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arXiv research

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.

169,051 papers · 148 categories

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48 results for High-Performance Computing

The computation of convolution layers in deep neural networks typically rely on high performance routines that trade space for time by using additional memory (either for packing purposes or required as part of the algorithm) to improve performance. The problems with such an approach are two-fold. First, these routines…

2018-09-20abs ↗pdf ↗

Distributed SVM algorithm improves performance in real-world applications.

problem Improving SVM performance in distributed computing environments.
method Proposes HPSVM, a distributed SVM algorithm that minimizes inter-machine communications.
result HPSVM achieves similar or better results than state-of-the-art SVM techniques.

LightOn OPUs accelerate randomized numerical linear algebra, reducing computational costs.

problem Computational bottleneck in randomization step for large-scale linear algebra.
method Near constant-time linear random projections from LightOn OPUs.
result Significant acceleration of RandNLA algorithms with negligible precision loss.

This study explores training Bayesian neural networks at scale using high-performance computing.

problem Challenges in training Bayesian neural networks at scale due to computational overhead.
method High-performance computing with distributed training, network pruning.
result Pruning up to 80% of the network can reduce inference time by 7.0% without significant accuracy loss.

SMURFF accelerates Bayesian Matrix Factorization for large datasets.

problem Efficient implementation of Bayesian Matrix Factorization for large datasets.
method High-performance framework for composing and constructing different Bayesian matrix-factorization methods.
result SMURFF enables large-scale runs of compound-activity prediction.

FPGA-based logic architecture speeds up GBDT training 259x.

problem Training efficiency and power consumption in GBDT models.
method Implemented logic architecture on FPGA, compared with software libraries.
result Training speed 26-259x faster, power efficiency 90-1,104x higher.

PB2 uses probabilistic models to efficiently discover high-performing hyperparameters.

problem Efficiently tuning hyperparameters in reinforcement learning (RL) is computationally expensive and laborious.
method Population-Based Bandits (PB2) uses probabilistic models to guide hyperparameter exploration.
result PB2 discovers high-performing hyperparameter configurations with fewer agents than PBT.

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…

2013-08-12abs ↗pdf ↗

Bayesian optimization algorithm reduces regret with efficient region pruning.

problem Sequential optimization of unknown functions in high-dimensional spaces.
method Gaussian process-based, domain shrinking through tree-based region pruning.
result Order-optimal regret performance with reduced computational complexity.

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.

Machine learning models outperform traditional CAPM in forecasting financial asset prices.

problem Predicting and forecasting financial asset prices and returns.
method Comparison of modern Machine Learning algorithms with the Capital Asset Pricing Model (CAPM) on U.S. equities data.
result Implemented Machine Learning models significantly outperform the CAPM on out-of-sample test data.

Ansor generates high-performance tensor programs for deep learning.

problem Generating high-performance tensor programs for deep learning on various hardware platforms is challenging.
method Ansor uses a hierarchical representation of the search space, sampling programs, and evolutionary search with a learned cost model to find high-performance programs.
result Ansor improves deep neural network execution performance up to 3.8x on Intel CPU, 2.6x on ARM CPU, and 1.7x on NVIDIA GPU.

Paper proposes counterfactual explanations for ML on multivariate time series data.

problem Lack of user trust and difficulty in debugging ML frameworks using multivariate time series data.
method Proposes a novel explainability technique for providing counterfactual explanations.
result Outperforms state-of-the-art explainability methods in metrics like faithfulness and robustness.

Machine learning models predict DM performance for AO systems.

problem Designing high-performance AO systems with large-scale DMs.
method Simulated FE model, neural network estimation, VARX input models, steady-state control.
result Estimated models reproduce DM input-output behavior and predict steady-state performance.

This paper uses machine learning to select kernels for machine learning models on various devices.

problem Traditional kernel auto-tuning is limited for machine learning research with changing network topologies and hyperparameters.
method Combines auto-tuning and machine learning to select kernels for SYCL on various devices.
result Initial results show high performance kernel selection with little developer effort.

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.

Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.

problem Scalability issues in Sparse Deep Neural Networks (DNNs).
method Mathematically defined DNN inference computation, community submissions from various fields.
result Sparse DNN execution time, TmDNNT_{ m DNN}, is strongly dependent on the number of operations, NmopN_{ m op}.

SCQRNN prevents quantile crossing and improves computational efficiency.

problem Quantile crossing issue in regression models.
method Integrates ad hoc sorting in training to prevent quantile crossing and enhance computational efficiency.
result SCQRNN achieves faster convergence and non-intersecting quantiles.

