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Bayesian Optimization (BO) is a surrogate-assisted global optimization technique that has been successfully applied in various fields, e.g., automated machine learning and design optimization. Built upon a so-called infill-criterion and…

Neural and Evolutionary Computing · Computer Science 2020-07-03 Elena Raponi , Hao Wang , Mariusz Bujny , Simonetta Boria , Carola Doerr

Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a…

Computation · Statistics 2010-06-04 Vladimir Rokhlin , Arthur Szlam , Mark Tygert

With the advent of high-performance computing techniques, the data for analysis has grown significantly. Here, graphic processing unit (GPU) based program kernels are discussed to exploit parallelism in the analysis codes specific to…

Computational Physics · Physics 2018-11-07 Gourav Shrivastav , Manish Agarwal

In this work we propose a highly optimized version of a simulated annealing (SA) algorithm adapted to the more recently developed Graphic Processor Units (GPUs). The programming has been carried out with CUDA toolkit, specially designed for…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-02 A. M. Ferreiro , J. A. García , J. G. López-Salas , C. Vázquez

This paper focuses on the parallel implementation of a direct $N$-body method~(particle-particle algorithm) and the application of multiple GPUs for galactic dynamics simulations. Application of a hybrid OpenMP-CUDA technology is considered…

Computational Physics · Physics 2018-03-06 S. S. Khrapov , S. A. Khoperskov , A. V. Khoperskov

To effectively control large-scale distributed systems online, model predictive control (MPC) has to swiftly solve the underlying high-dimensional optimization. There are multiple techniques applied to accelerate the solving process in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-30 Carmen Amo Alonso , Shih-Hao Tseng

Hybrid computational architectures based on the joint power of Central Processing Units and Graphic Processing Units (GPUs) are becoming popular and powerful hardware tools for a wide range of simulations in biology, chemistry, engineering,…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Roberto Capuzzo-Dolcetta , Mario Spera

We consider the problem of maximizing the variance explained from a data matrix using orthogonal sparse principal components that have a support of fixed cardinality. While most existing methods focus on building principal components (PCs)…

Optimization and Control · Mathematics 2022-10-14 Dimitris Bertsimas , Driss Lahlou Kitane

Principal component analysis (PCA) is one of the most powerful tools in machine learning. The simplest method for PCA, the power iteration, requires $\mathcal O(1/\Delta)$ full-data passes to recover the principal component of a matrix with…

Optimization and Control · Mathematics 2017-07-11 Christopher De Sa , Bryan He , Ioannis Mitliagkas , Christopher Ré , Peng Xu

The strategy of using CUDA-compatible GPUs as a parallel computation solution to improve the performance of programs has been more and more widely approved during the last two years since the CUDA platform was released. Its benefit extends…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-01-12 Chang Xu , Steven R. Kirk , Samantha Jenkins

The Graphics Processing Unit (GPU) is a powerful tool for parallel computing. In the past years the performance and capabilities of GPUs have increased, and the Compute Unified Device Architecture (CUDA) - a parallel computing architecture…

Computational Physics · Physics 2009-12-17 Ferenc Molnar , Tamas Szakaly , Robert Meszaros , Istvan Lagzi

We propose a new high dimensional semiparametric principal component analysis (PCA) method, named Copula Component Analysis (COCA). The semiparametric model assumes that, after unspecified marginally monotone transformations, the…

Machine Learning · Statistics 2014-02-20 Fang Han , Han Liu

In this work, we have explored the advantages and drawbacks of using GPUs instead of CPUs in the calculation of a standard 2-point correlation function algorithm, which is useful for the analysis of Large Scale Structure of galaxies. Taking…

Instrumentation and Methods for Astrophysics · Physics 2012-05-01 Rafael Ponce , Miguel Cardenas-Montes , Juan Jose Rodriguez-Vazquez , Eusebio Sanchez , Ignacio Sevilla

Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of…

Mathematical Software · Computer Science 2025-12-05 David Jin , Alexis Montoison , Sungho Shin

Motivated by the Bagging Partial Least Squares (PLS) and Principal Component Analysis (PCA) algorithms, we propose a Principal Model Analysis (PMA) method in this paper. In the proposed PMA algorithm, the PCA and the PLS are combined. In…

Machine Learning · Computer Science 2019-02-08 Qiwei Xie , Liang Tang , Weifu Li , Vijay John , Yong Hu

We present qrpca, a fast and scalable QR-decomposition principal component analysis package. The software, written in both R and python languages, makes use of torch for internal matrix computations, and enables GPU acceleration, when…

Instrumentation and Methods for Astrophysics · Physics 2022-09-07 Rafael S. de Souza , Xu Quanfeng , Shiyin Shen , Chen Peng , Zihao Mu

Principal component analysis (PCA) is a standard dimensionality reduction technique used in various research and applied fields. From an algorithmic point of view, classical PCA can be formulated in terms of operations on a multivariate…

Methodology · Statistics 2022-11-08 Ayisha Fayomi , Yannis Pantazis , Michail Tsagris , Andrew T. A. Wood

Correlation Plenoptic Imaging (CPI) is a novel technological imaging modality enabling to overcome drawbacks of standard plenoptic devices, while preserving their advantages. However, a major challenge in view of real-time application of…

Process mapping asks to assign vertices of a task graph to processing elements of a supercomputer such that the computational workload is balanced while the communication cost is minimized. Motivated by the recent success of GPU-based graph…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-16 Petr Samoldekin , Christian Schulz , Henning Woydt

Principal component analysis (PCA) represents a standard approach to identify collective variables $\{x_i\}\!=\!\boldsymbol{x}$, which can be used to construct the free energy landscape $\Delta G(\boldsymbol{x})$ of a molecular system.…

Biomolecules · Quantitative Biology 2019-05-30 Matthias Post , Steffen Wolf , Gerhard Stock
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