ترغب بنشر مسار تعليمي؟ اضغط هنا

Automatic differentiation for error analysis

98   0   0.0 ( 0 )
 نشر من قبل Alberto Ramos
 تاريخ النشر 2020
  مجال البحث
والبحث باللغة English
 تأليف Alberto Ramos




اسأل ChatGPT حول البحث

We present ADerrors.jl, a software for linear error propagation and analysis of Monte Carlo data. Although the focus is in data analysis in Lattice QCD, where estimates of the observables have to be computed from Monte Carlo samples, the software also deals with variables with uncertainties, either correlated or uncorrelated. Thanks to automatic differentiation techniques linear error propagation is performed exactly, even in iterative algorithms (i.e. errors in parameters of non-linear fits). In this contribution we present an overview of the capabilities of the software, including access to uncertainties in fit parameters and dealing with correlated data. The software, written in julia, is available for download and use in https://gitlab.ift.uam-csic.es/alberto/aderrors.jl

قيم البحث

اقرأ أيضاً

99 - Alberto Ramos 2018
Automatic Differentiation (AD) allows to determine exactly the Taylor series of any function truncated at any order. Here we propose to use AD techniques for Monte Carlo data analysis. We discuss how to estimate errors of a general function of measur ed observables in different Monte Carlo simulations. Our proposal combines the $Gamma$-method with Automatic differentiation, allowing exact error propagation in arbitrary observables, even those defined via iterative algorithms. The case of special interest where we estimate the error in fit parameters is discussed in detail. We also present a freely available fortran reference implementation of the ideas discussed in this work.
The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD techniques underlyi ng these tools were designed to compute exact gradients to numerical precision, but modern machine learning models are almost always trained with stochastic gradient descent. Why spend computation and memory on exact (minibatch) gradients only to use them for stochastic optimization? We develop a general framework and approach for randomized automatic differentiation (RAD), which can allow unbiased gradient estimates to be computed with reduced memory in return for variance. We examine limitations of the general approach, and argue that we must leverage problem specific structure to realize benefits. We develop RAD techniques for a variety of simple neural network architectures, and show that for a fixed memory budget, RAD converges in fewer iterations than using a small batch size for feedforward networks, and in a similar number for recurrent networks. We also show that RAD can be applied to scientific computing, and use it to develop a low-memory stochastic gradient method for optimizing the control parameters of a linear reaction-diffusion PDE representing a fission reactor.
In this note, we report the back propagation formula for complex valued singular value decompositions (SVD). This formula is an important ingredient for a complete automatic differentiation(AD) infrastructure in terms of complex numbers, and it is al so the key to understand and utilize AD in tensor networks.
In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how complicated, executes a sequence of elementary arithmetic operations (addition, subtraction, multiplication, division, etc.), elementary functions (exp, log, sin, cos, etc.) and control flow statements. AD takes source code of a function as input and produces source code of the derived function. By applying the chain rule repeatedly to these operations, derivatives of arbitrary order can be computed automatically, accurately to working precision, and using at most a small constant factor more arithmetic operations than the original program. This paper presents AD techniques available in ROOT, supported by Cling, to produce derivatives of arbitrary C/C++ functions through implementing source code transformation and employing the chain rule of differential calculus in both forward mode and reverse mode. We explain its current integration for gradient computation in TFormula. We demonstrate the correctness and performance improvements in ROOTs fitting algorithms.
In this paper we introduce DiffSharp, an automatic differentiation (AD) library designed with machine learning in mind. AD is a family of techniques that evaluate derivatives at machine precision with only a small constant factor of overhead, by syst ematically applying the chain rule of calculus at the elementary operator level. DiffSharp aims to make an extensive array of AD techniques available, in convenient form, to the machine learning community. These including arbitrary nesting of forward/reverse AD operations, AD with linear algebra primitives, and a functional API that emphasizes the use of higher-order functions and composition. The library exposes this functionality through an API that provides gradients, Hessians, Jacobians, directional derivatives, and matrix-free Hessian- and Jacobian-vector products. Bearing the performance requirements of the latest machine learning techniques in mind, the underlying computations are run through a high-performance BLAS/LAPACK backend, using OpenBLAS by default. GPU support is currently being implemented.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا