We consider efficient implementations of the generalized lasso dual path algorithm of Tibshirani and Taylor (2011). We first describe a generic approach that covers any penalty matrix D and any (full column rank) matrix X of predictor variables. We then describe fast implementations for the special cases of trend filte…
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48 results for “Efficient Implementation”
Efficient verified double auctions improve matching speed and detect errors.
problem Improving the efficiency and reliability of double auctions in financial markets.
method Formally verified implementation using Coq proof assistant, reducing time complexity and improving error detection.
result Improved efficiency with time complexity, reducing runtime from days to minutes.
Paper proves Pareto efficient insurance for multiple entities.
problem Optimizing insurance for multiple policyholders and insurers.
method Sum-minimization characterization and pairwise implementability analysis.
result Characterization of Pareto efficient insurance arrangements.
Efficiently implements polar slice sampling for high-dimensional distributions.
problem Sampling from difficult-to-implement distributions in high dimensions.
method Separates directional and radial components for efficient implementation.
result Outperforms related methods in various settings.
We derive scaling laws for optimizing neural networks in hardware.
problem Optimizing the large parameter space of neural networks in hardware.
method Analytical derivation of scaling laws for Coordinate Descent optimization.
result Convergence is exponential and scales linearly with the number of neurons.
Paper presents efficient algorithms for convolutional neural networks using Winograd minimal filtering.
problem Resource-efficient implementation of convolutional neural networks.
method Winograd minimal filtering trick applied to M-tap filters (M=3,5,7,9,11) for parallel hardware implementation.
result Approximately 30% reduction in multipliers for fully parallel hardware implementation.
Recurrent Neural Networks (RNNs) are becoming increasingly important for time series-related applications which require efficient and real-time implementations. The recent pruning based work ESE suffers from degradation of performance/energy efficiency due to the irregular network structure after pruning. We propose bl…
The rapidly growing demands for powerful AI algorithms in many application domains have motivated massive investment in both high-quality deep neural network (DNN) models and high-efficiency implementations. In this position paper, we argue that a simultaneous DNN/implementation co-design methodology, named Neural Arch…
A neural-network-based approach is presented to efficiently implement digital backpropagation (DBP). For a 32x100 km fiber-optic link, the resulting "learned" DBP significantly reduces the complexity compared to conventional DBP implementations.
Independent Component Analysis (ICA) is a dimensionality reduction technique that can boost efficiency of machine learning models that deal with probability density functions, e.g. Bayesian neural networks. Algorithms that implement adaptive ICA converge slower than their nonadaptive counterparts, however, they are cap…
ESN models predict intraday stock returns efficiently.
problem Intraday stock return prediction using machine learning.
method Echo State Network (ESN) models with random parameters.
result ESN models achieve strong forecasting performance efficiently.
De-identification of clinical records is an extremely important process which enables the use of the wealth of information present in them. There are a lot of techniques available for this but none of the method implementation has evaluated the scalability, which is an important benchmark. We evaluated numerous deep le…
This paper describes a novel approach of packing sparse convolutional neural networks for their efficient systolic array implementations. By combining subsets of columns in the original filter matrix associated with a convolutional layer, we increase the utilization efficiency of the systolic array substantially (e.g.,…
Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a method for Gaussian variational inference that can be implemented with two minor c…
Although optimization is the longstanding algorithmic backbone of machine learning, new models still require the time-consuming implementation of new solvers. As a result, there are thousands of implementations of optimization algorithms for machine learning problems. A natural question is, if it is always necessary to…
This technical report presents pseudo-code for a Riemannian manifold Hamiltonian Monte Carlo (RMHMC) method to efficiently simulate samples from -dimensional posterior distributions , where is drawn from a Gaussian Process (GP) prior, and observations are independent given . Sufficient…
We introduce the C++ application and R package ranger. The software is a fast implementation of random forests for high dimensional data. Ensembles of classification, regression and survival trees are supported. We describe the implementation, provide examples, validate the package with a reference implementation, and …
A new method for efficient computation of Knowledge Gradient in Bayesian optimization.
problem Efficient computation of the Knowledge Gradient for Bayesian optimization.
method One-shot Hybrid KG, a new approach combining previous ideas.
result The new method is cheap to compute and preserves theoretical properties of previous methods.
Quantum SVT reduces credit risk analysis costs.
problem Efficiently estimating credit risk metrics using quantum computing.
method Quantum Singular Value Transformation (QSVT) to reduce state preparation costs.
result Significant reduction in implementation costs for quantum credit risk analysis.
Recursive neural networks have widely been used by researchers to handle applications with recursively or hierarchically structured data. However, embedded control flow deep learning frameworks such as TensorFlow, Theano, Caffe2, and MXNet fail to efficiently represent and execute such neural networks, due to lack of s…
This paper optimizes SMPC for neural network inference, reducing memory and time.
problem Memory and time constraints in secure neural network inference.
method Implemented ABY2.0 protocol, optimized memory usage, and used a helper node.
result MNIST inference reduced from 8.03 GB RAM and 200s to 0.2 GB RAM and 32s.
Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original variables. Sparse PCA (SPCA) aims to balance statistical fidelity and interpretab…
Efficient numerical method for time-fractional Black-Scholes model.
problem Solving time-fractional Black-Scholes equations for European options.
method Crank-Nicolson discretization for time, exponential B-spline for space.
result The proposed method is unconditionally stable and superior to existing approaches.
We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach provides an interesting alternative to the well-known graph cut paradigm in that it …
Orthogonium offers unified, efficient layers for robust deep learning.
problem Fragmented and computationally demanding implementations of orthogonal and 1-Lipschitz layers.
method Unified, efficient PyTorch library providing orthogonal and 1-Lipschitz layers.
result Reduced overhead and standardized tools for robust experimentation.
