Decoding Hidden Markov Models Faster Than Viterbi Via Online Matrix-Vector (max, +)-Multiplication

In this paper, we present a novel algorithm for the maximum a posteriori decoding (MAPD) of time-homogeneous Hidden Markov Models (HMM), improving the worst-case running time of the classical Viterbi algorithm by a logarithmic factor. In our approach, we interpret the Viterbi algorithm as a repeated computation of matrix-vector $(\max, +)$-multiplications. On time-homogeneous HMMs, this computation is online: a matrix, known in advance, has to be multiplied with several vectors revealed one at a time. Our main contribution is an algorithm solving this version of matrix-vector $(\max,+)$-multiplication in subquadratic time, by performing a polynomial preprocessing of the matrix. Employing this fast multiplication algorithm, we solve the MAPD problem in $O(mn^2/ \log n)$ time for any time-homogeneous HMM of size $n$ and observation sequence of length $m$, with an extra polynomial preprocessing cost negligible for $m > n$. To the best of our knowledge, this is the first algorithm for the MAPD problem requiring subquadratic time per observation, under the only assumption -- usually verified in practice -- that the transition probability matrix does not change with time.Comment: AAAI 2016, to appea

NVIDIA Tensor Core Programmability, Performance & Precision

The NVIDIA Volta GPU microarchitecture introduces a specialized unit, called "Tensor Core" that performs one matrix-multiply-and-accumulate on 4x4 matrices per clock cycle. The NVIDIA Tesla V100 accelerator, featuring the Volta microarchitecture, provides 640 Tensor Cores with a theoretical peak performance of 125 Tflops/s in mixed precision. In this paper, we investigate current approaches to program NVIDIA Tensor Cores, their performances and the precision loss due to computation in mixed precision. Currently, NVIDIA provides three different ways of programming matrix-multiply-and-accumulate on Tensor Cores: the CUDA Warp Matrix Multiply Accumulate (WMMA) API, CUTLASS, a templated library based on WMMA, and cuBLAS GEMM. After experimenting with different approaches, we found that NVIDIA Tensor Cores can deliver up to 83 Tflops/s in mixed precision on a Tesla V100 GPU, seven and three times the performance in single and half precision respectively. A WMMA implementation of batched GEMM reaches a performance of 4 Tflops/s. While precision loss due to matrix multiplication with half precision input might be critical in many HPC applications, it can be considerably reduced at the cost of increased computation. Our results indicate that HPC applications using matrix multiplications can strongly benefit from using of NVIDIA Tensor Cores.Comment: This paper has been accepted by the Eighth International Workshop on Accelerators and Hybrid Exascale Systems (AsHES) 201

Chameleon: A Hybrid Secure Computation Framework for Machine Learning Applications

We present Chameleon, a novel hybrid (mixed-protocol) framework for secure function evaluation (SFE) which enables two parties to jointly compute a function without disclosing their private inputs. Chameleon combines the best aspects of generic SFE protocols with the ones that are based upon additive secret sharing. In particular, the framework performs linear operations in the ring $\mathbb{Z}_{2^l}$ using additively secret shared values and nonlinear operations using Yao's Garbled Circuits or the Goldreich-Micali-Wigderson protocol. Chameleon departs from the common assumption of additive or linear secret sharing models where three or more parties need to communicate in the online phase: the framework allows two parties with private inputs to communicate in the online phase under the assumption of a third node generating correlated randomness in an offline phase. Almost all of the heavy cryptographic operations are precomputed in an offline phase which substantially reduces the communication overhead. Chameleon is both scalable and significantly more efficient than the ABY framework (NDSS'15) it is based on. Our framework supports signed fixed-point numbers. In particular, Chameleon's vector dot product of signed fixed-point numbers improves the efficiency of mining and classification of encrypted data for algorithms based upon heavy matrix multiplications. Our evaluation of Chameleon on a 5 layer convolutional deep neural network shows 133x and 4.2x faster executions than Microsoft CryptoNets (ICML'16) and MiniONN (CCS'17), respectively

Low-complexity RLS algorithms using dichotomous coordinate descent iterations

In this paper, we derive low-complexity recursive least squares (RLS) adaptive filtering algorithms. We express the RLS problem in terms of auxiliary normal equations with respect to increments of the filter weights and apply this approach to the exponentially weighted and sliding window cases to derive new RLS techniques. For solving the auxiliary equations, line search methods are used. We first consider conjugate gradient iterations with a complexity of O(N-2) operations per sample; N being the number of the filter weights. To reduce the complexity and make the algorithms more suitable for finite precision implementation, we propose a new dichotomous coordinate descent (DCD) algorithm and apply it to the auxiliary equations. This results in a transversal RLS adaptive filter with complexity as low as 3N multiplications per sample, which is only slightly higher than the complexity of the least mean squares (LMS) algorithm (2N multiplications). Simulations are used to compare the performance of the proposed algorithms against the classical RLS and known advanced adaptive algorithms. Fixed-point FPGA implementation of the proposed DCD-based RLS algorithm is also discussed and results of such implementation are presented