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We propose a method for designing policies for convex stochastic control problems characterized by random linear dynamics and convex stage cost. We consider policies that employ quadratic approximate value functions as a substitute for the…
In this paper, we aim to introduce a new perspective when comparing highly parallelized algorithms on GPU: the energy consumption of the GPU. We give an analysis of the performance of linear algebra operations, including addition of…
We propose a GPU-accelerated distributed optimization algorithm for controlling multi-phase optimal power flow in active distribution systems with dynamically changing topologies. To handle varying network configurations and enable…
Large-scale observational health databases are increasingly popular for conducting comparative effectiveness and safety studies of medical products. However, increasing number of patients poses computational challenges when fitting survival…
Deep Reinforcement Learning can play a key role in addressing sustainable energy challenges. For instance, many grid systems are heavily congested, highlighting the urgent need to enhance operational efficiency. However, reinforcement…
We present a feasibility-seeking approach to neural network training. This mathematical optimization framework is distinct from conventional gradient-based loss minimization and uses projection operators and iterative projection algorithms.…
The rapid rise of scientific machine learning (SciML) has expanded the role of differentiable modeling, surrogate modeling, and data-driven constitutive laws in large-scale simulation. The JAX framework provides an attractive environment…
COVID-19 has shown the importance of having a fast response against pandemics. Finding a novel drug is a very long and complex procedure, and it is possible to accelerate the preliminary phases by using computer simulations. In particular,…
We present an implementation of interval analysis and mixed monotone interval reachability analysis as function transforms in Python, fully composable with the computational framework JAX. The resulting toolbox inherits several key features…
Gaussian Processes have become an indispensable part of the spatial statistician's toolbox but are unsuitable for analyzing large dataset because of the significant time and memory needed to fit the associated model exactly. Vecchia…
A novel and scalable geometric multi-level algorithm is presented for the numerical solution of elliptic partial differential equations, specially designed to run with high occupancy of streaming processors inside Graphics Processing…
Despite the high computational throughput of GPUs, limited memory capacity and bandwidth-limited CPU-GPU communication via PCIe links remain significant bottlenecks for accelerating large-scale data analytics workloads. This paper…
Many-particle continuous-time quantum walks (CTQWs) represent a resource for several tasks in quantum technology, including quantum search algorithms and universal quantum computation. In order to design and implement CTQWs in a realistic…
Data management on GPUs has become increasingly relevant due to a tremendous rise in processing power and available GPU memory. Similar to main-memory systems, there is a need for performant GPU-resident index structures to speed up query…
We present a Reinforcement Learning (RL) based framework for optimizing long-term discounted reward problems with large combinatorial action space and state dependent constraints. These characteristics are common to many operations…
We propose Pgx, a suite of board game reinforcement learning (RL) environments written in JAX and optimized for GPU/TPU accelerators. By leveraging JAX's auto-vectorization and parallelization over accelerators, Pgx can efficiently scale to…
Reinforcement learning is time-consuming for complex tasks due to the need for large amounts of training data. Recent advances in GPU-based simulation, such as Isaac Gym, have sped up data collection thousands of times on a commodity GPU.…
Reinforcement learning has been demonstrated to outperform even the best humans in complex domains like video games. However, running reinforcement learning experiments on the required scale for autonomous driving is extremely difficult.…
The vision of super computer at every desk can be realized by powerful and highly parallel CPUs or GPUs or APUs. Graphics processors once specialized for the graphics applications only, are now used for the highly computational intensive…
Penetration testing, the practice of simulating cyberattacks to identify vulnerabilities, is a complex sequential decision-making task that is inherently partially observable and features large action spaces. Training reinforcement learning…