- Tytuł:
- Graphics processing units in acceleration of bandwidth selection for kernel density estimation
- Autorzy:
-
Andrzejewski, W.
Gramacki, A.
Gramacki, J. - Powiązania:
- https://bibliotekanauki.pl/articles/330819.pdf
- Data publikacji:
- 2013
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
bandwidth selection
graphics processing unit
probability density function
nonparametric estimation
kernel estimation
szerokość pasmowa
programowalny procesor graficzny
funkcja gęstości prawdopodobieństwa
estymacja nieparametryczna
estymacja jądrowa - Opis:
- The Probability Density Function (PDF) is a key concept in statistics. Constructing the most adequate PDF from the observed data is still an important and interesting scientific problem, especially for large datasets. PDFs are often estimated using nonparametric data-driven methods. One of the most popular nonparametric method is the Kernel Density Estimator (KDE). However, a very serious drawback of using KDEs is the large number of calculations required to compute them, especially to find the optimal bandwidth parameter. In this paper we investigate the possibility of utilizing Graphics Processing Units (GPUs) to accelerate the finding of the bandwidth. The contribution of this paper is threefold: (a) we propose algorithmic optimization to one of bandwidth finding algorithms, (b) we propose efficient GPU versions of three bandwidth finding algorithms and (c) we experimentally compare three of our GPU implementations with the ones which utilize only CPUs. Our experiments show orders of magnitude improvements over CPU implementations of classical algorithms.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2013, 23, 4; 869-885
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł