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.
New algorithm reduces costs and latency for large language model inference.
MLPerf, an emerging machine learning benchmark suite strives to cover a broad range of applications of machine learning. We present a study on its characteristics and how the MLPerf benchmarks differ from some of the previous deep learning benchmarks like DAWNBench and DeepBench. We find that application benchmarks suc…
This is a report of our lessons learned building acoustic models from 1 Million hours of unlabeled speech, while labeled speech is restricted to 7,000 hours. We employ student/teacher training on unlabeled data, helping scale out target generation in comparison to confidence model based methods, which require a decoder…
Hybrid classical-quantum framework optimizes portfolio rebalancing with reduced transaction costs.
With an increasing demand for training powers for deep learning algorithms and the rapid growth of computation resources in data centers, it is desirable to dynamically schedule different distributed deep learning tasks to maximize resource utilization and reduce cost. In this process, different tasks may receive varyi…
Ansor generates high-performance tensor programs for deep learning.
FinRL-Podracer accelerates DRL trading strategies in finance with high performance and scalability.
New GPU algorithm boosts machine learning with larger datasets.
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…
Recent work has shown how to train Convolutional Neural Networks (CNNs) rapidly on large image datasets, then transfer the knowledge gained from these models to a variety of tasks. Following [Radford 2017], in this work, we demonstrate similar scalability and transfer for Recurrent Neural Networks (RNNs) for Natural La…
New method schedules learning rate without stopping time, outperforming existing methods.
This paper proposes a method to select project schedules with the lowest risk.
Optimizes financial auditor schedules to reduce time and costs.
ScheduleFree+ improves large language model training without schedules or learning rates.
Cosine schedule is optimal for discrete diffusion models.
Extends GENO framework for GPU optimization of constrained ML problems.
Optimal learning rate schedules derived for various tasks.
GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. Since most Monte Carlo algorithms are embarrassingly parallel, they benefit greatly from parallel implementations, and consequently Monte Carlo has become a focal point …
The paper optimizes interpolation schedules in generative models to improve sampling accuracy.
New method converts and optimizes sampling schedules for generative models.
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 …
GPU speeds up derivatives sensitivity computation for Heston model options.
This paper proposes a system-agnostic policy for dynamic scheduling.
The paper presents a multi-power law for predicting loss curves across different learning rate schedules.
JAXFit speeds up curve fitting on GPUs.
Current clinical practice to monitor patients' health follows either regular or heuristic-based lab test (e.g. blood test) scheduling. Such practice not only gives rise to redundant measurements accruing cost, but may even lead to unnecessary patient discomfort. From the computational perspective, heuristic-based test …
GPU optimization speeds up large-scale classification tasks.
More and more companies have deployed machine learning (ML) clusters, where deep learning (DL) models are trained for providing various AI-driven services. Efficient resource scheduling is essential for maximal utilization of expensive DL clusters. Existing cluster schedulers either are agnostic to ML workload characte…
A GPU framework speeds up BnB for discrete optimization problems.
Optimal learning rate schedules for SGD in changing data distributions.
Enhances multi-project scheduling with multiple priority rules.
Learning-rate schedules for large models match optimization theory closely, leading to better training.
The study introduces anytime learning schedules for large language models without fixed horizons.
We describe the multi-GPU gradient boosting algorithm implemented in the XGBoost library (https://github.com/dmlc/xgboost). Our algorithm allows fast, scalable training on multi-GPU systems with all of the features of the XGBoost library. We employ data compression techniques to minimise the usage of scarce GPU memory …
With online calendar services gaining popularity worldwide, calendar data has become one of the richest context sources for understanding human behavior. However, event scheduling is still time-consuming even with the development of online calendars. Although machine learning based event scheduling models have automate…
Speeds up deep neural networks training by 10x using GPU concurrency.
In this paper, we present a novel massively parallel algorithm for accelerating the decision tree building procedure on GPUs (Graphics Processing Units), which is a crucial step in Gradient Boosted Decision Tree (GBDT) and random forests training. Previous GPU based tree building algorithms are based on parallel multi-…
Annealed importance sampling (AIS) is a common algorithm to estimate partition functions of useful stochastic models. One important problem for obtaining accurate AIS estimates is the selection of an annealing schedule. Conventionally, an annealing schedule is often determined heuristically or is simply set as a linear…
This work uses reinforcement learning to optimize task scheduling and execution in a dynamic multi-agent warehouse environment.
RFX accelerates and compresses Random Forests for large datasets.
UMAP speeds up significantly with GPU acceleration.
We introduce vine computational graphs for efficient ML integration of vine copulas.
Momentum is a widely used technique for gradient-based optimizers in deep learning. In this paper, we propose a decaying momentum (\textsc{Demon}) rule. We conduct the first large-scale empirical analysis of momentum decay methods for modern neural network optimization, in addition to the most popular learning rate dec…
Training modern deep learning models requires large amounts of computation, often provided by GPUs. Scaling computation from one GPU to many can enable much faster training and research progress but entails two complications. First, the training library must support inter-GPU communication. Depending on the particular …
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…
Schedule-free SGD is optimal for nonconvex optimization problems.
The Long-Short-Term-Memory Recurrent Neural Networks (LSTM RNNs) are a popular class of machine learning models for analyzing sequential data. Their training on modern GPUs, however, is limited by the GPU memory capacity. Our profiling results of the LSTM RNN-based Neural Machine Translation (NMT) model reveal that fea…
Latent Dirichlet Allocation (LDA) is a popular tool for analyzing discrete count data such as text and images. Applications require LDA to handle both large datasets and a large number of topics. Though distributed CPU systems have been used, GPU-based systems have emerged as a promising alternative because of the high…