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相关论文: Automatic Differentiation Tools in Optimization So…

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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…

编程语言 · 计算机科学 2020-02-04 Martin Abadi , Gordon D. Plotkin

The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained convergence statements -- particularly not for…

最优化与控制 · 数学 2024-02-08 Nikita Doikov , Sebastian U. Stich , Martin Jaggi

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

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…

数值分析 · 数学 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

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…

符号计算 · 计算机科学 2018-09-03 Žiga Sajovic

Optimization of beamlines and lattices is a common problem in accelerator physics, which is usually solved with semi-analytical methods and numerical optimization routines. However, these are usually of the gradient-free or…

加速器物理 · 物理学 2025-07-14 Francisco Huhn , Francesco M. Velotti

Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…

最优化与控制 · 数学 2025-07-08 Vincent Roulet , Siddhartha Srinivasa , Maryam Fazel , Zaid Harchaoui

For a real function, automatic differentiation is such a standard algorithm used to efficiently compute its gradient, that it is integrated in various neural network frameworks. However, despite the recent advances in using complex…

机器学习 · 计算机科学 2021-01-19 Chu Guo , Dario Poletti

The goal of this paper is to present an overview of the software collection for the solution of linear and nonlinear semidefinite optimization problems PENNON. In the first part we present theoretical and practical details of the underlying…

最优化与控制 · 数学 2015-04-29 Michal Kocvara , Michael Stingl

Fast, gradient-based structural optimization has long been limited to a highly restricted subset of problems -- namely, density-based compliance minimization -- for which gradients can be analytically derived. For other objective functions,…

计算工程、金融与科学 · 计算机科学 2024-09-17 Keith J. Lee , Yijiang Huang , Caitlin T. Mueller

Artificial intelligence has recently experienced remarkable advances, fueled by large models, vast datasets, accelerated hardware, and, last but not least, the transformative power of differentiable programming. This new programming…

机器学习 · 计算机科学 2025-06-25 Mathieu Blondel , Vincent Roulet

Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…

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…

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

数值分析 · 数学 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and…

机器学习 · 计算机科学 2014-04-30 Atilim Gunes Baydin , Barak A. Pearlmutter

Tuning scientific and probabilistic machine learning models $-$ for example, partial differential equations, Gaussian processes, or Bayesian neural networks $-$ often relies on evaluating functions of matrices whose size grows with the data…

机器学习 · 计算机科学 2024-10-28 Nicholas Krämer , Pablo Moreno-Muñoz , Hrittik Roy , Søren Hauberg

Automatic differentiation, as implemented today, does not have a simple mathematical model adapted to the needs of modern machine learning. In this work we articulate the relationships between differentiation of programs as implemented in…

机器学习 · 计算机科学 2020-10-30 Jerome Bolte , Edouard Pauwels

Mathematical models are sometime given as functions of independent input variables and equations or inequations connecting the input variables. A probabilistic characterization of such models results in treating them as functions with…

最优化与控制 · 数学 2023-04-13 Matieyendou Lamboni

Efficient operator scheduling is a fundamental challenge in software compilation and hardware synthesis. While recent differentiable approaches have sought to replace traditional ones like exact solvers or heuristics with gradient-based…

机器学习 · 计算机科学 2026-02-25 Yaohui Cai , Vesal Bakhtazad , Cunxi Yu , Zhiru Zhang

We discuss the calculation of the derivatives of ODE systems with the automatic differentiation tool ADiMat. Using the well-known Lotka-Volterra equations and the ode23 ODE solver as examples we show the analytic derivatives and detail how…

数学软件 · 计算机科学 2018-02-08 Johannes Willkomm