1,813 research outputs found
Working with OpenCL to Speed Up a Genetic Programming Financial Forecasting Algorithm: Initial Results
The genetic programming tool EDDIE has been shown to be a successful financial forecasting tool, however it has suffered from an increase in execution time as new features have been added. Speed is an important aspect in financial problems, especially in the field of algorithmic trading, where a delay in taking a decision could cost millions. To offset this performance loss, EDDIE has been modified to take advantage of multi-core CPUs and dedicated GPUs. This has been achieved by modifying the candidate solution evaluation to use an OpenCL kernel, allowing the parallel evaluation of solutions. Our computational results have shown improvements in the running time of EDDIE when the evaluation was delegated to the OpenCL kernel running on a multi-core CPU, with speed ups up to 21 times faster than the original EDDIE algorithm. While most previous works in the literature reported significantly improvements in performance when running an OpenCL kernel on a GPU device, we did not observe this in our results. Further investigation revealed that memory copying overheads and branching code in the kernel are potentially causes of the (under-)performance of the OpenCL kernel when running on the GPU device
Exploiting Tournament Selection for Efficient Parallel Genetic Programming
Genetic Programming (GP) is a computationally intensive technique which is
naturally parallel in nature. Consequently, many attempts have been made to
improve its run-time from exploiting highly parallel hardware such as GPUs.
However, a second methodology of improving the speed of GP is through
efficiency techniques such as subtree caching. However achieving parallel
performance and efficiency is a difficult task. This paper will demonstrate an
efficiency saving for GP compatible with the harnessing of parallel CPU
hardware by exploiting tournament selection. Significant efficiency savings are
demonstrated whilst retaining the capability of a high performance parallel
implementation of GP. Indeed, a 74% improvement in the speed of GP is achieved
with a peak rate of 96 billion GPop/s for classification type problems
Deep Learning: Our Miraculous Year 1990-1991
In 2020, we will celebrate that many of the basic ideas behind the deep
learning revolution were published three decades ago within fewer than 12
months in our "Annus Mirabilis" or "Miraculous Year" 1990-1991 at TU Munich.
Back then, few people were interested, but a quarter century later, neural
networks based on these ideas were on over 3 billion devices such as
smartphones, and used many billions of times per day, consuming a significant
fraction of the world's compute.Comment: 37 pages, 188 references, based on work of 4 Oct 201
Easy over Hard: A Case Study on Deep Learning
While deep learning is an exciting new technique, the benefits of this method
need to be assessed with respect to its computational cost. This is
particularly important for deep learning since these learners need hours (to
weeks) to train the model. Such long training time limits the ability of (a)~a
researcher to test the stability of their conclusion via repeated runs with
different random seeds; and (b)~other researchers to repeat, improve, or even
refute that original work.
For example, recently, deep learning was used to find which questions in the
Stack Overflow programmer discussion forum can be linked together. That deep
learning system took 14 hours to execute. We show here that applying a very
simple optimizer called DE to fine tune SVM, it can achieve similar (and
sometimes better) results. The DE approach terminated in 10 minutes; i.e. 84
times faster hours than deep learning method.
We offer these results as a cautionary tale to the software analytics
community and suggest that not every new innovation should be applied without
critical analysis. If researchers deploy some new and expensive process, that
work should be baselined against some simpler and faster alternatives.Comment: 12 pages, 6 figures, accepted at FSE201
Speeding Up Evolutionary Learning Algorithms using GPUs
This paper propose a multithreaded Genetic
Programming classi cation evaluation model
using NVIDIA CUDA GPUs to reduce the
computational time due to the poor perfor-
mance in large problems. Two di erent clas-
si cation algorithms are benchmarked using
UCI Machine Learning data sets. Experi-
mental results compare the performance us-
ing single and multithreaded Java, C and
GPU code and show the e ciency far better
obtained by our proposal
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