ADELIA is the first AD-enabled INLA system that computes exact hyperparameter gradients via a structure-exploiting multi-GPU backward pass, delivering 4.2-7.9x per-gradient speedups and 5-8x better energy efficiency than finite differences on models with up to 1.9 million latent variables.
TMB: Automatic differentiation and Laplace approximation
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ADELIA: Automatic Differentiation for Efficient Laplace Inference Approximations
ADELIA is the first AD-enabled INLA system that computes exact hyperparameter gradients via a structure-exploiting multi-GPU backward pass, delivering 4.2-7.9x per-gradient speedups and 5-8x better energy efficiency than finite differences on models with up to 1.9 million latent variables.