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Related papers: Limited-Precision Stochastic Rounding

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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

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

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

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

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 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

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

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

Finite-precision floating point arithmetic unavoidably introduces rounding errors which are traditionally bounded using a worst-case analysis. However, worst-case analysis might be overly conservative because worst-case errors can be…

Numerical Analysis · Mathematics 2019-12-11 Fredrik Dahlqvist , Rocco Salvia , George A Constantinides

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

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 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

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 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 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

Cubic regularization (CR) is an optimization method with emerging popularity due to its capability to escape saddle points and converge to second-order stationary solutions for nonconvex optimization. However, CR encounters a high sample…

Optimization and Control · Mathematics 2018-10-10 Zhe Wang , Yi Zhou , Yingbin Liang , Guanghui Lan

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

Motivated by the advent of machine learning, the last few years have seen the return of hardware-supported low-precision computing. Computations with fewer digits are faster and more memory and energy efficient, but can be extremely…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Michael B. Giles

When a high-resolution (HR) image is degraded into a low-resolution (LR) image, the image loses some of the existing information. Consequently, multiple HR images can correspond to the LR image. Most of the existing methods do not consider…

Computer Vision and Pattern Recognition · Computer Science 2022-07-19 Hanbyel Cho , Yekang Lee , Jaemyung Yu , Junmo Kim

Training Deep Neural Networks (DNNs) can be computationally demanding, particularly when dealing with large models. Recent work has aimed to mitigate this computational challenge by introducing 8-bit floating-point (FP8) formats for…

Hardware Architecture · Computer Science 2024-09-27 Sami Ben Ali , Silviu-Ioan Filip , Olivier Sentieys
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