3,206 research outputs found
Automatic differentiation in machine learning: a survey
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 general than backpropagation for efficiently and accurately evaluating
derivatives of numeric functions expressed as computer programs. AD is a small
but established field with applications in areas including computational fluid
dynamics, atmospheric sciences, and engineering design optimization. Until very
recently, the fields of machine learning and AD have largely been unaware of
each other and, in some cases, have independently discovered each other's
results. Despite its relevance, general-purpose AD has been missing from the
machine learning toolbox, a situation slowly changing with its ongoing adoption
under the names "dynamic computational graphs" and "differentiable
programming". We survey the intersection of AD and machine learning, cover
applications where AD has direct relevance, and address the main implementation
techniques. By precisely defining the main differentiation techniques and their
interrelationships, we aim to bring clarity to the usage of the terms
"autodiff", "automatic differentiation", and "symbolic differentiation" as
these are encountered more and more in machine learning settings.Comment: 43 pages, 5 figure
Automating embedded analysis capabilities and managing software complexity in multiphysics simulation part I: template-based generic programming
An approach for incorporating embedded simulation and analysis capabilities
in complex simulation codes through template-based generic programming is
presented. This approach relies on templating and operator overloading within
the C++ language to transform a given calculation into one that can compute a
variety of additional quantities that are necessary for many state-of-the-art
simulation and analysis algorithms. An approach for incorporating these ideas
into complex simulation codes through general graph-based assembly is also
presented. These ideas have been implemented within a set of packages in the
Trilinos framework and are demonstrated on a simple problem from chemical
engineering
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