automatic differentiation (AD)…

Programming Languages · Computer Science 2023-11-15 Tom Smeding , Matthijs Vákár

We derive algorithms for higher order derivative computation of the rectangular $QR$ and eigenvalue decomposition of symmetric matrices with distinct eigenvalues in the forward and reverse mode of algorithmic differentiation (AD) using…

Data Structures and Algorithms · Computer Science 2010-02-19 S. F. Walter , L. Lehmann

This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…

Numerical Analysis · Mathematics 2023-06-14 R. Peón-Escalante , K. B. Cantún-Avila , O. Carvente , A. Espinosa-Romero , F. Peñuñuri

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

In this paper we study in detail algebraic properties of the algebra $\mathcal D(W)$ of differential operators associated to a matrix weight of Gegenbauer type. We prove that two second order operators generate the algebra, indeed $\mathcal…

Classical Analysis and ODEs · Mathematics 2016-09-01 Ignacio Zurrián

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

Shape optimization is of great significance in structural engineering, as an efficient geometry leads to better performance of structures. However, the application of gradient-based shape optimization for structural and architectural design…

Mathematical Software · Computer Science 2023-06-30 Gaoyuan Wu

Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is well understood for many smooth problems but the…

Optimization and Control · Mathematics 2022-06-02 Jérôme Bolte , Edouard Pauwels , Samuel Vaiter

Based on a class of associative algebras with zero-divisors which are called real-like algebras by us, we introduce a way of defining automatic differentiation and present different ways of doing automatic differentiation to compute the…

Numerical Analysis · Mathematics 2020-06-16 Keqin Liu

We define Weil spaces, Weil manifolds, Weil varieties and Weil Lie groups over an arbitrary commutative base ring K (in particular, over discrete rings such as the integers), and we develop the basic theory of such spaces, leading up the…

Group Theory · Mathematics 2014-02-12 Wolfgang Bertram

We give an explicit description and calculate the dimension of the vector space of linear natural liftings of $p$-forms on $n$-dimensional manifolds $M$ to $q$-forms on $T^{{\mathbb D}^r_k}M$, where ${\mathbb D}^r_k$ is the Weil algebra of…

Differential Geometry · Mathematics 2009-06-09 Jacek Debecki