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We present ForwardDiff, a Julia package for forward-mode automatic differentiation (AD) featuring performance competitive with low-level languages like C++. Unlike recently developed AD tools in other popular high-level languages such as…

Mathematical Software · Computer Science 2016-07-28 Jarrett Revels , Miles Lubin , Theodore Papamarkou

Differentiable simulators are an emerging concept with applications in several fields, from reinforcement learning to optimal control. Their distinguishing feature is the ability to calculate analytic gradients with respect to the input…

Machine Learning · Computer Science 2021-11-10 Antonio Stanziola , Simon R. Arridge , Ben T. Cox , Bradley E. Treeby

Modelers use automatic differentiation (AD) of computation graphs to implement complex Deep Learning models without defining gradient computations. Stochastic AD extends AD to stochastic computation graphs with sampling steps, which arise…

Machine Learning · Statistics 2021-10-27 Emile van Krieken , Jakub M. Tomczak , Annette ten Teije

This work presents TorchRadon -- an open source CUDA library which contains a set of differentiable routines for solving computed tomography (CT) reconstruction problems. The library is designed to help researchers working on CT problems to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Matteo Ronchetti

Automatic generation of convex relaxations and subgradients is critical in global optimization, and is typically carried out using variants of automatic/algorithmic differentiation (AD). At previous AD conferences, variants of the forward…

Optimization and Control · Mathematics 2025-01-31 Yingkai Song , Kamil A. Khan

Policy gradient methods are notorious for having a large variance and high sample complexity. To mitigate this, we introduce SoftTreeMax -- a generalization of softmax that employs planning. In SoftTreeMax, we extend the traditional logits…

Machine Learning · Computer Science 2025-05-27 Gal Dalal , Assaf Hallak , Gugan Thoppe , Shie Mannor , Gal Chechik

Gradient preconditioning is a key technique to integrate the second-order information into gradients for improving and extending gradient-based learning algorithms. In deep learning, stochasticity, nonconvexity, and high dimensionality lead…

Machine Learning · Computer Science 2023-05-09 Kazuki Osawa , Satoki Ishikawa , Rio Yokota , Shigang Li , Torsten Hoefler

Programs involving discontinuities introduced by control flow constructs such as conditional branches pose challenges to mathematical optimization methods that assume a degree of smoothness in the objective function's response surface.…

Machine Learning · Computer Science 2024-01-05 Justin N. Kreikemeyer , Philipp Andelfinger

No single Automatic Differentiation (AD) system is the optimal choice for all problems. This means informed selection of an AD system and combinations can be a problem-specific variable that can greatly impact performance. In the Julia…

Mathematical Software · Computer Science 2022-02-08 Frank Schäfer , Mohamed Tarek , Lyndon White , Chris Rackauckas

For scientific machine learning tasks with a lot of custom code, picking the right Automatic Differentiation (AD) system matters. Our Julia package DifferentiationInterface$.$jl provides a common frontend to a dozen AD backends, unlocking…

Mathematical Software · Computer Science 2025-05-19 Guillaume Dalle , Adrian Hill

Contact forces introduce discontinuities into robot dynamics that severely limit the use of simulators for gradient-based optimization. Penalty-based simulators such as MuJoCo, soften contact resolution to enable gradient computation.…

Robotics · Computer Science 2026-03-24 Anselm Paulus , A. René Geist , Pierre Schumacher , Vít Musil , Simon Rappenecker , Georg Martius

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

Automatic differentiation frameworks are optimized for exactly one thing: computing the average mini-batch gradient. Yet, other quantities such as the variance of the mini-batch gradients or many approximations to the Hessian can, in…

Machine Learning · Computer Science 2020-02-18 Felix Dangel , Frederik Kunstner , Philipp Hennig

We present a feasibility-seeking approach to neural network training. This mathematical optimization framework is distinct from conventional gradient-based loss minimization and uses projection operators and iterative projection algorithms.…

Machine Learning · Computer Science 2026-05-18 Andreas Bergmeister , Manish Krishan Lal , Stefanie Jegelka , Suvrit Sra

In this paper, we introduce McTorch, a manifold optimization library for deep learning that extends PyTorch. It aims to lower the barrier for users wishing to use manifold constraints in deep learning applications, i.e., when the parameters…

Machine Learning · Statistics 2018-10-05 Mayank Meghwanshi , Pratik Jawanpuria , Anoop Kunchukuttan , Hiroyuki Kasai , Bamdev Mishra

We introduce Opacus, a free, open-source PyTorch library for training deep learning models with differential privacy (hosted at opacus.ai). Opacus is designed for simplicity, flexibility, and speed. It provides a simple and user-friendly…

CLAX is a JAX-based library that implements classic click models using modern gradient-based optimization. While neural click models have emerged over the past decade, complex click models based on probabilistic graphical models (PGMs) have…

Information Retrieval · Computer Science 2025-11-06 Philipp Hager , Onno Zoeter , Maarten de Rijke

Automatic differentiation (AD) is a set of techniques that systematically applies the chain rule to compute the gradients of functions without requiring human intervention. Although the fundamentals of this technology were established…

Machine Learning · Computer Science 2025-09-03 Afif Boudaoud , Alexandru Calotoiu , Marcin Copik , Torsten Hoefler

In a landscape of high-performance distributed ML systems, JAX has emerged as a framework of choice. However, JAX's modular design philosophy leaves it without a standardized checkpointing solution. In this paper, we introduce Orbax, a…

Solving massive-scale optimization problems requires scalable first-order methods with low per-iteration cost. This tutorial highlights a shift in optimization: using differentiable programming not only to execute algorithms but to learn…

Mathematical Software · Computer Science 2026-03-02 Liping Tao , Xindi Tong , Chee Wei Tan