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We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…
Current state-of-the-art approaches to text classification typically leverage BERT-style Transformer models with a softmax classifier, jointly fine-tuned to predict class labels of a target task. In this paper, we instead propose an…
We are interested in building collaborative filtering models for recommendation systems where users interact with slates instead of individual items. These slates can be hierarchical in nature. The central idea of our approach is to learn…
Spectral Embedding (SE) has often been used to map data points from non-linear manifolds to linear subspaces for the purpose of classification and clustering. Despite significant advantages, the subspace structure of data in the original…
Learning high-quality feature embeddings efficiently and effectively is critical for the performance of web-scale machine learning systems. A typical model ingests hundreds of features with vocabularies on the order of millions to billions…
Embedded distributed inference of Neural Networks has emerged as a promising approach for deploying machine-learning models on resource-constrained devices in an efficient and scalable manner. The inference task is distributed across a…
Current Adaptive Mesh Refinement (AMR) simulations require algorithms that are highly parallelized and manage memory efficiently. As compute engines grow larger, AMR simulations will require algorithms that achieve new levels of efficient…
After completing the design and training phases, deploying a deep learning model onto specific hardware is essential before practical implementation. Targeted optimizations are necessary to enhance the model's performance by reducing…
Despite recent advances in architectures for mobile devices, deep learning computational requirements remains prohibitive for most embedded devices. To address that issue, we envision sharing the computational costs of inference between…
The splitting method is a powerful method for solving partial differential equations. Various splitting methods have been designed to separate different physics, nonlinearities, and so on. Recently, a new splitting approach has been…
Federated Learning (FL) enables multiple resource-constrained edge devices with varying levels of heterogeneity to collaboratively train a global model. However, devices with limited capacity can create bottlenecks and slow down model…
Large-scale Hierarchical Classification (HC) involves datasets consisting of thousands of classes and millions of training instances with high-dimensional features posing several big data challenges. Feature selection that aims to select…
In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…
Deep learning has been one of the most prominent machine learning techniques nowadays, being the state-of-the-art on a broad range of applications where automatic feature extraction is needed. Many such applications also demand varying…
Production software oftentimes suffers from the issue of performance inefficiencies caused by inappropriate use of data structures, programming abstractions, and conservative compiler optimizations. It is desirable to avoid unnecessary…
Automated Machine Learning (AutoML) is a promising direction for democratizing AI by automatically deploying Machine Learning systems with minimal human expertise. The core technical challenge behind AutoML is optimizing the pipelines of…
Computational Fluid Dynamics (CFD) is widely used in different engineering fields, but accurate simulations are dependent upon proper meshing of the simulation domain. While highly refined meshes may ensure precision, they come with high…
Many tasks in explainable machine learning, such as data valuation and feature attribution, perform expensive computation for each data point and are intractable for large datasets. These methods require efficient approximations, and…
Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…
Personalized recommendations are one of the most widely deployed machine learning (ML) workload serviced from cloud datacenters. As such, architectural solutions for high-performance recommendation inference have recently been the target of…