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JohnLeM
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100 millions time faster than ODE methods

November 14th, 2019, 2:19 pm

Mc Ghee is outrunned, NNs compute today 100 millions times faster than ODE methods !!!
https://arxiv.org/pdf/1910.07291.pdf
 
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Alan
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 3:51 pm

Mc Ghee is outrunned, NNs compute today 100 millions times faster than ODE methods !!!
https://arxiv.org/pdf/1910.07291.pdf
 "Generating these (training) data required over 10 days of computer time".
 
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Paul
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 4:42 pm

It's like learning to play the violin. Ten thousand hours of practice, but then you can rattle through all four seasons in minutes.

But 'ukulele is still better.
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 4:44 pm

"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 4:48 pm

Mc Ghee is outrunned, NNs compute today 100 millions times faster than ODE methods !!!
https://arxiv.org/pdf/1910.07291.pdf
 "Generating these (training) data required over 10 days of computer time".
Lies, damned lies and neural networks. No way, Jose.

For a real shot at finance SABR application, see 

https://www.datasim.nl/blogs/26/msc-the ... al-finance
Last edited by Cuchulainn on November 14th, 2019, 5:01 pm, edited 1 time in total.
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 4:58 pm

Mc Ghee is outrunned, NNs compute today 100 millions times faster than ODE methods !!!
https://arxiv.org/pdf/1910.07291.pdf
As Wittgenstein would say, it is a description and not an explanation. Not a single formula. Reads like a piece of marketing.
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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Alan
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 5:00 pm

It's like learning to play the violin. Ten thousand hours of practice, but then you can rattle through all four seasons in minutes.

But 'ukulele is still better.
That analogy may be better than you think. When your ten thousand hours does not help me -- and I still have to practice/train the damn thing -- maybe that's a good criterion for a 'useless' machine learning application. 

On the other hand, when the app can be trained by a third party and then I can use it  --  I am thinking Waymo self-driving cars -- that's a different story!    
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 5:03 pm

12 days training adds to the destruction of the planet.
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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Paul
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 5:06 pm

It's like learning to play the violin. Ten thousand hours of practice, but then you can rattle through all four seasons in minutes.

But 'ukulele is still better.
That analogy may be better than you think. When your ten thousand hours does not help me -- and I still have to practice/train the damn thing -- maybe that's a good criterion for a 'useless' machine learning application.  
Cheeky!  I always think my analogies are spot on!
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 5:29 pm

It's like learning to play the violin. Ten thousand hours of practice, but then you can rattle through all four seasons in minutes.

But 'ukulele is still better.
That analogy may be better than you think. When your ten thousand hours does not help me -- and I still have to practice/train the damn thing -- maybe that's a good criterion for a 'useless' machine learning application.  
Cheeky!  I always think my analogies are spot on!
Did you check for isomorphism?

https://en.wikipedia.org/wiki/Analogy
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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Alan
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Re: 100 millions time faster than ODE methods

November 14th, 2019, 10:39 pm

Speaking of Waymo, which I was, they are right now doing an AMA over at reddit: link

oops -- it's over already and my question did not get answered! 
 
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katastrofa
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Re: 100 millions time faster than ODE methods

November 15th, 2019, 7:05 am

It's like learning to play the violin. Ten thousand hours of practice, but then you can rattle through all four seasons in minutes.

But 'ukulele is still better.
That analogy may be better than you think. When your ten thousand hours does not help me -- and I still have to practice/train the damn thing -- maybe that's a good criterion for a 'useless' machine learning application. 

On the other hand, when the app can be trained by a third party and then I can use it  --  I am thinking Waymo self-driving cars -- that's a different story!    
And, correct me if I'm wrong, they didn't test different values of hyperparameters (the whole tuning was only for two different pairs of "tuning" parameters). That's revolting! I considered this tuning in my paper, appendix A.5, very scanty: https://arxiv.org/pdf/1802.09427.pdf Doing this properly would take them much longer.
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

November 15th, 2019, 10:52 am

It's like learning to play the violin. Ten thousand hours of practice, but then you can rattle through all four seasons in minutes.

But 'ukulele is still better.
That analogy may be better than you think. When your ten thousand hours does not help me -- and I still have to practice/train the damn thing -- maybe that's a good criterion for a 'useless' machine learning application. 

On the other hand, when the app can be trained by a third party and then I can use it  --  I am thinking Waymo self-driving cars -- that's a different story!    
And, correct me if I'm wrong, they didn't test different values of hyperparameters (the whole tuning was only for two different pairs of "tuning" parameters). That's revolting! I considered this tuning in my paper, appendix A.5, very scanty: https://arxiv.org/pdf/1802.09427.pdf Doing this properly would take them much longer.
Has A.5 to do with cross-validation, 5-fold and confusion matrix use cases?
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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katastrofa
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Re: 100 millions time faster than ODE methods

November 15th, 2019, 3:18 pm

Sort of. Yes.
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

December 3rd, 2019, 6:50 pm

In December 2015, Google announced that the D-Wave 2X outperforms both simulated annealing and Quantum Monte Carlo by up to a factor of 100,000,000 on a set of hard optimization problems.[30]
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl