86 research outputs found

    Numerical methods for self-validating computations of probabilities and percentiles in selected distributions using interval analysis

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    Most scientific computations are carried out on computers which employ fixed-precision floating-point number systems. Therefore, the accuracy of the values produced by an scalar algorithm without given associated error estimators still pose a problem in today\u27s software. Self-validating numerical methods which not only produce an answer but also produce a guaranteed error bound would be of interest, especially for the following situations: (1) an essentially true answer is required for an accuracy comparison study among several competing algorithms or an accuracy study of a newly developed algorithm, and (2) the computed result has to satisfy given accuracy requirements because it is to be used in subsequent computations;In this study, we use four different numerical tools--interval arithmetic, automatic differentiation, continued fraction, and Taylor series expansion--to develop self-validating numerical integration methods. Then we apply these methods to the computations of probabilities and percentiles in selected distributions;Our software was developed in IBM compatible personal computers equipped with INTEL 80287 NPX. This software includes a support library and several algorithms which compute the probabilities and percentiles of selected distributions. The support library includes basic rounded interval arithmetic operations and some utility routines such as interval complete gamma function and interval tan[superscript]-1 function. These software are available upon request from the authors

    Optimizing hardware function evaluation

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    High-performance and hardware-aware computing: proceedings of the second International Workshop on New Frontiers in High-performance and Hardware-aware Computing (HipHaC\u2711), San Antonio, Texas, USA, February 2011 ; (in conjunction with HPCA-17)

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    High-performance system architectures are increasingly exploiting heterogeneity. The HipHaC workshop aims at combining new aspects of parallel, heterogeneous, and reconfigurable microprocessor technologies with concepts of high-performance computing and, particularly, numerical solution methods. Compute- and memory-intensive applications can only benefit from the full hardware potential if all features on all levels are taken into account in a holistic approach

    Tuning the Computational Effort: An Adaptive Accuracy-aware Approach Across System Layers

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    This thesis introduces a novel methodology to realize accuracy-aware systems, which will help designers integrate accuracy awareness into their systems. It proposes an adaptive accuracy-aware approach across system layers that addresses current challenges in that domain, combining and tuning accuracy-aware methods on different system layers. To widen the scope of accuracy-aware computing including approximate computing for other domains, this thesis presents innovative accuracy-aware methods and techniques for different system layers. The required tuning of the accuracy-aware methods is integrated into a configuration layer that tunes the available knobs of the accuracy-aware methods integrated into a system

    Optimized linear, quadratic and cubic interpolators for elementary function hardware implementations

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    This paper presents a method for designing linear, quadratic and cubic interpolators that compute elementary functions using truncated multipliers, squarers and cubers. Initial coefficient values are obtained using a Chebyshev series approximation. A direct search algorithm is then used to optimize the quantized coefficient values to meet a user-specified error constraint. The algorithm minimizes coefficient lengths to reduce lookup table requirements, maximizes the number of truncated columns to reduce the area, delay and power of the arithmetic units, and minimizes the maximum absolute error of the interpolator output. The method can be used to design interpolators to approximate any function to a user-specified accuracy, up to and beyond 53-bits of precision (e.g., IEEE double precision significand). Linear, quadratic and cubic interpolator designs that approximate reciprocal, square root, reciprocal square root and sine are presented and analyzed. Area, delay and power estimates are given for 16, 24 and 32-bit interpolators that compute the reciprocal function, targeting a 65 nm CMOS technology from IBM. Results indicate the proposed method uses smaller arithmetic units and has reduced lookup table sizes compared to previously proposed methods. The method can be used to optimize coefficients in other systems while accounting for coefficient quantization as well as truncation and rounding effects of multiple arithmetic units.Peer reviewedElectrical and Computer Engineerin

    IAC-DIDAS-N: A Dynamic Interactive Decision Analysis and Support System for Multicriteria Analysis of Nonlinear Models with Nonlinear Model Generator Supporting Model Analysis

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    This paper is one of the series of 11 Working Papers presenting the software for interactive decision support and software tools for developing decision support systems. These products constitute the outcome of the contracted study agreement between the System and Decision Sciences Program at IIASA and several Polish scientific institutions. The theoretical part of these results is presented in the IIASA Working Paper WP-88-071 entitled "Theory, Software and Testing Examples in Decision Support Systems". This volume contains the theoretical and methodological backgrounds of the software systems developed within the project. This paper presents the user documentation for decision analysis and support systems of DIDAS family designed for supporting decision problems when the model of the system under study can be formulated in terms of set of nonlinear equations. The program presented in the paper, called IAC-DIDAS-N is provided with a nonlinear model generator and editor that support definition, edition and symbolic differentiation of nonlinear models for multiobjective decision analysis. A specially introduced standard of defining nonlinear programming models for multiobjective optimization helps to connect the model generator with other parts of the system. Optimization runs involved in interactive, multiobjective decision analysis are performed by a new version of nonlinear programming algorithm specially adapted for multiobjective problems. This algorithm is based on shifted penalty functions and projected conjugate directions techniques. An attachment to this paper presents user documentation for a pilot version of a nonlinear model generator with facilities for symbolic differentiation and other means of fundamental model analysis

    Precision analysis for hardware acceleration of numerical algorithms

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    The precision used in an algorithm affects the error and performance of individual computations, the memory usage, and the potential parallelism for a fixed hardware budget. However, when migrating an algorithm onto hardware, the potential improvements that can be obtained by tuning the precision throughout an algorithm to meet a range or error specification are often overlooked; the major reason is that it is hard to choose a number system which can guarantee any such specification can be met. Instead, the problem is mitigated by opting to use IEEE standard double precision arithmetic so as to be ‘no worse’ than a software implementation. However, the flexibility in the number representation is one of the key factors that can be exploited on reconfigurable hardware such as FPGAs, and hence ignoring this potential significantly limits the performance achievable. In order to optimise the performance of hardware reliably, we require a method that can tractably calculate tight bounds for the error or range of any variable within an algorithm, but currently only a handful of methods to calculate such bounds exist, and these either sacrifice tightness or tractability, whilst simulation-based methods cannot guarantee the given error estimate. This thesis presents a new method to calculate these bounds, taking into account both input ranges and finite precision effects, which we show to be, in general, tighter in comparison to existing methods; this in turn can be used to tune the hardware to the algorithm specifications. We demonstrate the use of this software to optimise hardware for various algorithms to accelerate the solution of a system of linear equations, which forms the basis of many problems in engineering and science, and show that significant performance gains can be obtained by using this new approach in conjunction with more traditional hardware optimisations

    Exponential families on resource-constrained systems

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    This work is about the estimation of exponential family models on resource-constrained systems. Our main goal is learning probabilistic models on devices with highly restricted storage, arithmetic, and computational capabilities—so called, ultra-low-power devices. Enhancing the learning capabilities of such devices opens up opportunities for intelligent ubiquitous systems in all areas of life, from medicine, over robotics, to home automation—to mention just a few. We investigate the inherent resource consumption of exponential families, review existing techniques, and devise new methods to reduce the resource consumption. The resource consumption, however, must not be reduced at all cost. Exponential families possess several desirable properties that must be preserved: Any probabilistic model encodes a conditional independence structure—our methods keep this structure intact. Exponential family models are theoretically well-founded. Instead of merely finding new algorithms based on intuition, our models are formalized within the framework of exponential families and derived from first principles. We do not introduce new assumptions which are incompatible with the formal derivation of the base model, and our methods do not rely on properties of particular high-level applications. To reduce the memory consumption, we combine and adapt reparametrization and regularization in an innovative way that facilitates the sparse parametrization of high-dimensional non-stationary time-series. The procedure allows us to load models in memory constrained systems, which would otherwise not fit. We provide new theoretical insights and prove that the uniform distance between the data generating process and our reparametrized solution is bounded. To reduce the arithmetic complexity of the learning problem, we derive the integer exponential family, based on the very definition of sufficient statistics and maximum entropy estimation. New integer-valued inference and learning algorithms are proposed, based on variational inference, proximal optimization, and regularization. The benefit of this technique is larger, the weaker the underlying system is, e.g., the probabilistic inference on a state-of-the-art ultra-lowpower microcontroller can be accelerated by a factor of 250. While our integer inference is fast, the underlying message passing relies on the variational principle, which is inexact and has unbounded error on general graphs. Since exact inference and other existing methods with bounded error exhibit exponential computational complexity, we employ near minimax optimal polynomial approximations to yield new stochastic algorithms for approximating the partition function and the marginal probabilities. Changing the polynomial degree allows us to control the complexity and the error of our new stochastic method. We provide an error bound that is parametrized by the number of samples, the polynomial degree, and the norm of the model’s parameter vector. Moreover, important intermediate quantities can be precomputed and shared with the weak computational device to reduce the resource requirement of our method even further. All new techniques are empirically evaluated on synthetic and real-world data, and the results confirm the properties which are predicted by our theoretical derivation. Our novel techniques allow a broader range of models to be learned on resource-constrained systems and imply several new research possibilities
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