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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

Dual numbers are a well-established tool for computing derivatives and constitute the basis of forward-mode automatic differentiation. While the theoretical framework for computing derivatives of arbitrary order is well understood,…

Numerical Analysis · Mathematics 2026-02-06 F. Peñuñuri , K. B. Cantún-Avila , R. Peón-Escalante

RooFit is a toolkit for statistical modeling and fitting used by most experiments in particle physics. Just as data sets from next-generation experiments grow, processing requirements for physics analysis become more computationally…

Mathematical Software · Computer Science 2023-04-07 Garima Singh , Jonas Rembser , Lorenzo Moneta , David Lange , Vassil Vassilev

The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD…

Machine Learning · Computer Science 2021-03-16 Deniz Oktay , Nick McGreivy , Joshua Aduol , Alex Beatson , Ryan P. Adams

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

Where dual-numbers forward-mode automatic differentiation (AD) pairs each scalar value with its tangent value, dual-numbers reverse-mode AD attempts to achieve reverse AD using a similarly simple idea: by pairing each scalar value with a…

Programming Languages · Computer Science 2025-03-04 Tom Smeding , Matthijs Vákár

Differentiable programming allows for derivatives of functions implemented via computer code to be calculated automatically. These derivatives are calculated using automatic differentiation (AD). This thesis explores two applications of…

Plasma Physics · Physics 2024-10-16 Nick McGreivy

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

When an evolving program is modified to address issues related to thread synchronization, there is a need to confirm the change is correct, i.e., it does not introduce unexpected behavior. However, manually comparing two programs to…

Software Engineering · Computer Science 2018-07-17 Chungha Sung , Shuvendu Lahiri , Constantin Enea , Chao Wang

Template metaprogramming is a popular technique for implementing compile time mechanisms for numerical computing. We demonstrate how expression templates can be used for compile time symbolic differentiation of algebraic expressions in C++…

Symbolic Computation · Computer Science 2017-05-05 Drosos Kourounis , Leonidas Gergidis , Michael Saunders , Andrea Walther , Olaf Schenk

Activity diagrams (ADs) have recently become widely used in the modeling of workflows, business processes, and web-services, where they serve various purposes, from documentation, requirement definitions, and test case specifications, to…

Software Engineering · Computer Science 2014-09-09 Shahar Maoz , Jan Oliver Ringert , Bernhard Rumpe

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant…

Methodology · Statistics 2024-07-04 Kevin Tan , Giles Hooker , Edward L. Ionides

We apply program verification technology to the problem of specifying and verifying automatic differentiation (AD) algorithms. We focus on define-by-run, a style of AD where the program that must be differentiated is executed and monitored…

Logic in Computer Science · Computer Science 2024-02-14 Paulo Emílio de Vilhena , François Pottier

Differentiable programming is a fresh programming paradigm which composes parameterized algorithmic components and trains them using automatic differentiation (AD). The concept emerges from deep learning but is not only limited to training…

Strongly Correlated Electrons · Physics 2019-09-11 Hai-Jun Liao , Jin-Guo Liu , Lei Wang , Tao Xiang

Automated code generation allows for a separation between the development of a model, expressed via a domain specific language, and lower level implementation details. Algorithmic differentiation can be applied symbolically at the level of…

Programming Languages · Computer Science 2024-09-27 James R. Maddison

We present semantic correctness proofs of forward-mode Automatic Differentiation (AD) for languages with sources of partiality such as partial operations, lazy conditionals on real parameters, iteration, and term and type recursion. We…

Programming Languages · Computer Science 2024-05-28 Matthijs Vákár

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

Existing anomaly detection (AD) methods for tabular data usually rely on some assumptions about anomaly patterns, leading to inconsistent performance in real-world scenarios. While Large Language Models (LLMs) show remarkable reasoning…

Machine Learning · Computer Science 2026-03-31 Hangting Ye , Jinmeng Li , He Zhao , Mingchen Zhuge , Dandan Guo , Yi Chang , Hongyuan Zha

Differentiable programming, enabled by automatic differentiation (AD), provides a robust framework for gradient-based optimization in computational plasma physics. While optimization is often only used towards design, we demonstrate that it…

Plasma Physics · Physics 2026-03-13 A. S. Joglekar , A. G. R. Thomas , A. L. Milder , K. G. Miller , J. P. Palastro , D. H. Froula

We have applied an operator-overloading forward-mode algorithmic differentiation tool to the Monte-Carlo particle simulation toolkit Geant4. Our differentiated version of Geant4 allows computing mean pathwise derivatives of user-defined…