paper-with-me

Papers

Adjoint Differentiation for generic matrix functions

2021-09-10 · Andrei Goloubentsev, Dmitri Goloubentsev, Evgeny Lakshtanov

We derive a formula for the adjoint $\overline{A}$ of a square-matrix operation of the form $C=f(A)$, where $f$ is holomorphic in the neighborhood of each eigenvalue. We then apply the formula to derive closed-form expressions in particular cases of interest such as the case when we have a spectral decomposition $A=UDU^{-1}$, the spectrum cut-off $C=A_+$ and the Nearest Correlation Matrix routine. Finally, we explain how to simplify the computation of adjoints for regularized linear regression coefficients.

📄 PDF Abstract BibTeX arXiv:2109.04913

Code (0)

등록된 구현이 없습니다.

Tasks

Formregression

Methods 이 논문이 사용한 방법론

Linear Regression Linear Regression is a method for modelling a relationship between a dependent variable and independent variables. These models can be fit with numerous approaches. The most…

Similar Papers 제목 키워드 기반

Matrix Calculus (for Machine Learning and Beyond)

2025-01-07 · Paige Bright, Alan Edelman, Steven G. Johnson

This course, intended for undergraduates familiar with elementary calculus and linear algebra, introduces the extension of differential calculus to functions on more general vector spaces, such as functions that take as …

Combinatory Adjoints and Differentiation

2022-07-02 · Martin Elsman, Fritz Henglein, Robin Kaarsgaard, Mikkel Kragh Mathiesen 외

We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limite…

Automatic Adjoint Differentiation for special functions involving expectations

2022-04-11 · José Brito, Andrei Goloubentsev, Evgeny Goncharov

We explain how to compute gradients of functions of the form $G = \frac{1}{2} \sum_{i=1}^{m} (E y_i - C_i)^2$, which often appear in the calibration of stochastic models, using Automatic Adjoint Differentiation and paral…

Matrix-Free Jacobian Chaining

2024-04-11 · Uwe Naumann

The efficient computation of Jacobians represents a fundamental challenge in computational science and engineering. Large-scale modular numerical simulation programs can be regarded as sequences of evaluations of in our …

Scalable Gradients and Variational Inference for Stochastic Differential Equations

2019-10-16 · pproximateinference AABI Symposium 2019 12 · Xuechen Li, Ting-Kam Leonard Wong, Ricky T. Q. Chen, David K. Duvenaud

We derive reverse-mode (or adjoint) automatic differentiation for solutions of stochastic differential equations (SDEs), allowing time-efficient and constant-memory computation of pathwise gradients, a continuous-time an…

Time SeriesTime Series AnalysisVariational Inference