28,018 research outputs found
Opt: A Domain Specific Language for Non-linear Least Squares Optimization in Graphics and Imaging
Many graphics and vision problems can be expressed as non-linear least
squares optimizations of objective functions over visual data, such as images
and meshes. The mathematical descriptions of these functions are extremely
concise, but their implementation in real code is tedious, especially when
optimized for real-time performance on modern GPUs in interactive applications.
In this work, we propose a new language, Opt (available under
http://optlang.org), for writing these objective functions over image- or
graph-structured unknowns concisely and at a high level. Our compiler
automatically transforms these specifications into state-of-the-art GPU solvers
based on Gauss-Newton or Levenberg-Marquardt methods. Opt can generate
different variations of the solver, so users can easily explore tradeoffs in
numerical precision, matrix-free methods, and solver approaches. In our
results, we implement a variety of real-world graphics and vision applications.
Their energy functions are expressible in tens of lines of code, and produce
highly-optimized GPU solver implementations. These solver have performance
competitive with the best published hand-tuned, application-specific GPU
solvers, and orders of magnitude beyond a general-purpose auto-generated
solver
Evaluating the Impact of SDC on the GMRES Iterative Solver
Increasing parallelism and transistor density, along with increasingly
tighter energy and peak power constraints, may force exposure of occasionally
incorrect computation or storage to application codes. Silent data corruption
(SDC) will likely be infrequent, yet one SDC suffices to make numerical
algorithms like iterative linear solvers cease progress towards the correct
answer. Thus, we focus on resilience of the iterative linear solver GMRES to a
single transient SDC. We derive inexpensive checks to detect the effects of an
SDC in GMRES that work for a more general SDC model than presuming a bit flip.
Our experiments show that when GMRES is used as the inner solver of an
inner-outer iteration, it can "run through" SDC of almost any magnitude in the
computationally intensive orthogonalization phase. That is, it gets the right
answer using faulty data without any required roll back. Those SDCs which it
cannot run through, get caught by our detection scheme
Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers
In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system, and the design of data structures to take advantage of serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration
Inference for Generalized Linear Models via Alternating Directions and Bethe Free Energy Minimization
Generalized Linear Models (GLMs), where a random vector is
observed through a noisy, possibly nonlinear, function of a linear transform
arise in a range of applications in nonlinear
filtering and regression. Approximate Message Passing (AMP) methods, based on
loopy belief propagation, are a promising class of approaches for approximate
inference in these models. AMP methods are computationally simple, general, and
admit precise analyses with testable conditions for optimality for large i.i.d.
transforms . However, the algorithms can easily diverge for general
. This paper presents a convergent approach to the generalized AMP
(GAMP) algorithm based on direct minimization of a large-system limit
approximation of the Bethe Free Energy (LSL-BFE). The proposed method uses a
double-loop procedure, where the outer loop successively linearizes the LSL-BFE
and the inner loop minimizes the linearized LSL-BFE using the Alternating
Direction Method of Multipliers (ADMM). The proposed method, called ADMM-GAMP,
is similar in structure to the original GAMP method, but with an additional
least-squares minimization. It is shown that for strictly convex, smooth
penalties, ADMM-GAMP is guaranteed to converge to a local minima of the
LSL-BFE, thus providing a convergent alternative to GAMP that is stable under
arbitrary transforms. Simulations are also presented that demonstrate the
robustness of the method for non-convex penalties as well
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