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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.

168,932 papers · 148 categories

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48 results for wall-clock speedups

The early layers of a deep neural net have the fewest parameters, but take up the most computation. In this extended abstract, we propose to only train the hidden layers for a set portion of the training run, freezing them out one-by-one and excluding them from the backward pass. Through experiments on CIFAR, we empiri…

2017-06-15abs ↗pdf ↗

Evolution Strategies (ES) emerged as a scalable alternative to popular Reinforcement Learning (RL) techniques, providing an almost perfect speedup when distributed across hundreds of CPU cores thanks to a reduced communication overhead. Despite providing large improvements in wall-clock time, ES is data inefficient whe…

2018-11-12abs ↗pdf ↗

Sparse attention model reduces long-context inference time with exponential accuracy guarantees.

problem Efficiently processing long-context queries in large language models.
method Formalizes attention as a projection onto key vectors, analyzes entropic relaxation, and introduces Vashista Sparse Attention.
result Sparse attention concentrates on a constant-size active face, leading to exponential decay of inactive tokens' mass and linear scaling of active face error.

Enhances SGLD for log-concave posteriors with asynchronous computation.

problem Sampling log-concave posterior distributions efficiently.
method Integrates asynchronous computation into SGLD with delayed gradients.
result Convergence in measure is not significantly affected by delayed gradient information.

Nash integrates covariate-specific side info into sparse regression via neural networks.

problem Sparse linear regression struggles with covariates exhibiting structure or coming from heterogeneous sources.
method Neural Adaptive Shrinkage (Nash) framework that integrates side information into sparse regression via neural networks. Uses split variational empirical Bayes algorithm.
result Nash improves accuracy and adaptability over existing methods in real data experiments.

Locally Accelerated Conditional Gradients improve convergence rates for smooth convex optimization problems.

problem Achieving optimal convergence rates for smooth convex optimization problems over polytopes.
method Locally Accelerated Conditional Gradients, coupling accelerated steps with conditional gradient steps.
result Achieves optimal accelerated local convergence for smooth strongly convex problems.

A new federated learning method speeds up training by selecting faster nodes first.

problem System heterogeneity and stragglers slow down federated learning.
method Adaptive selection of nodes based on data statistical characteristics.
result Significant speedup in wall-clock time compared to standard federated learning.

Deep autoregressive sequence-to-sequence models have demonstrated impressive performance across a wide variety of tasks in recent years. While common architecture classes such as recurrent, convolutional, and self-attention networks make different trade-offs between the amount of computation needed per layer and the le…

2018-11-07abs ↗pdf ↗

This study compares parallel SMC and MCMC for Bayesian deep learning, showing SMC parallel is faster.

problem Efficiently performing Bayesian deep learning with parallel computing.
method Compared sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) in parallel settings.
result Parallel SMC achieves similar convergence as a single SMC but with reduced communication time.

Warm-starting neural networks can lead to worse performance than fresh starts.

problem Warm-starting neural networks can degrade performance compared to fresh starts.
method Analyzed and provided a simple trick to overcome the degradation of warm-starting.
result A simple trick can overcome the degradation of warm-starting in several important situations.

MASF improves score-based filters for high-dimensional nonlinear systems with spatially sparse measurements.

problem Challenges in data assimilation for nonlinear, high-dimensional systems with spatially sparse measurements.
method Developed a forward process tailored for filtering that transforms the system state toward the measurement space, enabling a theoretically sound formulation of the likelihood score.
result MASF shows improved performance over existing score-based filters and ensemble-type Kalman filters, achieving up to a 28.2× wall-clock speedup.

A new approach to protein language models combines latent space prediction with masked language modeling.

problem Improving protein language models by predicting amino acid identities at masked positions.
method A variant of masked language modeling that predicts latent targets only at masked positions, retaining the MLM cross-entropy.
result The new approach outperforms pure masked language modeling on 11 out of 16 downstream tasks.

ProxSkip achieves linear speedup in distributed non-convex optimization.

problem Achieving linear speedup in distributed non-convex optimization.
method Unified convergence analysis for stochastic non-convex, convex, and strongly convex problems.
result ProxSkip achieves linear speedup in the number of nodes under stochastic gradients.

This paper represents a preliminary (pre-reviewing) version of a sublinear variational algorithm for isotropic Gaussian mixture models (GMMs). Further developments of the algorithm for GMMs with diagonal covariance matrices (instead of isotropic clusters) and their corresponding benchmarking results have been published…

2018-10-01abs ↗pdf ↗

Linear speedup achieved in non-convex optimization for decentralized systems.

problem Achieving optimal performance in decentralized non-convex optimization.
method Examined the dependence of convergence guarantees on spectral properties of combination policies.
result Linear speedup in saddle-point escape time for symmetric combination policies.

