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Sparser, Better, Faster, Stronger: Sparsity Detection for Efficient Automatic Differentiation-
Article in a journal
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Author(s)
Adrian Hill
, Guillaume Dalle
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Published in
Transactions on Machine Learning Research |
Year 2025 |
Abstract From implicit differentiation to probabilistic modeling, Jacobian and Hessian matrices have many potential use cases in Machine Learning (ML), but they are viewed as computationally prohibitive. Fortunately, these matrices often exhibit sparsity, which can be leveraged to speed up the process of Automatic Differentiation (ad). This paper presents advances in sparsity detection, previously the performance bottleneck of Automatic Sparse Differentiation (ASD). Our implementation of sparsity detection is based on operator overloading, able to detect both local and global sparsity patterns, and supports flexible index set representations. It is fully automatic and requires no modification of user code, making it compatible with existing ML codebases. Most importantly, it is highly performant, unlocking Jacobians and Hessians at scales where they were considered too expensive to compute. On real-world problems from scientific ML, graph neural networks and optimization, we show significant speed-ups of up to three orders of magnitude. Notably, using our sparsity detection system, ASD outperforms standard ad for one-off computations, without amortization of either sparsity detection or matrix coloring. |
AD Theory and Techniques Sparsity |
BibTeX
@ARTICLE{
Hill2025SBF,
title = "Sparser, Better, Faster, Stronger: Sparsity Detection for Efficient Automatic
Differentiation",
author = "Adrian Hill and Guillaume Dalle",
journal = "Transactions on Machine Learning Research",
issn = "2835-8856",
year = "2025",
url = "https://openreview.net/forum?id=GtXSN52nIW",
abstract = "From implicit differentiation to probabilistic modeling, Jacobian and Hessian
matrices have many potential use cases in Machine Learning (ML), but they are viewed as
computationally prohibitive. Fortunately, these matrices often exhibit sparsity, which can be
leveraged to speed up the process of Automatic Differentiation (AD). This paper presents advances in
sparsity detection, previously the performance bottleneck of Automatic Sparse Differentiation (ASD).
Our implementation of sparsity detection is based on operator overloading, able to detect both local
and global sparsity patterns, and supports flexible index set representations. It is fully automatic
and requires no modification of user code, making it compatible with existing ML codebases. Most
importantly, it is highly performant, unlocking Jacobians and Hessians at scales where they were
considered too expensive to compute. On real-world problems from scientific ML, graph neural
networks and optimization, we show significant speed-ups of up to three orders of magnitude.
Notably, using our sparsity detection system, ASD outperforms standard AD for one-off computations,
without amortization of either sparsity detection or matrix coloring.",
ad_theotech = "Sparsity"
}
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