algorithmic-differentiation

There are 0 repository under algorithmic-differentiation topic.

SciML / Optimization.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
optimization local-optimization global-optimization automatic-differentiation algorithmic-differentiation sciml scientific-machine-learning hacktoberfest julia mixed-integer-programming nonlinear-optimization convex-optimization derivative-free-optimization
Language:Julia 807
SciML / Integrals.jl
A common interface for quadrature and numerical integration for the SciML scientific machine learning organization
quadrature integration automatic-differentiation algorithmic-differentiation differentiable-programming sciml scientific-machine-learning julia julia-language julialang numerical-integration
Language:Julia 239
SciML / NBodySimulator.jl
A differentiable simulator for scientific machine learning (SciML) with N-body problems, including astrophysical and molecular dynamics
molecular-dynamics molecular-dynamics-simulation sciml scientific-machine-learning automatic-differentiation algorithmic-differentiation differentiable-programming symbolic-integration geometric-algorithms
Language:Julia 137
auto-differentiation / QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
algorithmic-differentiation quantitative-finance risk-analysis
Language:C++ 32
adtzlr / matadi
Material Definition with Automatic Differentiation
algorithmic-differentiation automatic-differentiation constitution constitutive-model fea fem finite-element-analysis hyperelasticity pseudo-elasticity python scientific-computing viscoelasticity
Language:Python 30
lakshmiDRIP / DROP-Fixed-Income
DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
fixed-income instruments-trading-convention treasury-futures-options funding-curve forward-curve libor-curve ois-curve overnight-curve multi-curve collateral-curve position-horizon-analyzer statistical-curve-construction bond-pricing-relative-value interest-rate-products cva-dva-fva-kva-xva interest-rate-options stochastic-volatility-models lmm-calibration-greeks algorithmic-differentiation asset-backed
Language:HTML 30
byuflowlab / ImplicitAD.jl
Automates steady and unsteady adjoints (general solvers and ODEs respectively). Forward and reverse mode algorithmic differentiation around implicit functions (not propagating AD through), as well as custom rules to allow for mixed-mode AD or calling external (non-AD compatible) functions within an AD chain.
algorithmic-differentiation automatic-differentiation implicit-functions
Language:Julia 29
tlm-adjoint / tlm_adjoint
A library for high-level algorithmic differentiation
algorithmic-differentiation adjoint tangent-linear second-order-adjoint
Language:Python 19
HyperJet
oberbichler / HyperJet
Algorithmic differentiation with hyper-dual numbers in C++ and Python
automatic-differentiation auto-differentiation autodiff autodifferentiation differentiation derivatives numerical-derivation gradient hessian dual-numbers algorithmic-differentiation hyper-dual-numbers
Language:C++ 17
infergo-ml / infergo
mirror of Infergo repository
automatic-differentiation machine-learning inference progabilistic-programming artificial-intelligence golang go differentiable-programming algorithmic-differentiation
Language:Go 10
adtzlr / tensortrax
Differentiable Tensors based on NumPy Arrays
ad algorithmic-differentiation automatic-differentiation calculus-of-variations constitution constitutive-model finite-element-analysis hyper-dual-numbers hyper-dual-tensors python scientific-computing tensor trailing-axes
Language:Python 9
SciML / DiffEqDevMaterials
Various developer materials, like PDFs, notes, derivations, etc. for differential equations and scientific machine learning (SciML)
algorithmic-differentiation automatic-differentiation differentiable-programming differential-equations scientific-machine-learning sciml
Language:Jupyter Notebook 9
m_ad
octoflar / m_ad
Matrix derivative tests for algorithmic differentiation
algorithmic-differentiation
Language:Fortran 2
ZAARAOUI999 / hypermat
Hyperelastic formulations using an algorithmic differentiation with hyper-dual numbers in Python.
automatic-differentiation dual-numbers finite-elements hyperdual-numbers hyperelasticity algorithmic-differentiation
Language:Python 2
neilkichler / sobolev-pruning
Towards Sobolev Pruning (PASC'24 Conference Paper)
algorithmic-differentiation interval-adjoints interval-arithmetic machine-learning sobolev-pruning sobolev-training
1
tam724 / pyADiff
A simple, pure python algorithmic differentiation package
python algorithmic-differentiation
Language:Python 1
infergo-ml / infergo-studies
Mirror of bitbucket infergo-studies repository
machine-learning probabilistic-programming artificial-intelligence golang go automatic-differentiation differentiable-programming algorithmic-differentiation
Language:Go 0
mansooralodhi / nnpruning
The works focus on pruning a neural network, structurally, based on the sensitivity of weights that cover the entire output range of the loss function..
algorithmic-differentiation interval-arithmetic neural-network-pruning neural-networks
Language:Jupyter Notebook 0
rajasharan / elm-automatic-differentiation
Automatic differentiation (a.k.a algorithmic differentiation) in reverse mode for elm
algorithmic-differentiation automatic-differentiation backpropagation elm elm-lang
Language:Elm 0
shubhadityaburela / Dense-Hessian-Bracketing
This repository contains a software for performing optimized Dense Hessian Chain Bracketing.
algorithmic-differentiation combinatorial-optimization dynamic-programming hessian-chaining
Language:C++ 0
STCE-at-RWTH / parallel_taping
Demonstrator codes for MPI parallel taping and interpretation
algorithmic-differentiation mpi
Language:C++ 0
its-adityagoyal / Efficient-Greeks-AAD
Efficient Greek calculation using Adjoint Algorithmic Differentiation
algorithmic-differentiation greeks optimization quantitative-finance
Language:Jupyter Notebook