PredNet excels at natural videos but fails on artificial rules, suggesting a trade-off.

problem Generalization of neural network performance across different datasets.
method Evaluation of PredNet on natural and artificial video datasets.
result PredNet's high performance on natural videos is incompatible with its inability to learn artificial rules.

Quality-Diversity algorithms explore multiple high-performing solutions in a search space.

problem Finding multiple high-performing solutions in complex optimization problems.
method Evolutionary computation approach focusing on behavioral space and holistic solution distribution.
result Quality-Diversity algorithms provide a comprehensive view of high-performing solutions in a search space.

ParaMonte simplifies Monte Carlo simulations for various scientific fields.

problem Efficiently performing Monte Carlo simulations for complex models.
method Unified, high-performance, parallelized library for C, C++, Fortran.
result Automates and streamlines Monte Carlo sampling for arbitrary-dimensional functions.

A new method for efficient optimization of expensive simulations on HPC.

problem Efficiently solving computationally expensive simulation-based optimization problems.
method Asynchronous parallel Bayesian optimization with budgeted computational resource.
result Improved efficiency and handling of constraints in optimization.

MLI is an Application Programming Interface designed to address the challenges of building Machine Learn- ing algorithms in a distributed setting based on data-centric computing. Its primary goal is to simplify the development of high-performance, scalable, distributed algorithms. Our initial results show that, relativ…

2013-10-21abs ↗pdf ↗

New algorithm outperforms existing ones in multi-player bandit problems without sensing.

problem Decentralized multi-player multi-armed bandit problem without collision or sensing info.
method Randomized Selfish KL-UCB, inspired by Selfish KL-UCB, with low complexity.
result Randomized Selfish KL-UCB outperforms state-of-the-art algorithms in almost all environments.

Reinforcement learning (RL) tasks are challenging to implement, execute and test due to algorithmic instability, hyper-parameter sensitivity, and heterogeneous distributed communication patterns. We argue for the separation of logical component composition, backend graph definition, and distributed execution. To this e…

2018-10-21abs ↗pdf ↗

Generative model creates diverse neural network weights efficiently.

problem Creating high-performance and diverse weights for neural networks.
method Trains a hypernetwork mapping latent vectors to high-performance weights, balancing accuracy and diversity.
result Generated weights form a diverse manifold, improving classification accuracy.

ProtTrans models predict protein features without evolutionary info.

problem Predicting protein features from amino acid sequences.
method Self-supervised deep learning on large protein datasets.
result ProtT5 embeddings outperform state-of-the-art for per-residue predictions.

Bayesian optimization has emerged as a strong candidate tool for global optimization of functions with expensive evaluation costs. However, due to the dynamic nature of research in Bayesian approaches, and the evolution of computing technology, using Bayesian optimization in a parallel computing environment remains a c…

2018-07-01abs ↗pdf ↗

MO-PaDGAN generates diverse, high-performance designs with multiple metrics.

problem Challenges in generating diverse, high-performance designs with multiple metrics.
method MO-PaDGAN uses a new Determinantal Point Processes based loss function for probabilistic modeling of diversity and performances.
result MO-PaDGAN expands the design space towards high-performance regions and generates new designs with high diversity and performances.

Factor Engine simplifies financial factor computation and analysis in Python.

problem Efficient computation and analysis of financial factors.
method Modular, extensible Python library with decorators, integrates with data science ecosystem.
result Mispricing factors computed by Factor Engine and Stata implementation are highly similar.

AgEBO-Tabular combines NAS and hyperparameter tuning for fast, high-performing tabular models.

problem Developing high-performing predictive models for large tabular data sets is challenging.
method Combines aging evolution NAS and asynchronous Bayesian optimization for hyperparameter tuning in data-parallel training.
result Automatically discovered neural network models outperform state-of-the-art AutoML ensembles in inference speed by two orders of magnitude.

BAIL learns high-performing policies from batch data without additional interactions.

problem Learning high-performing policies from batch data without additional interactions.
method BAIL learns a V function, selects high-performing actions, and trains a policy network using those actions.
result BAIL outperforms other batch Q-learning and imitation-learning schemes in MuJoCo benchmark.

Stochastic variational inference (SVI) employs stochastic optimization to scale up Bayesian computation to massive data. Since SVI is at its core a stochastic gradient-based algorithm, horizontal parallelism can be harnessed to allow larger scale inference. We propose a lock-free parallel implementation for SVI which a…

2018-01-12abs ↗pdf ↗

Dynamic neural network toolkits such as PyTorch, DyNet, and Chainer offer more flexibility for implementing models that cope with data of varying dimensions and structure, relative to toolkits that operate on statically declared computations (e.g., TensorFlow, CNTK, and Theano). However, existing toolkits - both static…

2017-05-22abs ↗pdf ↗