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.
swTVM optimizes deep learning code for Sunway processors.
Word2vec is a widely used algorithm for extracting low-dimensional vector representations of words. State-of-the-art algorithms including those by Mikolov et al. have been parallelized for multi-core CPU architectures, but are based on vector-vector operations with "Hogwild" updates that are memory-bandwidth intensive …
Adaptive caching strategy improves SVM training efficiency.
Flexible VHDL design for multiple neural networks on FPGAs.
The paper introduces new processors for fair credit scoring.
Optical co-processor speeds up neural network training.
Paper tackles efficient training of linear models on manycore processors.
We present a parallel algorithm that computes the ask and bid prices of an American option when proportional transaction costs apply to the trading of the underlying asset. The algorithm computes the prices on recombining binomial trees, and is designed for modern multi-core processors. Although parallel option pricing…
FLAME auto-labels mobile data efficiently on diverse processors.
To solve the big topic modeling problem, we need to reduce both time and space complexities of batch latent Dirichlet allocation (LDA) algorithms. Although parallel LDA algorithms on the multi-processor architecture have low time and space complexities, their communication costs among processors often scale linearly wi…
Biological and artificial neural systems are composed of many local processors, and their capabilities depend upon the transfer function that relates each local processor's outputs to its inputs. This paper uses a recent advance in the foundations of information theory to study the properties of local processors that u…
Predicting the number of clock cycles a processor takes to execute a block of assembly instructions in steady state (the throughput) is important for both compiler designers and performance engineers. Building an analytical model to do so is especially complicated in modern x86-64 Complex Instruction Set Computer (CISC…
Photonic co-processor speeds up training of large neural networks.
This paper evaluates ASR models on various co-processors, showing hardware acceleration benefits.
This paper tackles energy-efficient machine learning on low-power devices.
We consider learning problems over training sets in which both, the number of training examples and the dimension of the feature vectors, are large. To solve these problems we propose the random parallel stochastic algorithm (RAPSA). We call the algorithm random parallel because it utilizes multiple parallel processors…
Advances in asynchronous optimization methods for machine learning.
A new technique reduces the size of rRNNs for time series prediction.
Optimizes pipelined computation and communication for edge learning within latency constraints.
In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex function. The theoretical speedup, as compared to the serial method, and referring…
We study the performance of a family of randomized parallel coordinate descent methods for minimizing the sum of a nonsmooth and separable convex functions. The problem class includes as a special case L1-regularized L1 regression and the minimization of the exponential loss ("AdaBoost problem"). We assume the input da…
PSP dynamically learns structured sparsity in DNNs for better parallelism.
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…
Low power digital signal processors (DSPs) typically have a very limited amount of memory in which to cache data. In this paper we develop efficient bottleneck feature (BNF) extractors that can be run on a DSP, and retrain a baseline large-vocabulary continuous speech recognition (LVCSR) system to use these BNFs with o…
Markov Chain Monte Carlo (MCMC) sampling from a posterior distribution corresponding to a massive data set can be computationally prohibitive since producing one sample requires a number of operations that is linear in the data size. In this paper, we introduce a new communication-free parallel method, the Likelihood I…
New Ising models improve consensus clustering on specialized hardware.
NLM combines neural networks and logic programming for complex reasoning.
The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and distribute the computation over several processors. While online variants of the Exp…
SySCD improves SCD scalability and speeds up training.
New algorithm solves optimization problems without submodularity.
Quantum models improve data generation from noisy quantum processors.
New algorithm speeds up polynomial kernel approximations.
A current challenge for data management systems is to support the construction and maintenance of machine learning models over data that is large, multi-dimensional, and evolving. While systems that could support these tasks are emerging, the need to scale to distributed, streaming data requires new models and algorith…
New method uses quantum computing to process classical data efficiently.
Quantum machine learning aims to solve learning problems more efficiently.
Novel framework explains generalization in deep neural networks.
Both the scientific community and the popular press have paid much attention to the speed of the Securities Information Processor, the data feed consolidating all trades and quotes across the US stock market. Rather than the speed of the Securities Information Processor, or SIP, we focus here on its accuracy. Relying o…
Adaptive Quantum Conformal Prediction improves reliability of quantum machine learning predictions.
This paper presents a fast Bayesian filtering technique for state estimation.
Stochastic variational inference (SVI), the state-of-the-art algorithm for scaling variational inference to large-datasets, is inherently serial. Moreover, it requires the parameters to fit in the memory of a single processor; this is problematic when the number of parameters is in billions. In this paper, we propose e…
This paper introduces SS-MAMP to address convergence issues in AMP algorithms.
EmBench evaluates DNN performance on various devices, identifying bottlenecks.
In this paper we focus on the problem of finding the optimal weights of the shallowest of neural networks consisting of a single Rectified Linear Unit (ReLU). These functions are of the form with denoting the weight vector. …
The paper explores fairness in credit scoring using machine learning.
High-performance neural network training on a cluster of Pentium III processors.
POAP and pySOT improve surrogate optimization of expensive functions.
New method calibrates probabilistic linear solver for online coverage guarantees.
The construction of Mapper has emerged in the last decade as a powerful and effective topological data analysis tool that approximates and generalizes other topological summaries, such as the Reeb graph, the contour tree, split, and joint trees. In this paper, we study the parallel analysis of the construction of Mappe…