2021
DOI: 10.48550/arxiv.2105.15183
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Efficient and Modular Implicit Differentiation

Abstract: Automatic differentiation (autodiff) has revolutionized machine learning. It allows expressing complex computations by composing elementary ones in creative ways and removes the burden of computing their derivatives by hand. More recently, differentiation of optimization problem solutions has attracted widespread attention with applications such as optimization as a layer, and in bi-level problems such as hyper-parameter optimization and meta-learning. However, the formulas for these derivatives often involve … Show more

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Cited by 39 publications
(56 citation statements)
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References 30 publications
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“…Implicit differentiation. Implicit differentiation is a technique that allows efficient differentiation of certain types of optimization problems (Krantz & Parks, 2012;Blondel et al, 2021). We replace the normal backward pass of DSPN with implicit differentiation and call our method implicit deep set prediction networks (iDSPN).…”
Section: Implicit Deep Set Prediction Networkmentioning
confidence: 99%
See 3 more Smart Citations
“…Implicit differentiation. Implicit differentiation is a technique that allows efficient differentiation of certain types of optimization problems (Krantz & Parks, 2012;Blondel et al, 2021). We replace the normal backward pass of DSPN with implicit differentiation and call our method implicit deep set prediction networks (iDSPN).…”
Section: Implicit Deep Set Prediction Networkmentioning
confidence: 99%
“…For example, when each set element corresponds to a class label, we would like to enforce that every vector is in the probability simplex. As suggested by Blondel et al (2021), we can incorporate such constraints through constrained optimization in implicit differentiation by changing Equation 8 to the following and then following the standard derivation in Appendix D:…”
Section: Implicit Deep Set Prediction Networkmentioning
confidence: 99%
See 2 more Smart Citations
“…First introduced in the field of economic game theory by Stackelberg (1934), this problem has recently received increasing attention in the machine learning community (Domke, 2012;Gould et al, 2016;Liao et al, 2018;Blondel et al, 2021;Liu et al, 2021;Shaban et al, 2019). Indeed, many machine learning applications can be reduced to (1) including hyper-parameter optimization (Feurer and Hutter, 2019), meta-learning (Bertinetto et al, 2018), reinforcement learning (Hong et al, 2020b;Liu et al, 2021) or dictionary learning (Mairal et al, 2011;Lecouat et al, 2020a;b).…”
Section: Introductionmentioning
confidence: 99%