A review of automatic differentiation and its efficient implementation

CC Margossian - Wiley interdisciplinary reviews: data mining …, 2019 - Wiley Online Library
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 in machine learning: a survey

AG Baydin, BA Pearlmutter, AA Radul… - Journal of machine …, 2018 - jmlr.org
Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine
learning. Automatic differentiation (AD), also called algorithmic differentiation or simply" auto …

JuMP: A modeling language for mathematical optimization

I Dunning, J Huchette, M Lubin - SIAM review, 2017 - SIAM
JuMP is an open-source modeling language that allows users to express a wide range of
optimization problems (linear, mixed-integer, quadratic, conic-quadratic, semidefinite, and …

Forward-mode automatic differentiation in Julia

J Revels, M Lubin, T Papamarkou - arXiv preprint arXiv:1607.07892, 2016 - arxiv.org
We present ForwardDiff, a Julia package for forward-mode automatic differentiation (AD)
featuring performance competitive with low-level languages like C++. Unlike recently …

An introduction to algorithmic differentiation

AH Gebremedhin, A Walther - Wiley Interdisciplinary Reviews …, 2020 - Wiley Online Library
Algorithmic differentiation (AD), also known as automatic differentiation, is a technology for
accurate and efficient evaluation of derivatives of a function given as a computer model. The …

Graph coloring algorithms for multi-core and massively multithreaded architectures

ÜV Çatalyürek, J Feo, AH Gebremedhin… - Parallel Computing, 2012 - Elsevier
We explore the interplay between architectures and algorithm design in the context of
shared-memory platforms and a specific graph problem of central importance in scientific …

A simple and efficient tensor calculus

S Laue, M Mitterreiter, J Giesen - … of the AAAI Conference on Artificial …, 2020 - ojs.aaai.org
Computing derivatives of tensor expressions, also known as tensor calculus, is a
fundamental task in machine learning. A key concern is the efficiency of evaluating the …

Computing higher order derivatives of matrix and tensor expressions

S Laue, M Mitterreiter, J Giesen - Advances in neural …, 2018 - proceedings.neurips.cc
Optimization is an integral part of most machine learning systems and most numerical
optimization schemes rely on the computation of derivatives. Therefore, frameworks for …

Colpack: Software for graph coloring and related problems in scientific computing

AH Gebremedhin, D Nguyen, MMA Patwary… - ACM Transactions on …, 2013 - dl.acm.org
We present a suite of fast and effective algorithms, encapsulated in a software package
called ColPack, for a variety of graph coloring and related problems. Many of the coloring …

Coloring big graphs with alphagozero

J Huang, M Patwary, G Diamos - arXiv preprint arXiv:1902.10162, 2019 - arxiv.org
We show that recent innovations in deep reinforcement learning can effectively color very
large graphs--a well-known NP-hard problem with clear commercial applications. Because …