AD Model Builder
Summary:
AD Model Builder (ADMB) was specifically designed for complex highly-parameterized nonlinear models. ADMB uses automatic differentiation to provide the function optimizer with exact derivatives.
URL: http://admb-project.org/
Developers:
- Dave Fournier
Mode: |
Reverse |
Method: |
Operator overloading |
Supported Language: |
C/C++ |
Reference:
David A. Fournier, Hans J. Skaug, Johnoel Ancheta, James Ianelli, Arni Magnusson, Mark N. Maunder, Anders Nielsen, John Sibert
AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
Article in Optimization Methods and Software, 2012
AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
Article in Optimization Methods and Software, 2012
Features:
ADMB plays a major role as a software environment for fisheries stock assessment. For example, the ADMB based general model Stock Synthesis (Methot 2009) is used to conduct the assessments of most major fisheries assessments in the United States and is also used in many other countries. ADMB also includes a Bayesian MCMC algorithm, likelihood profile calculations, simulation capabilities, and extensive matrix algebra functionality. A recent extension of ADMB adds the capability of modeling random efects, using the Laplace approximation or importance sampling (Skaug and Fournier 2006). ADMB is based on C++ coding (using the AUTODIF library) with additional structure such as keywords, functions, and operators. Knowledge of C++ is not a prerequisite for a successful ADMB user, because a simplified coding environment shields a user from advanced C++ concepts.
ADMB includes the AUTODIF automatic differentiation C++ library as open source.
Supported Platforms:
- Windows
- Unix/Linux
- Mac
Licensing: open source
Entries in our publication database that actually use AD Model Builder in the numerical experiments: 7
The following diagram shows these entries versus the year of the publication.
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