Modern datasets and models are notoriously difficult to explore and analyze due to their inherent high dimensionality and massive numbers of samples. Existing visualization methods which employ dimensionality reduction to two or three dimensions are often inefficient and/or ineffective for these datasets. This paper in…
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48 results for “CUDA acceleration”
A quantum walk-based method for generating precise probability distributions efficiently.
problem Generating high-precision probability distributions for various applications.
method Integrates variational quantum circuits with split-step quantum walks to dynamically tune coin parameters and evolve quantum states.
result Achieves high simulation fidelity and reduces computational overhead compared to conventional methods.
We introduce CuLE (CUDA Learning Environment), a CUDA port of the Atari Learning Environment (ALE) which is used for the development of deep reinforcement algorithms. CuLE overcomes many limitations of existing CPU-based emulators and scales naturally to multiple GPUs. It leverages GPU parallelization to run thousands …
Neural network training entails heavy computation with obvious bottlenecks. The Compute Unified Device Architecture (CUDA) programming model allows us to accelerate computation by passing the processing workload from the CPU to the graphics processing unit (GPU). In this paper, we leveraged the power of Nvidia GPUs to …
A new GP inference method using simplices for high-dimensional data.
problem Scalable Gaussian Processes in high dimensions.
method Developed a Simplex-GP method using a sparse simplicial grid to accelerate MVMs.
result Significantly faster GP inference in high dimensions compared to SKI.
Accelerates Birkhoff projection for manifold-constrained hyper-connections with high accuracy and speed.
problem Inaccurate and slow Birkhoff projection in mHC implementations.
method Dual formulation, Newton's method, implicit differentiation, warp-level CUDA kernel.
result Substantial speedups and accuracy improvements in doubly stochastic projections.
We introduce PyTorch Geometric, a library for deep learning on irregularly structured input data such as graphs, point clouds and manifolds, built upon PyTorch. In addition to general graph data structures and processing methods, it contains a variety of recently published methods from the domains of relational learnin…
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.
ConCuR generates high-quality CUDA kernels with concise reasoning traces.
problem Scarce high-quality data for kernel generation.
method Developed a pipeline to generate and curate high-quality CUDA kernels with reasoning traces.
result Our model achieves significant improvements in KernelBench setup.
The sequence-to-sequence (seq2seq) model for neural machine translation has significantly improved the accuracy of language translation. There have been new efforts to use this seq2seq model for program language translation or program comparisons. In this work, we present the detailed steps of using a seq2seq model to …
The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus per…
Proposes Learnergy, a Python framework for energy-based machine learning.
problem Lack of research and implementations around energy-based systems.
method Built upon PyTorch, Learnergy provides a more friendly environment and faster prototyping.
result Learnergy speeds up computational time using CUDA.
Fast-vollib offers high-performance option pricing and IV computation.
problem Efficiently pricing and computing implied volatility for financial models.
method Open-source Python library with PyTorch, JAX, and CUDA backends, implementing Halley and LBR algorithms.
result High-performance option pricing and IV computation with vectorized implementations.
Advocates for user-friendly RL problem descriptions to improve usability and generalization.
problem Usability and generalization challenges in RL for non-engineers.
method Development of user-friendly description languages for RL problems.
result Improved ability of RL algorithms to generalize to new problems.
Automates GPU kernel optimization for diverse applications.
problem Lack of systematic evaluation for multi-scenario GPU kernel optimization.
method Introduces MSKernelBench and CUDAMaster for automated optimization.
result Significant speedups across various operators, outperforming existing tools.
We introduce two Python frameworks to train neural networks on large datasets: Blocks and Fuel. Blocks is based on Theano, a linear algebra compiler with CUDA-support. It facilitates the training of complex neural network models by providing parametrized Theano operations, attaching metadata to Theano's symbolic comput…
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))
New software package for scalable DPMM inference on large datasets.
problem Scalability and practical adoption of Dirichlet Process Mixture Models.
method Efficient distributed sampling-based inference on CPUs and GPUs.
result Significant speedups and fitting of larger datasets.
We present DiffTaichi, a new differentiable programming language tailored for building high-performance differentiable physical simulators. Based on an imperative programming language, DiffTaichi generates gradients of simulation steps using source code transformations that preserve arithmetic intensity and parallelism…
Identification of informative variables in an information system is often performed using simple one-dimensional filtering procedures that discard information about interactions between variables. Such approach may result in removing some relevant variables from consideration. Here we present an R package MDFS (MultiDi…
We study the -median clustering problem for high-dimensional polygonal curves with finite but unbounded number of vertices. We tackle the computational issue that arises from the high number of dimensions by defining a Johnson-Lindenstrauss projection for polygonal curves. We analyze the resulting error in terms of …
High performance computing (HPC) is a very attractive and relatively new area of research, which gives promising results in many applications. In this paper HPC is used for pricing of American options. Although the American options are very significant in computational finance; their valuation is very challenging, espe…
JAXFit speeds up curve fitting on GPUs.
problem Nonlinear least squares curve fitting problems.
method Trust region method on GPU with automatic differentiation.
result Significantly faster than CPU and other GPU libraries.
Block based Singular Value Decomposition approach to matrix factorization for recommender systemscs.LG
With the abundance of data in recent years, interesting challenges are posed in the area of recommender systems. Producing high quality recommendations with scalability and performance is the need of the hour. Singular Value Decomposition(SVD) based recommendation algorithms have been leveraged to produce better result…
GraphGP: Scalable Gaussian Processes with Vecchia's Approximation
problem Naive Gaussian Process computation limits practical use
method GPU algorithm for Vecchia's approximation
result Linear time and memory requirements for nearly a billion parameters
Accelerates Riemannian gradient methods with extrapolation.
problem Optimizing functions on manifolds efficiently.
method Extrapolating iterates in Riemannian gradient descent.
result Achieves optimal convergence rate and computational advantage.
