Archive for July, 2009

Papers on implementing RBM in GPU

Just read some papers on how to implement Restricted Boltzmann Machine on GPU. In RBM most computationally intensive part is weight update stage. Using GPU (CUDA, OpenCL, etc) can speed this stage 5-70 times depending on GPU and algorithm used. Major bottleneck in the implementations is the communication between main memory and the GPU unit:

“Design and Analysis of BLAS, GPU, and Sparse Multithreaded Acceleration Methods for Restricted Boltzmann Machine Training” (2009) 12-43 times speedup achieved  -  PDF

“Large-scale Deep Unsupervised Learning using Graphics Processors” (2009) 12-70 times speedup achieved -  PDF

Interesting part in the second paper is that they use a model with 100 million parameters. No discussion is given on regularization efforts and I am afraid this model can easily become overfitted.

“Neural Networks on GPUs: Restricted Boltzmann Machines” (2008) 66 times speedup achieved – PDF

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Call Center Forecasting

I have started new research project to create accurate model for forecasting call volumes in call centers.

Generally speaking call centers are specialized offices for handling customers requesting assistance. They are often staffing from hundreds to thousands of agents. The call-volume forecasts drives staffing decisions. During the work hours volumes have high variance depending from different factors (promotions, events) and this make difficult to predict them. I plan to apply some newly developed techniques for statistical modeling in finance in hope to create good model for forecasting and implement it as commercial software. Initially it will perform only the “foresting” part but this can evolve in full featured work force management product.

My intentions are to post some research results and discuss call forecasting related problems on my new Call Center Forecasting blog page.

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