Mixed-Precision Conjugate Gradient Solvers with RL-Driven Precision Tuning
- URL: http://arxiv.org/abs/2504.14268v2
- Date: Mon, 28 Apr 2025 23:53:00 GMT
- Title: Mixed-Precision Conjugate Gradient Solvers with RL-Driven Precision Tuning
- Authors: Xinye Chen,
- Abstract summary: This paper presents a novel reinforcement learning (RL) framework for dynamically optimizing numerical precision.<n>We employ Q-learning to adaptively assign precision levels to key operations, striking an optimal balance between computational efficiency and numerical accuracy.<n>Results demonstrate the effectiveness of RL in enhancing solver's performance, marking the first application of RL to mixed-precision numerical methods.
- Score: 0.0
- License: http://creativecommons.org/licenses/by-sa/4.0/
- Abstract: This paper presents a novel reinforcement learning (RL) framework for dynamically optimizing numerical precision in the preconditioned conjugate gradient (CG) method. By modeling precision selection as a Markov Decision Process (MDP), we employ Q-learning to adaptively assign precision levels to key operations, striking an optimal balance between computational efficiency and numerical accuracy, while ensuring stability through double-precision scalar computations and residual computing. In practice, the algorithm is trained on a set of data and subsequently performs inference for precision selection on out-of-sample data, without requiring re-analysis or retraining for new datasets. This enables the method to adapt seamlessly to new problem instances without the computational overhead of recalibration. Our results demonstrate the effectiveness of RL in enhancing solver's performance, marking the first application of RL to mixed-precision numerical methods. The findings highlight the approach's practical advantages, robustness, and scalability, providing valuable insights into its integration with iterative solvers and paving the way for AI-driven advancements in scientific computing.
Related papers
- Automatic Double Reinforcement Learning in Semiparametric Markov Decision Processes with Applications to Long-Term Causal Inference [33.14076284663493]
Markov Decision Processes (MDPs) offer a principled framework for modeling outcomes as sequences of states, actions, and rewards over time.
We introduce a semiparametric extension of Double Reinforcement Learning (DRL) for statistically efficient, model-robust inference on linear functionals of the Q-function.
We develop a novel debiased plug-in estimator based on isotonic Bellman calibration, which integrates fitted Q-it with an isotonic regression step.
arXiv Detail & Related papers (2025-01-12T20:35:28Z) - HALO: Hadamard-Assisted Lower-Precision Optimization for LLMs [45.37278584462772]
We present HALO, a novel quantization-aware training approach for Transformers.<n>Our approach ensures that all large matrix multiplications during the forward and backward passes are executed in lower precision.<n>Applying to LLAMA-family models, HALO achieves near-full-precision-equivalent results during fine-tuning on various tasks.
arXiv Detail & Related papers (2025-01-05T18:41:54Z) - Computation-Aware Gaussian Processes: Model Selection And Linear-Time Inference [55.150117654242706]
We show that model selection for computation-aware GPs trained on 1.8 million data points can be done within a few hours on a single GPU.
As a result of this work, Gaussian processes can be trained on large-scale datasets without significantly compromising their ability to quantify uncertainty.
arXiv Detail & Related papers (2024-11-01T21:11:48Z) - Probabilistic Calibration by Design for Neural Network Regression [2.3020018305241337]
We introduce a novel end-to-end model training procedure called Quantile Recalibration Training.
We demonstrate the performance of our method in a large-scale experiment involving 57 regression datasets.
arXiv Detail & Related papers (2024-03-18T17:04:33Z) - An Optimization-based Deep Equilibrium Model for Hyperspectral Image
Deconvolution with Convergence Guarantees [71.57324258813675]
We propose a novel methodology for addressing the hyperspectral image deconvolution problem.
A new optimization problem is formulated, leveraging a learnable regularizer in the form of a neural network.
The derived iterative solver is then expressed as a fixed-point calculation problem within the Deep Equilibrium framework.
arXiv Detail & Related papers (2023-06-10T08:25:16Z) - Sharp Calibrated Gaussian Processes [58.94710279601622]
State-of-the-art approaches for designing calibrated models rely on inflating the Gaussian process posterior variance.
We present a calibration approach that generates predictive quantiles using a computation inspired by the vanilla Gaussian process posterior variance.
Our approach is shown to yield a calibrated model under reasonable assumptions.
arXiv Detail & Related papers (2023-02-23T12:17:36Z) - Efficient Learning of Accurate Surrogates for Simulations of Complex Systems [0.0]
We introduce an online learning method empowered by sampling-driven sampling.
It ensures that all turning points on the model response surface are included in the training data.
We apply our method to simulations of nuclear matter to demonstrate that highly accurate surrogates can be reliably auto-generated.
arXiv Detail & Related papers (2022-07-11T20:51:11Z) - Dual Optimization for Kolmogorov Model Learning Using Enhanced Gradient
Descent [8.714458129632158]
Kolmogorov model (KM) is an interpretable and predictable representation approach to learning the underlying probabilistic structure of a set of random variables.
We propose a computationally scalable KM learning algorithm, based on the regularized dual optimization combined with enhanced gradient descent (GD) method.
It is shown that the accuracy of logical relation mining for interpretability by using the proposed KM learning algorithm exceeds $80%$.
arXiv Detail & Related papers (2021-07-11T10:33:02Z) - Momentum Accelerates the Convergence of Stochastic AUPRC Maximization [80.8226518642952]
We study optimization of areas under precision-recall curves (AUPRC), which is widely used for imbalanced tasks.
We develop novel momentum methods with a better iteration of $O (1/epsilon4)$ for finding an $epsilon$stationary solution.
We also design a novel family of adaptive methods with the same complexity of $O (1/epsilon4)$, which enjoy faster convergence in practice.
arXiv Detail & Related papers (2021-07-02T16:21:52Z) - Fast Distributionally Robust Learning with Variance Reduced Min-Max
Optimization [85.84019017587477]
Distributionally robust supervised learning is emerging as a key paradigm for building reliable machine learning systems for real-world applications.
Existing algorithms for solving Wasserstein DRSL involve solving complex subproblems or fail to make use of gradients.
We revisit Wasserstein DRSL through the lens of min-max optimization and derive scalable and efficiently implementable extra-gradient algorithms.
arXiv Detail & Related papers (2021-04-27T16:56:09Z) - Combining Deep Learning and Optimization for Security-Constrained
Optimal Power Flow [94.24763814458686]
Security-constrained optimal power flow (SCOPF) is fundamental in power systems.
Modeling of APR within the SCOPF problem results in complex large-scale mixed-integer programs.
This paper proposes a novel approach that combines deep learning and robust optimization techniques.
arXiv Detail & Related papers (2020-07-14T12:38:21Z) - Real-Time Regression with Dividing Local Gaussian Processes [62.01822866877782]
Local Gaussian processes are a novel, computationally efficient modeling approach based on Gaussian process regression.
Due to an iterative, data-driven division of the input space, they achieve a sublinear computational complexity in the total number of training points in practice.
A numerical evaluation on real-world data sets shows their advantages over other state-of-the-art methods in terms of accuracy as well as prediction and update speed.
arXiv Detail & Related papers (2020-06-16T18:43:31Z) - Active Learning for Gaussian Process Considering Uncertainties with
Application to Shape Control of Composite Fuselage [7.358477502214471]
We propose two new active learning algorithms for the Gaussian process with uncertainties.
We show that the proposed approach can incorporate the impact from uncertainties, and realize better prediction performance.
This approach has been applied to improving the predictive modeling for automatic shape control of composite fuselage.
arXiv Detail & Related papers (2020-04-23T02:04:53Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.