Related papers: Parallelizing Gaussian Process Calculations in R

Generalized sparse matrix-matrix multiplication (or SpGEMM) is a key primitive for many high performance graph algorithms as well as for some linear solvers, such as algebraic multigrid. Here we show that SpGEMM also yields efficient…

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Sparse General Matrix Multiply (SpGEMM) is key for various High-Performance Computing (HPC) applications such as genomics and graph analytics. Using the semiring abstraction, many algorithms can be formulated as SpGEMM, allowing…

We introduce GRay, a massively parallel integrator designed to trace the trajectories of billions of photons in a curved spacetime. This GPU-based integrator employs the stream processing paradigm, is implemented in CUDA C/C++, and runs on…

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

This paper details an extensible OpenCL framework that allows Stan to utilize heterogeneous compute devices. It includes GPU-optimized routines for the Cholesky decomposition, its derivative, other matrix algebra primitives and some…

Deep Gaussian processes (DGPs) provide a rich class of models that can better represent functions with varying regimes or sharp changes, compared to conventional GPs. In this work, we propose a novel inference method for DGPs for computer…

We present the Glasgow Parallel Reduction Machine (GPRM), a novel, flexible framework for parallel task-composition based many-core programming. We allow the programmer to structure programs into task code, written as C++ classes, and…

The increasing need for causal analysis in large-scale industrial datasets necessitates the development of efficient and scalable causal algorithms for real-world applications. This paper addresses the challenge of scaling causal algorithms…

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…

The simulation of large ensembles of particles is usually parallelized by partitioning the domain spatially and using message passing to communicate between the processes handling neighboring subdomains. The particles are represented as…

The problem of solving a system of polynomial equations is one of the most fundamental problems in applied mathematics. Among them, the problem of solving a system of binomial equations form a important subclass for which specialized…

Many techniques in program synthesis, superoptimization, and array programming require parallel rollouts of general-purpose programs. GPUs, while capable targets for domain-specific parallelism, are traditionally underutilized by such…

In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…

Problems from graph drawing, spectral clustering, network flow and graph partitioning can all be expressed in terms of graph Laplacian matrices. There are a variety of practical approaches to solving these problems in serial. However, as…

This work proposes a novel approach to evaluate and analyze the behavior of multi-population parallel genetic algorithms (PGAs) when running on a cluster of multi-core processors. In particular, we deeply study their numerical and…