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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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149298446595 · Jun 202019922001200920182026
48 results for CPU time

As machine learning algorithms enter applications in industrial settings, there is increased interest in controlling their cpu-time during testing. The cpu-time consists of the running time of the algorithm and the extraction time of the features. The latter can vary drastically when the feature set is diverse. In this…

2012-06-27abs ↗pdf ↗

Massively parallel architectures such as the GPU are becoming increasingly important due to the recent proliferation of data. In this paper, we propose a key class of hybrid parallel graphlet algorithms that leverages multiple CPUs and GPUs simultaneously for computing k-vertex induced subgraph statistics (called graph…

2016-08-18abs ↗pdf ↗

Asymmetry PRISM outperforms CPU and GPU solvers for institutional rebalancing.

problem Institutional rebalancing with deadline constraints
method Asymmetry PRISM
result Asymmetry PRISM-CPU is 4.5x to 24.1x faster than the fastest completed reference row in the same lane.

DLBricks automates DL benchmarking on CPUs, reducing effort and time.

problem Lack of representative and up-to-date DL benchmarks on CPUs.
method Decomposes DL models into runnable networks, leveraging layer repetition and auto-generation.
result Accurately estimates DL model performance and speeds up benchmarking time.

We present Caffe con Troll (CcT), a fully compatible end-to-end version of the popular framework Caffe with rebuilt internals. We built CcT to examine the performance characteristics of training and deploying general-purpose convolutional neural networks across different hardware architectures. We find that, by employi…

2015-04-16abs ↗pdf ↗

Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In this paper, parallel methods to speed-up aggregate risk analysis for supporting re…

2013-08-12abs ↗pdf ↗

The paper optimizes RF training by improving tree building algorithms and CPU optimizations.

problem Improving the training performance of Random Forest models on CPU architectures.
method Investigated and improved tree building algorithms (BFS, DFS, hybrid BFS-DFS) and proposed optimizations.
result The hybrid BFS-DFS algorithm outperforms both BFS and DFS, and is more robust.

A fast numerical method for pricing double barrier options using Lagrange interpolation.

problem Pricing discrete double barrier knock-out call options efficiently.
method Approximating recursive solutions of the heat equation with Lagrange interpolation on Jacobi polynomials nodes.
result The method significantly reduces CPU time as the number of monitoring dates increases.

AI methods often fail to outperform classical CPU-based solvers on Maximum Independent Set problems.

problem Comparing AI methods with classical CPU-based solvers on Maximum Independent Set problems.
method Comparison of AI methods (e.g., generative models, reinforcement learning) with classical CPU-based solvers (e.g., KaMIS) on Maximum Independent Set problem.
result AI-inspired methods are often outperformed by classical CPU-based solvers, even with post-processing techniques.

Signatory calculates signature and logsignature transforms efficiently on CPU and GPU.

problem Efficient computation of signature and logsignature transforms for machine learning.
method CPU and GPU parallelism, backpropagation, efficient precomputation strategies, algorithmic improvements.
result Substantial speedups on CPU and GPU, including real-world applications.

KineticSim accelerates financial market simulations 3406x over CPU.

problem Simulating financial markets at scale with multi-agent models is bottlenecked by sequential processing and GPU kernel overhead.
method Formalized and implemented a reusable parallel design pattern for iterative multi-agent reductions in thread-block shared memory.
result Achieved a peak throughput of over 54.7 billion agent-events per second, delivering 3406x speedup over CPU.

KineticSim: A lightweight, high-performance execution engine for real-time market simulators

problem Simulating financial markets at scale with multi-agent models
method Reusable parallel design pattern: persistent, state-carrying clearing for iterative multi-agent reductions
result Reduces per-step critical-path depth from Theta(L+A) to Theta(log L + ceil(A/L))

CSM-NN uses neural networks to speed up and improve the accuracy of logic circuit simulations.

problem Inaccurate and slow simulation of complex circuits with billions of transistors.
method Current Source Model (CSM) combined with optimized neural network structures and parallel processing.
result Reduces simulation time by up to 6x on CPUs and 15x on GPUs with less than 2% error.

Quantum computers can speed up machine learning optimization problems.

problem Long computation times and high resource requirements for classical optimization algorithms in machine learning.
method Developed a mathematical model to leverage quantum parallelism for machine learning.
result Quantum machine learning applied to a 3D time-varying image demonstrated significant speedup.

Ansor generates high-performance tensor programs for deep learning.

problem Generating high-performance tensor programs for deep learning on various hardware platforms is challenging.
method Ansor uses a hierarchical representation of the search space, sampling programs, and evolutionary search with a learned cost model to find high-performance programs.
result Ansor improves deep neural network execution performance up to 3.8x on Intel CPU, 2.6x on ARM CPU, and 1.7x on NVIDIA GPU.

CUDA optimized neural network predicts HbA1c from joint mobility and anthropometrics.

problem Early detection and accurate diagnosis of diabetes.
method Parallelized neural network using CUDA and C++ on Nvidia GPUs.
result Achieved high accuracy (95.65% on training, 86.67% on testing for males; 97.73% on training, 66.67% on testing for females).

This work enhances GPS signals using robust GP regression for real-time high precision positioning.

problem Large noise in GPS signals degrades positioning accuracy.
method A three-step approach: signal validity tests, reweighting, and final model training.
result Proposed method achieves centimeter accuracy with 78.4% probability, outperforming other methods.

A lightweight model predicts IT system KPIs from historical data.

problem Predicting future KPIs of interconnected IT systems is hard due to diverse and changing components.
method A weighted heterogeneous ensemble method combining neural network and mean predictor.
result Achieved R2R^2 scores of 0.10 and 0.15 on test data.

FPGA-based logic architecture speeds up GBDT training 259x.

problem Training efficiency and power consumption in GBDT models.
method Implemented logic architecture on FPGA, compared with software libraries.
result Training speed 26-259x faster, power efficiency 90-1,104x higher.

Paper proposes a new loss function for PU learning without negative examples.

problem Traditional machine learning struggles with negative examples, leading to biased predictions.
method Developed a collective loss function (cPU) for positive and unlabeled data.
result The cPU consistently outperforms existing methods in PU learning benchmarks and real-world datasets.