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Automatic differentiation (AD) is a range of algorithms to compute the numeric value of a function's (partial) derivative, where the function is typically given as a computer program or abstract syntax tree. AD has become immensely popular…

Programming Languages · Computer Science 2023-05-16 Tom Schrijvers , Birthe van den Berg , Fabrizio Riguzzi

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

Reverse-mode automatic differentiation (AD) suffers from the issue of having too much space overhead to trace back intermediate computational states for back-propagation. The traditional method to trace back states is called checkpointing…

Programming Languages · Computer Science 2021-02-02 Jin-Guo Liu , Taine Zhao

Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…

Computational Physics · Physics 2019-10-23 François Fraysse , Richard Saurel

Automatic differentiation (AD), a technique for constructing new programs which compute the derivative of an original program, has become ubiquitous throughout scientific computing and deep learning due to the improved performance afforded…

Machine Learning · Computer Science 2023-01-10 Gaurav Arya , Moritz Schauer , Frank Schäfer , Chris Rackauckas

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

Adjoint algorithmic differentiation by operator and function overloading is based on the interpretation of directed acyclic graphs resulting from evaluations of numerical simulation programs. The size of the computer system memory required…

Mathematical Software · Computer Science 2022-07-15 Uwe Naumann

DiffSharp is an algorithmic differentiation or automatic differentiation (AD) library for the .NET ecosystem, which is targeted by the C# and F# languages, among others. The library has been designed with machine learning applications in…

Mathematical Software · Computer Science 2016-11-11 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

We present semantic correctness proofs of automatic differentiation (AD). We consider a forward-mode AD method on a higher-order language with algebraic data types and we characterise it as the unique structure-preserving macro given a…

Programming Languages · Computer Science 2026-05-07 Mathieu Huot , Sam Staton , Matthijs Vákár

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

Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply…

Machine Learning · Computer Science 2021-03-24 Philipp Andelfinger

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

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

We review the current state of automatic differentiation (AD) for array programming in machine learning (ML), including the different approaches such as operator overloading (OO) and source transformation (ST) used for AD, graph-based…

Machine Learning · Computer Science 2019-01-04 Bart van Merriënboer , Olivier Breuleux , Arnaud Bergeron , Pascal Lamblin

Gradient based optimization methods are the established state-of-the-art paradigm to study strongly entangled quantum systems in two dimensions with Projected Entangled Pair States. However, the key ingredient, the gradient itself, has…

Quantum Physics · Physics 2025-04-15 Anna Francuz , Norbert Schuch , Bram Vanhecke

We present a technique for applying (forward and) reverse-mode automatic differentiation (AD) on a non-recursive second-order functional array language that supports nested parallelism and is primarily aimed at efficient GPU execution. The…

Programming Languages · Computer Science 2022-02-22 Robert Schenck , Ola Rønning , Troels Henriksen , Cosmin E. Oancea

Algorithmic differentiation (AD) tools allow to obtain gradient information of a continuously differentiable objective function in a computationally cheap way using the so-called backward mode. It is common practice to use the same tools…

Optimization and Control · Mathematics 2024-12-02 Lukas Baumgärtner , Franz Bethke

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

Automatic differentiation (AD) aims to compute derivatives of user-defined functions, but in Turing-complete languages, this simple specification does not fully capture AD's behavior: AD sometimes disagrees with the true derivative of a…

Programming Languages · Computer Science 2021-12-07 Alexander K. Lew , Mathieu Huot , Vikash K. Mansinghka

There are several AD tools available, which all implement different strategies for the reverse mode of AD. The major strategies are primal value taping (implemented e.g. by ADOL-c) and Jacobi taping (implemented e.g. by adept and dco/c++).…

Mathematical Software · Computer Science 2017-09-22 Max Sagebaum , Tim Albring , Nicolas R. Gauger