NAC-FL optimizes model updates in FL systems by adapting compression to network congestion.

problem Federated Learning systems face congestion and delays in data exchanges.
method NAC-FL dynamically adjusts client compression based on network congestion.
result NAC-FL reduces training time and achieves robust performance improvements.

New insights explain speedup saturation in distributed learning with large batches and delays.

problem Understanding and optimizing speedup in distributed learning with large batches and delays.
method Theoretical analysis of strongly convex, convex, and non-convex settings, considering data sparsity.
result Identification of a data-dependent parameter explaining speedup saturation in both batch size and gradient staleness.

Quantum computing offers a quadratic speedup for estimating non-linear functionals.

problem Estimating non-linear functionals of probability distributions.
method Proposes a quantum-inside-quantum Monte Carlo algorithm for a broad class of non-linear estimation problems.
result Achieves a quadratic speedup for non-linear estimation problems, including nested conditional expectations and stochastic optimization.

ALMAB-DC optimizes expensive black-box experiments using active learning and distributed computing.

problem Efficiently optimizing expensive, gradient-free objectives in computational statistics and machine learning.
method Combines active learning, multi-armed bandits, and distributed asynchronous computing.
result Achieves lower simple regret and superior performance in various tasks compared to non-ALMAB baselines.

Predicting structured outputs can be computationally onerous due to the combinatorially large output spaces. In this paper, we focus on reducing the prediction time of a trained black-box structured classifier without losing accuracy. To do so, we train a speedup classifier that learns to mimic a black-box classifier u…

2018-06-11abs ↗pdf ↗

D-Wave hybrid quantum-classical portfolio optimization shows classical decomposition is key, not quantum sampling.

problem Optimizing portfolios with constraints using hybrid quantum-classical methods.
method Operational decomposition audit of D-Wave's hybrid quantum-classical service on mean-variance-turnover instances.
result Classical decomposition and feasibility-aware reassembly are key to hybrid quantum-classical performance.

Quantum algorithm speeds up nested expectation estimation by nearly quadratically.

problem Estimating repeatedly nested expectations with quantum computing.
method Proposes a quantum algorithm achieving nearly quadratic speedup over classical methods.
result Achieves nearly quadratic speedup for RNEs, up to logarithmic factors.

Federated Q-Learning achieves linear regret speedup with low communication cost.

problem Achieving linear regret speedup in federated reinforcement learning without high communication costs.
method Proposed two federated Q-Learning algorithms: FedQ-Hoeffding and FedQ-Bernstein, using event-triggered synchronization, novel step size selection, and concentration inequalities.
result Total regrets achieve linear speedup compared to single-agent counterparts with logarithmic communication cost.

Optimized parallel RNN training reaches up to 845x speedup.

problem Expensive RNN training through back-propagation through time (BPTT).
method Optimized parallel algorithm \opt based on ELM, leveraging GPU shared memory and QR factorization.
result Up to 845x speedup over sequential training and 20x less time to train.

New algorithm achieves linear speedup in non-i.i.d. federated bilevel learning.

problem Linear speedup in convergence for non-i.i.d. datasets in federated bilevel optimization.
method Proposes FedMBO with a novel client sampling scheme for non-i.i.d. datasets.
result Achieves a convergence rate of O(1/√(nK) + 1/K + √n/K³/²).

We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and non-probabilistic approaches, and do not require additional samples to estimate t…

2016-10-26abs ↗pdf ↗

Quantum algorithms speed up derivative pricing beyond Black-Scholes models.

problem Quantum speedups for derivative pricing beyond Black-Scholes models.
method Utilizing fast-forwardability and quantum Milstein sampler for non-GBM models, and improved numerical integration for GBM and CIR models.
result Quadratic speedups for derivative pricing in practical models like CIR and Heston's model.

ECD algorithm speeds up non-convex optimization, offering quantum and stochastic enhancements.

problem Non-convex optimization challenges in machine learning.
method Energy Conserving Descent (ECD) algorithm, stochastic ECD dynamics (sECD), quantum ECD Hamiltonian (qECD).
result ECD and its quantum version achieve exponential speedup over gradient descent.

Unified analysis of Federated Averaging and Nesterov FedAvg for linear speedup.

problem Understanding convergence of FL algorithms under non-i.i.d. data and partial participation.
method Systematic study of convergence guarantees for FedAvg and Nesterov FedAvg under different conditions.
result Unified analysis of linear speedup for FedAvg and Nesterov FedAvg in various settings.

In stochastic optimization, using large batch sizes during training can leverage parallel resources to produce faster wall-clock training times per training epoch. However, for both training loss and testing error, recent results analyzing large batch Stochastic Gradient Descent (SGD) have found sharp diminishing retur…

2019-03-14abs ↗pdf ↗

A central task in the field of quantum computing is to find applications where quantum computer could provide exponential speedup over any classical computer. Machine learning represents an important field with broad applications where quantum computer may offer significant speedup. Several quantum algorithms for discr…

2017-11-06abs ↗pdf ↗