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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

Due to the limited number of bits in floating-point or fixed-point arithmetic, rounding is a necessary step in many computations. Although rounding methods can be tailored for different applications, round-off errors are generally…

Numerical Analysis · Mathematics 2020-06-02 Lu Xia , Martijn Anthonissen , Michiel Hochstenbach , Barry Koren

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 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

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

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

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

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

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

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

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

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 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

Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…

Machine Learning · Computer Science 2013-09-24 Anna Choromanska , Tony Jebara

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

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 stochastic rounding (SR) function is proposed to evaluate and demonstrate the effects of stochastically rounding row and column subscripts in image interpolation and scan conversion. The proposed SR function is based on a pseudorandom…

Graphics · Computer Science 2022-04-01 Olivier Rukundo , Samuel Emil Schmidt

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

Probabilistic rounding error analysis can yield much sharper bounds than classical worst-case theory, but existing results typically rely on zero-mean rounding errors and often leave the confidence parameter implicit. This work revisits…

Computation · Statistics 2026-03-10 Sahil Bhola , Karthik Duraisamy

Randomized rounding is a technique that was originally used to approximate hard offline discrete optimization problems from a mathematical programming relaxation. Since then it has also been used to approximately solve sequential stochastic…

Data Structures and Algorithms · Computer Science 2024-11-21 Will Ma
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