Optimization for Classical Machine Learning Problems on the GPU

نویسندگان

چکیده

Constrained optimization problems arise frequently in classical machine learning. There exist frameworks addressing constrained optimization, for instance, CVXPY and GENO. However, contrast to deep learning frameworks, GPU support is limited. Here, we extend the GENO framework also solve on GPU. The allows user specify an easy-to-read modeling language. A solver then automatically generated from this specification. When run GPU, outperforms state-of-the-art approaches like combined with a GPU-accelerated such as cuOSQP or SCS by few orders of magnitude.

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ژورنال

عنوان ژورنال: Proceedings of the ... AAAI Conference on Artificial Intelligence

سال: 2022

ISSN: ['2159-5399', '2374-3468']

DOI: https://doi.org/10.1609/aaai.v36i7.20692