**Splitability Annotations (SA)**

Data movement is a major bottleneck in parallel data-intensive applications. In response to this problem, researchers have proposed new runtimes and intermediate representations (IRs) that apply optimizations such as loop fusion under existing library APIs. Even though these runtimes generally do no require changes to user code, they require intrusive changes to the library itself: often, all the library functions need to be rewritten for a new IR or virtual machine. In this paper, we propose a new abstraction called splitability annotations (SAs) that enables key data movement optimizations on black-box library functions. SAs only require that users add an annotation for existing, unmodified functions and implement a small API to split data values in the library. Together, this interface describes how to partition values that are passed among functions to enable data pipelining and automatic parallelization while respecting each library’s correctness constraints. We implement SAs in a system called Mozart. Without modifying any library function, on workloads using NumPy and Pandas in Python and Intel MKL in C, Mozart provides performance competitive with intrusive solutions that require rewriting libraries in many cases, can sometimes improve performance over past systems by up to 2x, and accelerates workloads by up to 30x. … **Sequential Bagging on Regression (SQB)**

Methodology: Remove one observation. Training the rest of data that are sampled without replacement and given this observation’s input, predict the response back. Replicate this N times and for each response, take a sample from these replicates with replacement. Average each responses of sample and again replicate this step N time for each observation. Approximate these N new responses and generate another N responses y’. Training these y’ and predict to have N responses of each testing observation. The average of N is the final prediction. Each observation will do the same. … **CONESTA (CONESTA)**

High-dimensional prediction models are increasingly used to analyze biological data such as neuroimaging of genetic data sets. However, classical penalized algorithms yield to dense solutions that are difficult to interpret without arbitrary thresholding. Alternatives based on sparsity-inducing penalties suffer from coefficient instability. Complex structured sparsity-inducing penalties are a promising approach to force the solution to adhere to some domain-specific constraints and thus offering new perspectives in biomarker identification. We propose a generic optimization framework that can combine any smooth convex loss function with: (i) penalties whose proximal operator is known and (ii) with a large range of complex, non-smooth convex structured penalties such as total variation, or overlapping group lasso. Although many papers have addressed a similar goal, few have tackled it in such a generic way and in the context of high-dimensional data. The proposed continuation algorithm, called \textit{CONESTA}, dynamically smooths the complex penalties to avoid the computation of proximal operators, that are either not known or expensive to compute. The decreasing sequence of smoothing parameters is dynamically adapted, using the duality gap, in order to maintain the optimal convergence speed towards any globally desired precision with duality gap guarantee. First, we demonstrate, on both simulated data and on experimental MRI data, that CONESTA outperforms the excessive gap method, ADMM, proximal gradient smoothing (without continuation) and inexact FISTA in terms of convergence speed and/or precision of the solution. Second, on the experimental MRI data set, we establish the superiority of structured sparsity-inducing penalties ($\ell_1$ and total variation) over non-structured methods in terms of the recovery of meaningful and stable groups of predictive variables. … **Zap-Q Learning**

We propose a novel reinforcement learning algorithm that approximates solutions to the problem of discounted optimal stopping in an irreducible, uniformly ergodic Markov chain evolving on a compact subset of $\mathbb R^n$. A dynamic programming approach has been taken by Tsitsikilis and Van Roy to solve this problem, wherein they propose a Q-learning algorithm to estimate the value function, in a linear function approximation setting. The Zap-Q learning algorithm proposed in this work is the first algorithm that is designed to achieve {optimal asymptotic variance}. We prove convergence of the algorithm using ODE analysis, and the optimal asymptotic variance property is reflected via fast convergence in a finance example. …

# If you did not already know

**24**
*Monday*
Feb 2020

Posted What is ...

in