1,084 research outputs found

    Aggregating algorithm for prediction of packs

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    This paper formulates a protocol for prediction of packs, which is a special case of on-line prediction under delayed feedback. Under the prediction of packs protocol, the learner must make a few predictions without seeing the respective outcomes and then the outcomes are revealed in one go. The paper develops the theory of prediction with expert advice for packs by generalising the concept of mixability. We propose a number of merging algorithms for prediction of packs with tight worst case loss upper bounds similar to those for Vovk’s Aggregating Algorithm. Unlike existing algorithms for delayed feedback settings, our algorithms do not depend on the order of outcomes in a pack. Empirical experiments on sports and house price datasets are carried out to study the performance of the new algorithms and compare them against an existing method

    Aggregating Algorithm for Prediction of Packs

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    This paper formulates a protocol for prediction of packs, which is a special case of on-line prediction under delayed feedback. Under the prediction of packs protocol, the learner must make a few predictions without seeing the respective outcomes and then the outcomes are revealed in one go. The paper develops the theory of prediction with expert advice for packs by generalising the concept of mixability. We propose a number of merging algorithms for prediction of packs with tight worst case loss upper bounds similar to those for Vovk’s Aggregating Algorithm. Unlike existing algorithms for delayed feedback settings, our algorithms do not depend on the order of outcomes in a pack. Empirical experiments on sports and house price datasets are carried out to study the performance of the new algorithms and compare them against an existing method

    Design and Analysis of a Task-based Parallelization over a Runtime System of an Explicit Finite-Volume CFD Code with Adaptive Time Stepping

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    FLUSEPA (Registered trademark in France No. 134009261) is an advanced simulation tool which performs a large panel of aerodynamic studies. It is the unstructured finite-volume solver developed by Airbus Safran Launchers company to calculate compressible, multidimensional, unsteady, viscous and reactive flows around bodies in relative motion. The time integration in FLUSEPA is done using an explicit temporal adaptive method. The current production version of the code is based on MPI and OpenMP. This implementation leads to important synchronizations that must be reduced. To tackle this problem, we present the study of a task-based parallelization of the aerodynamic solver of FLUSEPA using the runtime system StarPU and combining up to three levels of parallelism. We validate our solution by the simulation (using a finite-volume mesh with 80 million cells) of a take-off blast wave propagation for Ariane 5 launcher.Comment: Accepted manuscript of a paper in Journal of Computational Scienc

    Prediction with Expert Advice for Value at Risk

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