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.
LoRA fine-tuning on CPUs without GPUs achieves comparable performance to GPU-based methods.
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…
A GPU-based workflow for building physics emulators of hypersonic flows
cuRegOT accelerates GPU-based entropic OT solving.
AI methods often fail to outperform classical CPU-based solvers on Maximum Independent Set problems.
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-…
Energy savings for DNN inference on resource-constrained devices.
New GPU algorithm boosts machine learning with larger datasets.
In this paper, we propose a deep, globally normalized topic model that incorporates structural relationships connecting documents in socially generated corpora, such as online forums. Our model (1) captures discursive interactions along observed reply links in addition to traditional topic information, and (2) incorpor…
Capsule Networks have great potential to tackle problems in structural biology because of their attention to hierarchical relationships. This paper describes the implementation and application of a Capsule Network architecture to the classification of RAS protein family structures on GPU-based computational resources. …
JAXFit speeds up curve fitting on GPUs.
KFServing simplifies serverless machine learning model deployment.
This paper presents OptNet, a network architecture that integrates optimization problems (here, specifically in the form of quadratic programs) as individual layers in larger end-to-end trainable deep networks. These layers encode constraints and complex dependencies between the hidden states that traditional convoluti…
Parametric images provide insight into the spatial distribution of physiological parameters, but they are often extremely noisy, due to low SNR of tomographic data. Direct estimation from projections allows accurate noise modeling, improving the results of post-reconstruction fitting. We propose a method, which we name…
New GPU-based algorithm for fast optimal transport on brain tractograms.
We introduce an online tensor decomposition based approach for two latent variable modeling problems namely, (1) community detection, in which we learn the latent communities that the social actors in social networks belong to, and (2) topic modeling, in which we infer hidden topics of text articles. We consider decomp…
Extensive neural networks eliminate the need for SABR pricing formulas.
Convolutional neural networks have recently achieved significant breakthroughs in various image classification tasks. However, they are computationally expensive,which can make their feasible mplementation on embedded and low-power devices difficult. In this paper convolutional neural network binarization is implemente…
We describe a novel spiking neural network (SNN) for automated, real-time handwritten digit classification and its implementation on a GP-GPU platform. Information processing within the network, from feature extraction to classification is implemented by mimicking the basic aspects of neuronal spike initiation and prop…
High-throughput 3D control training system achieves 100,000 FPS.
Synchronized stochastic gradient descent (SGD) optimizers with data parallelism are widely used in training large-scale deep neural networks. Although using larger mini-batch sizes can improve the system scalability by reducing the communication-to-computation ratio, it may hurt the generalization ability of the models…
Traditional sequence-to-sequence (seq2seq) models and other variations of the attention-mechanism such as hierarchical attention have been applied to the text summarization problem. Though there is a hierarchy in the way humans use language by forming paragraphs from sentences and sentences from words, hierarchical mod…
Study compares BERT with other sentiment analysis models.
Paper proposes a GPU-based system for training massive deep learning models in ads systems.
GPU (graphics processing unit) has been used for many data-intensive applications. Among them, deep learning systems are one of the most important consumer systems for GPU nowadays. As deep learning applications impose deeper and larger models in order to achieve higher accuracy, memory management becomes an important …
New software package for scalable DPMM inference on large datasets.
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…
Improved iterative methods for risk parity portfolio weights.
We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…
A new method combines Laplace and Variational Bayes for scalable inference.
Unified framework for model explanation methods based on feature removal.
This work reviews and evaluates methods for predicting prediction intervals in regression problems.
Derives kernel PCA with Nyström method for scalability.
In this paper, the author considers the numerical computation of CVA for large systems by Mote Carlo methods. He introduces two types of stochastic mesh methods for the computations of CVA. In the first method, stochastic mesh method is used to obtain the future value of the derivative contracts. In the second method, …
New method combines spectral and sparse methods for Gaussian processes.
A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.
New methods using natural gradient for structured optimization.
Recently, {\it stochastic momentum} methods have been widely adopted in training deep neural networks. However, their convergence analysis is still underexplored at the moment, in particular for non-convex optimization. This paper fills the gap between practice and theory by developing a basic convergence analysis of t…
We investigate methods for pricing American options under the variance gamma model. The variance gamma process is a pure jump process which is constructed by replacing the calendar time by the gamma time in a Brownian motion with drift, which makes it a time-changed Brownian motion. In general, the finite difference me…
A new method speeds up deep neural network training.
We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization functions such as structured regularizations. Although the original ADMM is a batch…
NCG methods improve shape optimization efficiency.
Geometric methods study 3-manifold splittings.
We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing problems arising from market models with multiple stochastic factors. We demons…
Proposes UTC method for stock price prediction with uncertainty quantification.
Survey of spectral, probabilistic, and deep metric learning methods.
Various approaches to gene selection for cancer classification based on microarray data can be found in the literature and they may be grouped into two categories: univariate methods and multivariate methods. Univariate methods look at each gene in the data in isolation from others. They measure the contribution of a p…
A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.