3,177 research outputs found
Online Tensor Methods for Learning Latent Variable Models
We introduce an online tensor decomposition based approach for two latent
variable modeling problems namely, (1) community detection, in which we learn
the latent communities that the social actors in social networks belong to, and
(2) topic modeling, in which we infer hidden topics of text articles. We
consider decomposition of moment tensors using stochastic gradient descent. We
conduct optimization of multilinear operations in SGD and avoid directly
forming the tensors, to save computational and storage costs. We present
optimized algorithm in two platforms. Our GPU-based implementation exploits the
parallelism of SIMD architectures to allow for maximum speed-up by a careful
optimization of storage and data transfer, whereas our CPU-based implementation
uses efficient sparse matrix computations and is suitable for large sparse
datasets. For the community detection problem, we demonstrate accuracy and
computational efficiency on Facebook, Yelp and DBLP datasets, and for the topic
modeling problem, we also demonstrate good performance on the New York Times
dataset. We compare our results to the state-of-the-art algorithms such as the
variational method, and report a gain of accuracy and a gain of several orders
of magnitude in the execution time.Comment: JMLR 201
Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs
Many problems in geophysical and atmospheric modelling require the fast
solution of elliptic partial differential equations (PDEs) in "flat" three
dimensional geometries. In particular, an anisotropic elliptic PDE for the
pressure correction has to be solved at every time step in the dynamical core
of many numerical weather prediction models, and equations of a very similar
structure arise in global ocean models, subsurface flow simulations and gas and
oil reservoir modelling. The elliptic solve is often the bottleneck of the
forecast, and an algorithmically optimal method has to be used and implemented
efficiently. Graphics Processing Units have been shown to be highly efficient
for a wide range of applications in scientific computing, and recently
iterative solvers have been parallelised on these architectures. We describe
the GPU implementation and optimisation of a Preconditioned Conjugate Gradient
(PCG) algorithm for the solution of a three dimensional anisotropic elliptic
PDE for the pressure correction in NWP. Our implementation exploits the strong
vertical anisotropy of the elliptic operator in the construction of a suitable
preconditioner. As the algorithm is memory bound, performance can be improved
significantly by reducing the amount of global memory access. We achieve this
by using a matrix-free implementation which does not require explicit storage
of the matrix and instead recalculates the local stencil. Global memory access
can also be reduced by rewriting the algorithm using loop fusion and we show
that this further reduces the runtime on the GPU. We demonstrate the
performance of our matrix-free GPU code by comparing it to a sequential CPU
implementation and to a matrix-explicit GPU code which uses existing libraries.
The absolute performance of the algorithm for different problem sizes is
quantified in terms of floating point throughput and global memory bandwidth.Comment: 18 pages, 7 figure
Fast ConvNets Using Group-wise Brain Damage
We revisit the idea of brain damage, i.e. the pruning of the coefficients of
a neural network, and suggest how brain damage can be modified and used to
speedup convolutional layers. The approach uses the fact that many efficient
implementations reduce generalized convolutions to matrix multiplications. The
suggested brain damage process prunes the convolutional kernel tensor in a
group-wise fashion by adding group-sparsity regularization to the standard
training process. After such group-wise pruning, convolutions can be reduced to
multiplications of thinned dense matrices, which leads to speedup. In the
comparison on AlexNet, the method achieves very competitive performance
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