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Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

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

In this paper we take a look at Automatic Differentiation through the eyes of Tensor and Operational Calculus. This work is best consumed as supplementary material for learning tensor and operational calculus by those already familiar with…

Symbolic Computation · Computer Science 2018-09-03 Žiga Sajovic

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…

Mathematical Software · Computer Science 2022-12-29 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

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

We present ADerrors.jl, a software for linear error propagation and analysis of Monte Carlo data. Although the focus is in data analysis in Lattice QCD, where estimates of the observables have to be computed from Monte Carlo samples, the…

High Energy Physics - Lattice · Physics 2020-12-22 Alberto Ramos

The paper describes the need for and goals of tool-integration within software development processes. In particular we focus on agile software development but are not limited to. The integration of tools and data between the different…

Software Engineering · Computer Science 2013-11-25 Max Wielsch , Raik Bieniek , Bernd Grams , Jörg Lässig

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 2020-04-02 Mathieu Huot , Sam Staton , Matthijs Vákár

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

Algebraic differentiators have attracted much interest in recent years. Their simple implementation as classical finite impulse response digital filters and systematic tuning guidelines may help to solve challenging problems, including, but…

Systems and Control · Electrical Eng. & Systems 2023-08-10 Amine Othmane , Joachim Rudolph

Automatic differentiation plays a prominent role in scientific computing and in modern machine learning, often in the context of powerful programming systems. The relation of the various embodiments of automatic differentiation to the…

Programming Languages · Computer Science 2020-02-04 Martin Abadi , Gordon D. Plotkin

A critical step in topology optimization (TO) is finding sensitivities. Manual derivation and implementation of the sensitivities can be quite laborious and error-prone, especially for non-trivial objectives, constraints and material…

Mathematical Software · Computer Science 2022-01-31 Aaditya Chandrasekhar , Saketh Sridhara , Krishnan Suresh

The mass production of complex software has made it impossible to manually test it for security vulnerabilities. Automated security testing tools come in a variety of flavors, function at various stages of software development, and target…

Software Engineering · Computer Science 2023-01-18 Yan Wu , Jingyi Su , David D. Moran , Chris D. Near

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

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

Automatic Differentiation (AD) is a powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…

Chemical Physics · Physics 2020-06-23 Teresa Tamayo-Mendoza , Christoph Kreisbeck , Roland Lindh , Alán Aspuru-Guzik

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

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

Software automation has long been a central goal of software engineering, striving for software development that proceeds without human intervention. Recent efforts have leveraged Artificial Intelligence (AI) to advance software automation…

Software Engineering · Computer Science 2025-10-02 Liyi Cai , Yijie Ren , Yitong Zhang , Jia Li