Related papers: Automatic Differentiation Tools in Optimization So…

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available…

Automated benchmarking environments aim to support researchers in understanding how different algorithms perform on different types of optimization problems. Such comparisons provide insights into the strengths and weaknesses of different…

In this paper we describe HeSP, a complete simulation framework to study a general task scheduling-partitioning problem on heterogeneous architectures, which treats recursive task partitioning and scheduling decisions on equal footing.…

Decentralized optimization is critical for solving large-scale machine learning problems over distributed networks, where multiple nodes collaborate through local communication. In practice, the variances of stochastic gradient estimators…

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…

As the use of machine learning (ML) permeates into diverse application domains, there is an urgent need to support a declarative framework for ML. Ideally, a user will specify an ML task in a high-level and easy-to-use language and the…

For a large class of variational quantum circuits, we show how arbitrary-order derivatives can be analytically evaluated in terms of simple parameter-shift rules, i.e., by running the same circuit with different shifts of the parameters. As…

Several algorithms in computer algebra involve the computation of a power series solution of a given ordinary differential equation. Over finite fields, the problem is often lifted in an approximate $p$-adic setting to be well-posed. This…

Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO,…

The paper is devoted to deriving novel second-order necessary and sufficient optimality conditions for local minimizers in rather general classes of nonsmooth unconstrained and constrained optimization problems in finite-dimensional spaces.…

Quantum computers are increasingly powerful. Software tools for the development of quantum-enhanced algorithms are maturing. However, the software stack still lacks the connection to applications that would enable hybrid algorithms…

Standard first-order stochastic optimization algorithms base their updates solely on the average mini-batch gradient, and it has been shown that tracking additional quantities such as the curvature can help de-sensitize common…

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

Non-commutative polynomial optimization is a powerful technique with numerous applications in quantum nonlocality, quantum key distribution, causal inference, many-body physics, amongst others. The standard approach is to reduce such…

Differentiable simulation is a promising toolkit for fast gradient-based policy optimization and system identification. However, existing approaches to differentiable simulation have largely tackled scenarios where obtaining smooth…

A first differentiable analysis pipeline is presented for an example high-energy physics (HEP) use case with publicly available collision data from the Compact Muon Solenoid detector at the Large Hadron Collider. The pipeline combines tools…

The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amplitude of the Gaussian weight function employed to describe…

We proposed a framework for solving inverse problems in differential equations based on neural networks and automatic differentiation. Neural networks are used to approximate hidden fields. We analyze the source of errors in the framework…

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…