gpu-computing
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May 18, 2022 - Rust
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.
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Open issue to openly discuss potential ideas or improvements, whether on documentation, interfaces, examples, bug fixes, etc.
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.
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Apr 17, 2022 - C++
Add Javadoc to document the examples in TornadoVM.
This affects the packages under the examples
module:
The documentation is at the class-level and it will contain a description of how the TornadoVM API is used for each example. Additionally, it contains how to run the example
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Sep 8, 2018 - Shell
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May 9, 2022 - 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#
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Mar 15, 2022
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May 9, 2022 - C++
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Apr 26, 2022
- 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
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
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Sep 10, 2020 - Clojure
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Mar 10, 2021 - C++
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Problem:
Could you also print a feature name, not o