gpu-computing
Here are 462 public repositories matching this topic...
Heston model has accurate density approximations for European option prices, which are of interest.
The module implementing this method should live under tf_quant_finance/volatility/heston_approximation.py. It should support both European option puts and calls approximations. Tests should be in heston_approximation_test.py in the same folder.
-
Updated
Jul 4, 2021 - Python
-
Updated
Jul 2, 2021 - JavaScript
-
Updated
Jan 11, 2021 - C
-
Updated
Apr 1, 2021 - Rust
-
Updated
Jun 25, 2021 - Python
-
Updated
Jul 1, 2021 - HTML
-
Updated
Apr 29, 2021 - Clojure
-
Updated
Jul 3, 2021 - Python
-
Updated
Jul 4, 2021 - Nim
Speed up test suite
The standard accelerate test suite, used by all the backends, can be quite slow. Several of the tests are significantly slower than the others, for example segmented folds and scans, which I believe is because the reference implementations are very inefficient. Writing some more efficient reference implementations (e.g. using Data.Vector.Unboxed
) should help speed things up.
-
Updated
Sep 8, 2018 - Shell
-
Updated
Jul 1, 2021 - C++
-
Updated
May 3, 2021 - C++
Hi,
one could and should experiment with Interprocedural optimization (IPO) also known as link-time optimization (LTO), especially on the host side for smaller binaries and potentially faster code. It's supported by GCC, Clang, and ICC, among others, which are our typical go-to compilers in HPC.
It's very easy to implement as well
Just an FYI whilst I was trawling through the ROCm GitHub page:
https://rocmdocs.amd.com/en/latest/Programming_Guides/Programming-Guides.html#
Open issue to openly discuss potential ideas or improvements, whether on documentation, interfaces, examples, bug fixes, etc.
-
Updated
Jul 3, 2021 - C++
The problem is that the OpenCL types in https://github.com/triSYCL/triSYCL/blob/master/include/triSYCL/opencl_types.hpp are defined on the host according to the x86-64 Linux ABI which depends on the CPU & OS instead of using the description from https://www.khronos.org/registry/OpenCL/specs/2.2/html/OpenCL_C.html#built-in-scalar-data-types
Note that the system-wide cl_size_t
has been removed
-
Updated
Jun 13, 2021
-
Updated
Sep 10, 2020 - Clojure
- M: Mute (muting is not a node-wrangler feature, but I include it here because it's also node editor quality of life)
- Ctrl+Shift+LMB: View texture, material or volume node (create emission viewer if necessary)
- Ctrl+T: Create image node+attached mapping node
- Ctrl+Shift+T: Open file picker, user selects a bunch of textures, create disney material with textures attached to t
-
Updated
Oct 9, 2018 - C++
-
Updated
Mar 10, 2021 - C++
-
Updated
Sep 26, 2020 - Clojure
-
Updated
May 21, 2021
-
Updated
Dec 30, 2019 - Terra
Improve this page
Add a description, image, and links to the gpu-computing topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the gpu-computing topic, visit your repo's landing page and select "manage topics."
Problem: the approximate method can still be slow for many trees
catboost version: master
Operating System: ubuntu 18.04
CPU: i9
GPU: RTX2080
Would be good to be able to specify how many trees to use for shapley. The model.predict and prediction_type versions allow this. lgbm/xgb allow this.