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Related papers: Improved stochastic rounding

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Large-scale numerical computations make increasing use of low-precision (LP) floating point formats and mixed precision arithmetic, which can be enhanced by the technique of stochastic rounding (SR), that is, rounding an intermediate…

Numerical Analysis · Mathematics 2025-04-30 Andrew Fitzgibbon , Stephen Felix

Recently, stochastic rounding (SR) has been implemented in specialized hardware but most current computing nodes do not yet support this rounding mode. Several works empirically illustrate the benefit of stochastic rounding in various…

Numerical Analysis · Mathematics 2022-07-11 El-Mehdi El Arar , Devan Sohier , Pablo de Oliveira Castro , Eric Petit

Classical probabilistic rounding error analysis is particularly well suited to stochastic rounding (SR), and it yields strong results when dealing with floating-point algorithms that rely heavily on summation. For many numerical linear…

Numerical Analysis · Mathematics 2025-02-26 El-Mehdi El Arar , Massimiliano Fasi , Silviu-Ioan Filip , Mantas Mikaitis

Stochastic rounding (SR) is a probabilistic method used to round numbers to floating-point and fixed-point representations. In length $n$ summation, the worst-case error of SR grows as $\sqrt{n}$ with high probability, unlike for standard…

Numerical Analysis · Mathematics 2026-03-09 El-Mehdi El Arar , Massimiliano Fasi , Silviu-Ioan Filip , Mantas Mikaitis

Conventional stochastic rounding (CSR) is widely employed in the training of neural networks (NNs), showing promising training results even in low-precision computations. We introduce an improved stochastic rounding method, that is simple…

Machine Learning · Computer Science 2021-03-26 Lu Xia , Martijn Anthonissen , Michiel Hochstenbach , Barry Koren

Stochastic rounding (SR) offers an alternative to the deterministic IEEE-754 floating-point rounding modes. In some applications such as PDEs, ODEs and neural networks, SR empirically improves the numerical behavior and convergence to…

Numerical Analysis · Mathematics 2023-06-06 El-Mehdi El Arar , Devan Sohier , Pablo de Oliveira Castro , Eric Petit

Stochastic Rounding is a probabilistic rounding mode that is surprisingly effective in large-scale computations and low-precision arithmetic. Its random nature promotes error cancellation rather than error accumulation, resulting in slower…

Numerical Analysis · Mathematics 2024-10-15 Petros Drineas , Ilse C. F. Ipsen

Stochastic rounding (SR) is a probabilistic rounding mode that mitigates errors in large-scale numerical computations, especially when prone to stagnation effects. Beyond numerical analysis, SR has shown significant benefits in practical…

Numerical Analysis · Mathematics 2026-03-26 El-Mehdi El Arar , Massimiliano Fasi , Silviu-Ioan Filip , Mantas Mikaitis

LLM training is resource-intensive. Quantized training improves computational and memory efficiency but introduces quantization noise, which can hinder convergence and degrade model accuracy. Stochastic Rounding (SR) has emerged as a…

Machine Learning · Computer Science 2025-11-04 Taowen Liu , Marta Andronic , Deniz Gündüz , George A. Constantinides

The conventional rounding error analysis provides worst-case bounds with an associated failure probability and ignores the statistical property of the rounding errors. In this paper, we develop a new statistical rounding error analysis for…

Numerical Analysis · Mathematics 2025-11-04 Yiming Fang , Li Chen

Stochastic computing has a long history as an alternative method of performing arithmetic on a computer. While it can be considered an unbiased estimator of real numbers, it has a variance and MSE on the order of $\Omega(\frac{1}{N})$. On…

Hardware Architecture · Computer Science 2021-11-30 Chai Wah Wu

When implementing the gradient descent method in low precision, the employment of stochastic rounding schemes helps to prevent stagnation of convergence caused by the vanishing gradient effect. Unbiased stochastic rounding yields zero bias…

Machine Learning · Computer Science 2023-02-28 Lu Xia , Stefano Massei , Michiel E. Hochstenbach , Barry Koren

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

This paper contributes to a development of randomized methods for neural networks. The proposed learner model is generated incrementally by stochastic configuration (SC) algorithms, termed as Stochastic Configuration Networks (SCNs). In…

Neural and Evolutionary Computing · Computer Science 2018-02-14 Dianhui Wang , Ming Li

The stochastic simulation algorithm (SSA) is widely used to perform exact forward simulation of discrete stochastic processes in biology. However, the computational cost, driven by sequential event-by-event sampling across large ensembles,…

Quantitative Methods · Quantitative Biology 2026-05-04 Tom Kimpson , Mark B. Flegg , Jennifer A. Flegg

The main objective of this work is to investigate non-linear errors and pairwise summation using stochastic rounding (SR) in variance computation algorithms. We estimate the forward error of computations under SR through two methods: the…

Numerical Analysis · Mathematics 2024-10-17 El-Mehdi El Arar , Devan Sohier , Pablo de Oliveira Castro , Eric Petit

In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan

The quality of numerical computations can be measured through their forward error, for which finding good error bounds is challenging in general. For several algorithms and using stochastic rounding (SR), probabilistic analysis has been…

Computation · Statistics 2025-08-29 Pablo de Oliveira Castro , El-Mehdi El Arar , Eric Petit , Devan Sohier

When training neural networks with low-precision computation, rounding errors often cause stagnation or are detrimental to the convergence of the optimizers; in this paper we study the influence of rounding errors on the convergence of the…

Machine Learning · Statistics 2025-01-22 Lu Xia , Michiel E. Hochstenbach , Stefano Massei

Modern computer architectures support low-precision arithmetic, which present opportunities for the adoption of mixed-precision algorithms to achieve high computational throughput and reduce energy consumption. As a growing number of…

Computation · Statistics 2024-12-02 Sahil Bhola , Karthik Duraisamy
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