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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…

最优化与控制 · 数学 2023-11-10 Alan Yang , Stephen Boyd

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…

数值分析 · 数学 2021-12-22 Abal-Kassim Cheik Ahamed , Alban Desmaison , Frederic Magoules

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…

分布式、并行与集群计算 · 计算机科学 2025-01-15 Minseok Ryu , Geunyeong Byeon , Kibaek Kim

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…

统计计算 · 统计学 2023-10-26 Jianxiao Yang , Martijn J. Schuemie , Xiang Ji , Marc A. Suchard

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…

机器学习 · 计算机科学 2025-07-03 Koen Ponse , Jan Felix Kleuker , Aske Plaat , Thomas Moerland

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.…

机器学习 · 计算机科学 2026-05-18 Andreas Bergmeister , Manish Krishan Lal , Stefanie Jegelka , Suvrit Sra

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…

数学软件 · 计算机科学 2026-04-27 Alberto Cattaneo , M Keith Ballard , Robert M. Kirby , Varun Shankar

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,…

分布式、并行与集群计算 · 计算机科学 2022-09-13 Emanuele Vitali , Federico Ficarelli , Mauro Bisson , Davide Gadioli , Massimiliano Fatica , Andrea R. Beccari , Gianluca Palermo

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…

系统与控制 · 电气工程与系统科学 2024-05-02 Akash Harapanahalli , Saber Jafarpour , Samuel Coogan

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…

统计计算 · 统计学 2025-07-18 Zachary James , Joseph Guinness

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…

数学软件 · 计算机科学 2017-03-22 J. T. Becerra-Sagredo , F. Mandujano , C. Malaga

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…

数据库 · 计算机科学 2025-02-14 Yichao Yuan , Advait Iyer , Lin Ma , Nishil Talati

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…

量子物理 · 物理学 2017-10-02 Enrico Piccinini , Claudia Benedetti , Ilaria Siloi , Matteo G. A. Paris , Paolo Bordone

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…

数据库 · 计算机科学 2023-09-28 Justus Henneberg , Felix Schuhknecht

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…

机器学习 · 计算机科学 2025-01-09 Pavithra Harsha , Ashish Jagmohan , Jayant Kalagnanam , Brian Quanz , Divya Singhvi

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…

人工智能 · 计算机科学 2024-01-17 Sotetsu Koyamada , Shinri Okano , Soichiro Nishimori , Yu Murata , Keigo Habara , Haruka Kita , Shin Ishii

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.…

机器学习 · 计算机科学 2023-07-25 Zechu Li , Tao Chen , Zhang-Wei Hong , Anurag Ajay , Pulkit Agrawal

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.…

机器学习 · 计算机科学 2024-11-06 Moritz Harmel , Anubhav Paras , Andreas Pasternak , Nicholas Roy , Gary Linscott

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…

分布式、并行与集群计算 · 计算机科学 2012-04-16 Chittampally Vasanth Raja , Srinivas Balasubramanian , Prakash S Raghavendra

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…

机器学习 · 计算机科学 2026-03-23 Raphael Simon , José Carrasquel , Wim Mees , Pieter Libin