Evaluating derivatives - principles and techniques of algorithmic differentiation, Second Edition
By Andreas Griewank, Andrea Walther. 2000
3,365 citations recorded by the source corpus.
Subfields: Education, Management Science and Operations Research, Optimization & Training
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Education
- Paul-Christian Burkner
- Joel A. E. Andersson
- Ionel M. Navon
- William W. Symes
- Kevin P. Murphy
- Christopher G. Atkeson
- Moritz Diehl
- Paul G. Constantine
In Management Science and Operations Research
- Sergey Levine
- Chelsea Finn
- Paul-Christian Burkner
- Joel A. E. Andersson
- Stefano Ermon
- Aravind Rajeswaran
- Ionel M. Navon
- Christopher G. Atkeson
In Optimization & Training
- Kevin P. Murphy
- Sergey Levine
- Simon Lacoste-Julien
- Zeyuan Allen-Zhu
- Massimiliano Pontil
- William W. Symes
- Chelsea Finn
- Fabian Pedregosa
Citations in the corpus
- FlashAttention: Fast and Memory-Efficient Exact Attention with IO-Awareness (2022, background): “This can be seen as a form of selective gradient checkpointing [10, 36].”
- Forward and Reverse Gradient-Based Hyperparameter Optimization (2017, methodology): “7 Computational Complexity Assuming Algorithmic Differentiation [Griewank and Walther, 2008] Time complexity of Φt : CT = g(d ,m) Space complexity of Φt : CS = (d ,m).”
- OptNet: Differentiable Optimization as a Layer in Neural Networks (2017, methodology): “In this paper, we use implicit differentiation (Dontchev & Rockafellar, 2009; Griewank & Walther, 2008) and techniques from matrix differential calculus (Magnus & Neudecker, 1988) to derive the gradients from the KKT matrix of the problem.”
- The No-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo (2011, background): “Computing the gradient for a complex model is at best tedious and at worst impossible, but this requirement can be made less onerous by using automatic differentiation (Griewank and Walther, 2008).”
- Automatic differentiation in machine learning: a survey (2015, methodology): “In terms of computational complexity, AD ensures that the amount of arithmetic goes up by no more than a small constant (Griewank and Walther, 2008).”
- Kornia: an Open Source Differentiable Computer Vision Library for PyTorch (2019, methodology): “An image processing algorithm that can be defined as a Direct Acyclic Graph (DAG) structure can, thanks to the reverse-mode [53] auto-differentiation [19], compute gradients via backpropagation [27].”
- Bilevel Programming for Hyperparameter Optimization and Meta-Learning (2018, positive): “…that it makes it possible to compute efficiently the gradient of f T , which we call hypergradient , either in time or in memory (Maclaurin et al., 2015; Franceschi et al., 2017), by making use of reverse or forward mode algorithmic differentiation (Griewank and Walther, 2008; Baydin et al., 2017).”
- Topology Optimization of Turbulent Flows (2018, methodology): “To this end, automatic differentiation (AD) [21, 22] will likewise be employed for calculating the exact gradients of the optimization objective and constraints in the topology optimization problems considered.”
- Fine-Tuning Language Models with Just Forward Passes (2023, methodology): “See Appendix B. Forward Auto-Differentiation Note that z ⊤ ∇L ( θ ; B ) is a Jacobian-vector product (JVP), which can be computed in parallel with an inference pass with excess memory consumption equivalent to that of the largest activation in the network [40].”
- Recent advances in surrogate-based optimization (2009, background): “Most likely to be of use is gradient information found via algorithmic differentiation (AD) [29] (also known as automatic differentiation, though the term ‘automatic’ can instill false hope, since manual intervention is required in most cases), which requires access to the function source code, and ”
- A General-Purpose Software Framework for Dynamic Optimization (Een algemene softwareomgeving voor dynamische optimalisatie) (2013, methodology): “The major approaches for this are the sparse-vector approach [150] and the related index domain approach [101], where sets of indices are propagated through the algorithm, as well as the bitvector approach, where the AD algorithms – forward or reverse – are evaluated using a boolean data type.”
- Lagrangian data assimilation for river hydraulics simulations (2006, background): “A large part of this extensive task can be automated using algorithmic differentiation [6].”
- Active Subspace Methods in Theory and Practice: Applications to Kriging Surfaces (2013, positive): “Given continued interest in gradient computations based on adjoint methods [5, 22] and algorithmic differentiation [20], it is not unreasonable to assume that one has access to the gradient of the function.”