12,462 research outputs found

    JALAD: Joint Accuracy- and Latency-Aware Deep Structure Decoupling for Edge-Cloud Execution

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    Recent years have witnessed a rapid growth of deep-network based services and applications. A practical and critical problem thus has emerged: how to effectively deploy the deep neural network models such that they can be executed efficiently. Conventional cloud-based approaches usually run the deep models in data center servers, causing large latency because a significant amount of data has to be transferred from the edge of network to the data center. In this paper, we propose JALAD, a joint accuracy- and latency-aware execution framework, which decouples a deep neural network so that a part of it will run at edge devices and the other part inside the conventional cloud, while only a minimum amount of data has to be transferred between them. Though the idea seems straightforward, we are facing challenges including i) how to find the best partition of a deep structure; ii) how to deploy the component at an edge device that only has limited computation power; and iii) how to minimize the overall execution latency. Our answers to these questions are a set of strategies in JALAD, including 1) A normalization based in-layer data compression strategy by jointly considering compression rate and model accuracy; 2) A latency-aware deep decoupling strategy to minimize the overall execution latency; and 3) An edge-cloud structure adaptation strategy that dynamically changes the decoupling for different network conditions. Experiments demonstrate that our solution can significantly reduce the execution latency: it speeds up the overall inference execution with a guaranteed model accuracy loss.Comment: conference, copyright transfered to IEE

    Topological structures in the equities market network

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    We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that incorporate the interaction of clustered partitions into a random model and generalize the Gaussian ensemble. As an application we analyze a correlation matrix derived from four years of close prices of equities in the NYSE and NASDAQ. In this example we expose (1) a natural structure composed of two interacting partitions of the market that both agrees with and generalizes standard notions of scale (eg., sector and industry) and (2) structure in the first partition that is a topological manifestation of a well-known pattern of capital flow called "sector rotation.'' Our approach gives rise to a natural form of multiresolution analysis of the underlying time series that naturally decomposes the basic data in terms of the effects of the different scales at which it clusters. The equities market is a prototypical complex system and we expect that our approach will be of use in understanding a broad class of complex systems in which correlation structures are resident.Comment: 17 pages, 4 figures, 3 table
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