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Cuchulainn
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Re: 100 millions time faster than ODE methods

January 15th, 2021, 3:07 pm

How can someone even write 150K lines of proper code?
I wrote much more than 150 k code lines :/
Over a period of 20 years.
In general, the number of lines of code/programmer is 20 LOC/week.

For pacemakers, it is one LOC per 3 weeks. A typical pricing library 3-5 million LOC.

In paper-tape/punchcard era 

[$]salary = \alpha LOC + \beta[$]

The big swingers were those with boxes of punch cards.

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"Compatibility means deliberately repeating other people's mistakes."
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http://www.datasimfinancial.com
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Cuchulainn
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Re: 100 millions time faster than ODE methods

January 15th, 2021, 5:54 pm

How can someone even write 150K lines of proper code?
update: the code for the last version was 1,000 lines (1 KLOC). hth Scratch code a factor of 10.
Very clever.


Sounds about right. 

“The management question, therefore, is not whether to build a pilot system and throw it away. You will do that. The only question is whether to plan in advance to build a throwaway, or to promise to deliver the throwaway to customers.”

― Frederick P. Brooks Jr., The Mythical Man-Month: Essays on Software Engineering
"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

January 15th, 2021, 5:58 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.
What's easier?
1. tuning a ukele?
2. tuning a ANN?
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

http://www.datasimfinancial.com
http://www.datasim.nl
 
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JohnLeM
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Joined: September 16th, 2008, 7:15 pm

Re: 100 millions time faster than ODE methods

January 31st, 2021, 3:38 pm

Ouch. I think I took the wrong formula to get my salary. It seems more like 
[$]salary = \frac{\alpha}{\beta + loc}[$]
 
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Cuchulainn
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Re: 100 millions time faster than ODE methods

March 29th, 2021, 7:46 am

Here's an article claiming only ONE million times faster (in the small letters it takes 1 week to generate training data on 24 cores).

https://arxiv.org/abs/1809.02233

It's all rather superficial and more of a description than an explanation, alas.. It it 90% text.
The detailed algorithm is missing; they can write it is TWO million times faster and I would still believe you.

//
E, W., J. Han, and A. Jentzen (2017, June). Deep learning-based numerical methods for highdimensional parabolic partial differential equations and backward stochastic differential equations. ArXiv e-prints.

Is this for real?? Someone with surname "E"???

Seems these are Princeton men.
"Compatibility means deliberately repeating other people's mistakes."
David Wheeler

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