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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

We present a system for the automatic differentiation of a higher-order functional array-processing language. The core functional language underlying this system simultaneously supports both source-to-source automatic differentiation and…

Mathematical Software · Computer Science 2018-06-07 Amir Shaikhha , Andrew Fitzgibbon , Dimitrios Vytiniotis , Simon Peyton Jones , Christoph Koch

In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how…

Mathematical Software · Computer Science 2021-02-03 Vassil Vassilev , Aleksandr Efremov , Oksana Shadura

Automatic differentiation is a set of techniques to efficiently and accurately compute the derivative of a function represented by a computer program. Existing C++ libraries for automatic differentiation (e.g. Adept, Stan Math Library),…

Mathematical Software · Computer Science 2021-02-09 James Yang

Future architectures designed to deliver exascale performance motivate the need for novel algorithmic changes in order to fully exploit their capabilities. In this paper, the performance of several numerical algorithms, characterised by…

Data Structures and Algorithms · Computer Science 2016-10-31 Satya P. Jammy , Christian T. Jacobs , Neil D. Sandham

Memory is a limiting resource for many deep learning tasks. Beside the neural network weights, one main memory consumer is the computation graph built up by automatic differentiation (AD) for backpropagation. We observe that PyTorch's…

Machine Learning · Computer Science 2024-08-22 Samarth Bhatia , Felix Dangel

Fast Fourier transform algorithms are an arsenal of effective tools for solving various problems of analysis and high-speed processing of signals of various natures. Almost all of these algorithms are designed to process sequences of…

Data Structures and Algorithms · Computer Science 2025-04-11 Aleksandr Cariow

While parallelism remains the main source of performance, architectural implementations and programming models change with each new hardware generation, often leading to costly application re-engineering. Most tools for performance…

Programming Languages · Computer Science 2022-07-04 William S. Moses , Ivan R. Ivanov , Jens Domke , Toshio Endo , Johannes Doerfert , Oleksandr Zinenko

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

Recent years have witnessed the booming of various differentiable optimization algorithms. These algorithms exhibit different execution patterns, and their execution needs massive computational resources that go beyond a single CPU and GPU.…

Mathematical Software · Computer Science 2022-11-15 Jie Ren , Xidong Feng , Bo Liu , Xuehai Pan , Yao Fu , Luo Mai , Yaodong Yang

Derivative computation is a key component of optimization, sensitivity analysis, uncertainty quantification, and nonlinear solvers. Automatic differentiation (AD) is a powerful technique for evaluating such derivatives, and in recent years,…

Mathematical Software · Computer Science 2025-07-18 Kim Liegeois , Brian Kelley , Eric Phipps , Sivasankaran Rajamanickam , Vassil Vassilev

Controller tuning is a vital step to ensure the controller delivers its designed performance. DiffTune has been proposed as an automatic tuning method that unrolls the dynamical system and controller into a computational graph and uses…

Robotics · Computer Science 2023-05-16 Sheng Cheng , Lin Song , Minkyung Kim , Shenlong Wang , Naira Hovakimyan

High level domain specific languages for the finite element method underpin high productivity programming environments for simulations based on partial differential equations (PDE) while employing automatic code generation to achieve high…

Mathematical Software · Computer Science 2021-11-02 Nacime Bouziani , David A. Ham

We propose a GPU accelerated proximal message passing algorithm for solving contingency-constrained DC optimal power flow problems (OPF). We consider a highly general formulation of OPF that uses a sparse device-node model and supports a…

Optimization and Control · Mathematics 2024-10-23 Anthony Degleris , Abbas El Gamal , Ram Rajagopal

This paper introduces open-source computational fluid dynamics software named open computational fluid dynamic code for scientific computation with graphics processing unit (GPU) system (OpenCFD-SCU), developed by the authors for direct…

Fluid Dynamics · Physics 2022-12-21 Guanlin Dang , Shiwei Liu , Tongbiao Guo , Junyi Duan , Xinliang Li

The need to efficiently calculate first- and higher-order derivatives of increasingly complex models expressed in Python has stressed or exceeded the capabilities of available tools. In this work, we explore techniques from the field of…

Machine Learning · Computer Science 2018-09-27 Bart van Merriënboer , Dan Moldovan , Alexander B Wiltschko

Recent work on Renyi Differential Privacy has shown the feasibility of applying differential privacy to deep learning tasks. Despite their promise, however, differentially private deep networks often lag far behind their non-private…

Machine Learning · Computer Science 2020-09-08 Jaewoo Lee , Daniel Kifer

This paper presents the design, implementation, and evaluation of the PyTorch distributed data parallel module. PyTorch is a widely-adopted scientific computing package used in deep learning research and applications. Recent advances in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-30 Shen Li , Yanli Zhao , Rohan Varma , Omkar Salpekar , Pieter Noordhuis , Teng Li , Adam Paszke , Jeff Smith , Brian Vaughan , Pritam Damania , Soumith Chintala

Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…

Numerical Analysis · Mathematics 2018-10-30 Jorge L. Suzuki , Mohsen Zayernouri

Machine learning has emerged as a powerful solution to the modern challenges in accelerator physics. However, the limited availability of beam time, the computational cost of simulations, and the high-dimensionality of optimisation problems…

Accelerator Physics · Physics 2024-05-30 Jan Kaiser , Chenran Xu , Annika Eichler , Andrea Santamaria Garcia