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.
One reflection suffices for orthogonal weights, reducing GPU usage.
NetFuse merges different DNN models with varying weights for faster inference.
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…
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-…
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…
Paper proposes a GPU-based system for training massive deep learning models in ads systems.
RFX accelerates and compresses Random Forests for large datasets.
Efficient kernel methods for large datasets using GPU acceleration.
The evolution of MobileNets has laid a solid foundation for neural network applications on mobile end. With the latest MobileNetV3, neural architecture search again claimed its supremacy in network design. Unfortunately, till today all mobile methods mainly focus on CPU latencies instead of GPU, the latter, however, is…
Recent technological advances have proliferated the available computing power, memory, and speed of modern Central Processing Units (CPUs), Graphics Processing Units (GPUs), and Field Programmable Gate Arrays (FPGAs). Consequently, the performance and complexity of Artificial Neural Networks (ANNs) is burgeoning. While…
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…
New methods speed up training of differentially private deep learning models.
The past years have witnessed many dedicated open-source projects that built and maintain implementations of Support Vector Machines (SVM), parallelized for GPU, multi-core CPUs and distributed systems. Up to this point, no comparable effort has been made to parallelize the Elastic Net, despite its popularity in many h…
Neural architecture search (NAS) has a great impact by automatically designing effective neural network architectures. However, the prohibitive computational demand of conventional NAS algorithms (e.g. GPU hours) makes it difficult to \emph{directly} search the architectures on large-scale tasks (e.g. ImageNet).…
XGBoost implements AFT models for survival regression.
aweSOM accelerates SOM clustering for large datasets.
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…
BlosSOM improves data visualization for large datasets.
SSH-Net: A Deep Neural Network for Predicting Failure Time Distribution Functions under Competing Risks with GPU Data
Extends GENO framework for GPU optimization of constrained ML problems.
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 …
Deep neural network models used for medical image segmentation are large because they are trained with high-resolution three-dimensional (3D) images. Graphics processing units (GPUs) are widely used to accelerate the trainings. However, the memory on a GPU is not large enough to train the models. A popular approach to …
Modern machine learning models are typically trained using Stochastic Gradient Descent (SGD) on massively parallel computing resources such as GPUs. Increasing mini-batch size is a simple and direct way to utilize the parallel computing capacity. For small batch an increase in batch size results in the proportional red…
This paper optimizes neural network training by packing multiple models on a single GPU.
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 …
The impact of the maximally possible batch size (for the better runtime) on performance of graphic processing units (GPU) and tensor processing units (TPU) during training and inference phases is investigated. The numerous runs of the selected deep neural network (DNN) were performed on the standard MNIST and Fashion-M…
GPU speeds up derivatives sensitivity computation for Heston model options.
JAXFit speeds up curve fitting on GPUs.
GPU optimization speeds up large-scale classification tasks.
A GPU framework speeds up BnB for discrete optimization problems.
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 …
Speeds up deep neural networks training by 10x using GPU concurrency.
UMAP speeds up significantly with GPU acceleration.
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 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…
TorchKM: A GPU-Oriented Library for Kernel Learning and Model Selection
New GPU kernels boost deep learning speed and memory efficiency.
Deep learning models can take weeks to train on a single GPU-equipped machine, necessitating scaling out DL training to a GPU-cluster. However, current distributed DL implementations can scale poorly due to substantial parameter synchronization over the network, because the high throughput of GPUs allows more data batc…
cuRegOT accelerates GPU-based entropic OT solving.
Gradient boosting decision trees (GBDTs) have seen widespread adoption in academia, industry and competitive data science due to their state-of-the-art performance in many machine learning tasks. One relative downside to these models is the large number of hyper-parameters that they expose to the end-user. To maximize …
LoRA fine-tuning on CPUs without GPUs achieves comparable performance to GPU-based methods.
Framework optimizes cloud container sizing for ML tasks.
New GPU algorithm speeds up Gaussian Process analysis.
Quasi-Monte Carlo speeds up option Greeks calculation on GPUs.
GPU speeds up Monte Carlo simulations for large time steps.
The graphics processing unit (GPU) has emerged as a powerful and cost effective processor for general performance computing. GPUs are capable of an order of magnitude more floating-point operations per second as compared to modern central processing units (CPUs), and thus provide a great deal of promise for computation…
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…