Efficiently implements MEG for low-rank matrix optimization problems.
problem Optimization over spectrahedron with low-rank matrices.
method Matrix Exponentiated Gradient (MEG) method with efficient implementations.
result Methods converge from a warm-start initialization with similar rates to full-SVD-based counterparts.
We introduce efficient numerical methods for generic HJM equations of interest rate theory by means of high-order weak approximation schemes. These schemes allow for QMC implementations due to the relatively low dimensional integration space. The complexity of the resulting algorithm is considerably lower than the comp…
Efficient packages solve SLOPE problem in multiple languages.
problem Efficiently solving SLOPE problem for various data types.
method Hybrid coordinate descent algorithm for GLMs with multiple loss functions.
result Packages outperform existing SLOPE implementations in speed.
Simplifies efficient estimation via automatic differentiation and probabilistic programming.
problem Constructing efficient estimators for complex statistical models.
method Automatic differentiation applied to statistical functionals, avoiding the need to derive efficient influence functions.
result Users can generate efficient estimators with minimal code, simplifying the process for non-experts.
We introduce geomstats, a python package that performs computations on manifolds such as hyperspheres, hyperbolic spaces, spaces of symmetric positive definite matrices and Lie groups of transformations. We provide efficient and extensively unit-tested implementations of these manifolds, together with useful Riemannian…
Catalyst.RL accelerates RL research with efficient training.
problem Efficient reinforcement learning training in complex environments.
method Open-source PyTorch framework with distributed training and RL algorithms.
result Catalyst.RL achieved 2nd place in a computationally expensive RL challenge.
Lipschitz continuity recently becomes popular in generative adversarial networks (GANs). It was observed that the Lipschitz regularized discriminator leads to improved training stability and sample quality. The mainstream implementations of Lipschitz continuity include gradient penalty and spectral normalization. In th…
Efficient equivariant MobileNetV2 for medical applications on mobile devices.
problem Limited computational resources for deep learning models in medical applications.
method Design and optimize an equivariant version of MobileNetV2 with model quantization.
result Achieved close-to state-of-the-art performance on medical dataset with improved efficiency.
The success of neural networks in image classification has inspired various hardware implementations on embedded platforms such as Field Programmable Gate Arrays, embedded processors and Graphical Processing Units. These embedded platforms are constrained in terms of power, which is mainly consumed by the Multiply Accu…
HiPart offers an efficient, interactive tool for hierarchical clustering.
problem Efficient and interpretable hierarchical clustering for Big Data.
method Divisive hierarchical clustering algorithms with interactive visualizations.
result High computational efficiency and interpretability in Big Data applications.
tf_geometric simplifies graph deep learning in TensorFlow.
problem Efficient graph deep learning in TensorFlow.
method Kernel libraries and infrastructures for GNNs.
result tf_geometric supports various graph tasks and provides efficient GNN models.
This study considers that the collective route choices of travelers en route represent a resolution of their competition on network routes. Well understanding this competition and coordinating their route choices help mitigate urban traffic congestion. Even though existing studies have developed such mechanisms (e.g., …
coverforest speeds up conformal predictions for random forests.
problem Efficient uncertainty quantification for random forest predictions.
method Optimized Python package leveraging random forest's out-of-bag scores for cross-conformal predictions.
result coverforest achieves desired coverage with faster training and prediction times.
EiNets improve PCs for scalable probabilistic modeling.
problem Scalability issues in training PCs on real-world data.
method Combining einsum operations for speedups and memory savings; simplifying EM for PCs.
result EiNets can scale to large datasets like SVHN and CelebA.
Spiking neural networks (SNNs) are brain-inspired mathematical models with the ability to process information in the form of spikes. SNNs are expected to provide not only new machine-learning algorithms, but also energy-efficient computational models when implemented in VLSI circuits. In this paper, we propose a novel …
New algorithms solve linear bandits in high dimensions efficiently.
problem Maximizing bilinear functions over convex sets and ellipsoids.
method Two novel algorithms for solving the problem efficiently.
result First known method to implement optimistic algorithms for linear bandits in high dimensions.
Nested Chinese Restaurant Process (nCRP) topic models are powerful nonparametric Bayesian methods to extract a topic hierarchy from a given text corpus, where the hierarchical structure is automatically determined by the data. Hierarchical Latent Dirichlet Allocation (hLDA) is a popular instance of nCRP topic models. H…
New efficient algorithm for approximate PML distribution.
problem Computing the profile maximum likelihood (PML) distribution efficiently.
method Exploiting sparsity structure and new matrix rounding algorithm.
result First provable computationally efficient implementation of PseudoPML.
advertorch is a toolbox for adversarial robustness research. It contains various implementations for attacks, defenses and robust training methods. advertorch is built on PyTorch (Paszke et al., 2017), and leverages the advantages of the dynamic computational graph to provide concise and efficient reference implementat…
The original Broad Learning System (BLS) on new added nodes and its existing efficient implementation both assume the ridge parameter lambda -> 0 in the ridge inverse to approximate the generalized inverse, and compute the generalized inverse solution for the output weights. In this paper, we propose two ridge solution…
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.
The main aim of this work is to develop and implement an automatic anomaly detection algorithm for meteorological time-series. To achieve this goal we develop an approach to constructing an ensemble of anomaly detectors in combination with adaptive threshold selection based on artificially generated anomalies. We demon…
An online algorithm improves cPCA for efficient, interpretable data analysis.
problem Efficiently finding informative low-dimensional representations in large datasets.
method Developed an online algorithm for a modified cPCA* method.
result The online algorithm for cPCA* shows improved performance and interpretability.