Accelerates optimization in asynchronous systems with sparse updates.
problem Optimizing finite-sum objectives in asynchronous lock-free environments.
method New accelerated SVRG variant with sparse updates.
result Achieves optimal incremental gradient complexity.
We analyze Riemannian accelerated methods using a new framework.
problem Understanding Riemannian accelerated gradient methods.
method Riemannian A-HPE framework, focusing on Euclidean A-HPE insights and metric distortion control.
result Characterization of acceleration for various Riemannian methods.
PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.
problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.
Accelerates coordinate descent methods for machine learning problems.
problem Slowness of coordinate descent methods in machine learning.
method Extrapolation-based accelerated coordinate descent.
result Significant speed-up in practice compared to existing methods.
A Continuized View on Nesterov Acceleration for Stochastic Gradient Descent and Randomized Gossipmath.OC
Continuized Nesterov acceleration accelerates stochastic gradient descent and gossip algorithms.
problem Improving the convergence rate of stochastic gradient descent and gossip algorithms.
method Introducing a continuized variant of Nesterov acceleration, which mixes variables continuously and takes gradient steps at random times.
result The continuized Nesterov acceleration achieves convergence rates similar to Nesterov's original acceleration but with random parameters.
Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…
Develops accelerated methods for optimization using low-dimensional projected-gradient information.
problem Optimization with low-dimensional projected-gradient information and Nesterov acceleration.
method Randomized-subspace Nesterov accelerated gradient methods for smooth convex and strongly convex optimization.
result Established accelerated oracle-complexity guarantees and unified basis for comparing sketch families.
Accelerates sampling from Gibbs distributions using ARWP method.
problem Sampling from Gibbs distributions efficiently.
method ARWP method, combining Nesterov acceleration and regularized Wasserstein proximal.
result ARWP exhibits higher contraction rate and faster tail exploration.
SPFlow: An Easy and Extensible Library for Deep Probabilistic Learning using Sum-Product Networkscs.LG
We introduce SPFlow, an open-source Python library providing a simple interface to inference, learning and manipulation routines for deep and tractable probabilistic models called Sum-Product Networks (SPNs). The library allows one to quickly create SPNs both from data and through a domain specific language (DSL). It e…
A geometric framework for metrics of maximal acceleration which is applicable to large proper accelerations is discussed, including a theory of connections associated with the geometry of maximal acceleration. In such a framework it is shown that the uniform bound on the proper maximal acceleration implies an uniform b…
FedAc accelerates Federated Averaging for distributed optimization.
problem Efficiently optimizing distributed machine learning models.
method Federated Accelerated Stochastic Gradient Descent (FedAc) using a potential-based perturbed iterate analysis.
result FedAc achieves faster convergence and lower communication costs than previous methods.
This research accelerates sampling methods using Nesterov's Acceleration.
problem Improving sampling efficiency in MCMC methods.
method Developed a Hessian-Free High-Resolution ODE reformulation of NAG-SC, injected noise, and discretized the diffusion process.
result Quantified acceleration beyond underdamped Langevin in distance for log-strongly-concave targets.
This paper studies accelerations in Q-learning algorithms. We propose an accelerated target update scheme by incorporating the historical iterates of Q functions. The idea is conceptually inspired by the momentum-based accelerated methods in the optimization theory. Conditions under which the proposed accelerated algor…
Deep-MacroFin uses neural networks to solve complex economic models efficiently.
problem Solving high-dimensional partial differential equations in continuous time economics.
method Leverages deep learning, specifically Multi-Layer Perceptrons and Kolmogorov-Arnold Networks, optimized with HJB equations.
result Offers a more efficient solution (5 less memory, 40 fewer FLOPs) for 50D economic models.
In this study, the concept of dual Lorentzian homotetic exponential motions in is discussed and their velocities, accelerations obtained. Also, some geometric results between velocity and acceleration vectors of a point in a spatial motion are obtained. Finally, the theorems related to acceleration and acceleration cen…
Improved Analysis of the Accelerated Noisy Power Method with Applications to Decentralized PCAstat.ML
Improved analysis of accelerated noisy power method for PCA.
problem Inexact matrix-vector products in PCA settings.
method Improved analysis of Accelerated Noisy Power Method under milder perturbation conditions.
result Worst-case optimal convergence rate with relaxed noise conditions.
Variance reduction is a simple and effective technique that accelerates convex (or non-convex) stochastic optimization. Among existing variance reduction methods, SVRG and SAGA adopt unbiased gradient estimators and are the most popular variance reduction methods in recent years. Although various accelerated variants o…
Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.
problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.
We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current position in parameter space, but at the estimated position after one step. In this work…
We study learning properties of accelerated gradient descent methods for linear least-squares in Hilbert spaces. We analyze the implicit regularization properties of Nesterov acceleration and a variant of heavy-ball in terms of corresponding learning error bounds. Our results show that acceleration can provides faster …
Accelerates MMLE using SVGD with Nesterov acceleration.
problem Maximum Marginal Likelihood Estimation optimization.
method Stein variational gradient descent with Nesterov acceleration.
result Consistently accelerates convergence across various tasks.
Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There are instances in which this method is slow to converge. Therefore, several accele…