SoaAlloc 
We propose SoaAlloc, a dynamic object allocator for Single-Method Multiple-Objects applications in CUDA. SoaAlloc is the first allocator for GPUs that (a) arranges allocations in a SIMD-friendly Structure of Arrays (SOA) data layout, (b) provides a do-all operation for maximizing the benefit of SOA, and (c) is on par with state-of-the-art memory allocators for raw (de)allocation time. Our benchmarks show that the SOA layout leads to significantly better memory bandwidth utilization, resulting in a 2x speedup of application code. …
Practical Scoring Rules
In situations where forecasters are scored on the quality of their probabilistic predictions, it is standard to use proper’ scoring rules to perform such scoring. These rules are desirable because they give forecasters no incentive to lie about their probabilistic beliefs. However, in the real world context of creating a training program designed to help people improve calibration through prediction practice, there are a variety of desirable traits for scoring rules that go beyond properness. These potentially may have a substantial impact on the user experience, usability of the program, or efficiency of learning. The space of proper scoring rules is too broad, in the sense that most proper scoring rules lack these other desirable properties. On the other hand, the space of proper scoring rules is potentially also too narrow, in the sense that we may sometimes choose to give up properness when it conflicts with other properties that are even more desirable from the point of view of usability and effective training. We introduce a class of scoring rules that we call Practical’ scoring rules, designed to be intuitive to users in the context of right’ vs. wrong’ probabilistic predictions. We also introduce two specific scoring rules for prediction intervals, the Distance’ and Order of magnitude’ rules. These rules are designed to satisfy a variety of properties that, based on user testing, we believe are desirable for applied calibration training. …
PANDA
In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents’ objective functions are strongly convex and have Lipschitz continuous gradients. The proposed method requires half the amount of variable exchanges per iterate than methods based on DIGing, and yields improved practical performance as empirically demonstrated. …
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