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Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

The solution of linear systems of equations is a central task in a number of scientific and engineering applications. In many cases the solution of linear systems may take most of the simulation time thus representing a major bottleneck in…

Numerical Analysis · Mathematics 2020-10-28 Giovanni Isotton , Carlo Janna , Massimo Bernaschi

This paper presents a GPU-accelerated implementation of the SPOCK algorithm, a proximal method designed for solving scenario-based risk-averse optimal control problems. The proposed implementation leverages the massive parallelization of…

Optimization and Control · Mathematics 2025-05-20 Ruairi Moran , Pantelis Sopasakis

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables…

In recent years graphical processing units (GPUs) have become a powerful tool in scientific computing. Their potential to speed up highly parallel applications brings the power of high performance computing to a wider range of users.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-26 Uldis Locans , Andreas Adelmann , Andreas Suter , Jannis Fischer , Werner Lustermann , Gunther Dissertori , Qiulin Wang

Nowadays, several industrial applications are being ported to parallel architectures. These applications take advantage of the potential parallelism provided by multiple core processors. Many-core processors, especially the GPUs(Graphics…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-28 Wendell Rodrigues , Frédéric Guyomarc'h , Jean-Luc Dekeyser

Simulations of physical phenomena are essential to the expedient design of precision components in aerospace and other high-tech industries. These phenomena are often described by mathematical models involving partial differential equations…

Computational Physics · Physics 2017-01-05 Daniel Magee , Kyle E Niemeyer

The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process (GP) regression, a…

Machine Learning · Statistics 2019-04-10 Haitao Liu , Yew-Soon Ong , Xiaobo Shen , Jianfei Cai

Matrix Factorization (MF) on large scale data takes substantial time on a Central Processing Unit (CPU). While Graphical Processing Unit (GPU)s could expedite the computation of MF, the available memory on a GPU is finite. Leveraging GPUs…

Machine Learning · Computer Science 2023-04-28 Prasad Bhavana , Vineet Padmanabhan

The number of cores on graphical computing units (GPUs) is reaching thousands nowadays, whereas the clock speed of processors stagnates. Unfortunately, constraint programming solvers do not take advantage yet of GPU parallelism. One reason…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-26 Pierre Talbot , Frédéric Pinel , Pascal Bouvry

Graphics processing units (GPUs) are recently being used to an increasing degree for general computational purposes. This development is motivated by their theoretical peak performance, which significantly exceeds that of broadly available…

Computational Physics · Physics 2015-03-17 Martin Weigel

We present a data-parallel software package for fitting Gaussian Approximation Potentials (GAPs) on multiple nodes using the ScaLAPACK library with MPI and OpenMP. Until now the maximum training set size for GAP models has been limited by…

Materials Science · Physics 2022-11-14 Sascha Klawohn , James R. Kermode , Albert P. Bartók

Over the last couple of years it has been realized that the vast computational power of graphics processing units (GPUs) could be harvested for purposes other than the video game industry. This power, which at least nominally exceeds that…

Statistical Mechanics · Physics 2011-07-26 Martin Weigel

Parallel computing can offer an enormous advantage regarding the performance for very large applications in almost any field: scientific computing, computer vision, databases, data mining, and economics. GPUs are high performance many-core…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-24 Bogdan Oancea , Tudorel Andrei , Raluca Mariana Dragoescu

We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…

Optimization and Control · Mathematics 2025-10-31 Akif Çördük , Piotr Sielski , Alice Boucher , Kumar Aatish

Gaussian processes (GPs) play an essential role in biostatistics, scientific machine learning, and Bayesian optimization for their ability to provide probabilistic predictions and model uncertainty. However, GP inference struggles to scale…

Machine Learning · Computer Science 2025-10-29 Pratik Rathore , Zachary Frangella , Sachin Garg , Shaghayegh Fazliani , Michał Dereziński , Madeleine Udell

We present a multi-purpose genetic algorithm, designed and implemented with GPGPU / CUDA parallel computing technology. The model was derived from a multi-core CPU serial implementation, named GAME, already scientifically successfully…

Instrumentation and Methods for Astrophysics · Physics 2015-01-30 Stefano Cavuoti , Mauro Garofalo , Massimo Brescia , Antonio Pescapé , Giuseppe Longo , Giorgio Ventre