Graphics processing units in acceleration of bandwidth selection for kernel density estimation

• Autorzy: Witold Andrzejewski , Artur Gramacki , Jarosław Gramacki
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

bandwidth selection; graphics processing unit; probability density function; nonparametric estimation; kernel estimation

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2013
• Tom: 23
• Numer: 4
• Strony: 869-885

Daty

wydano

2013

otrzymano

2013-03-20

poprawiono

2013-06-26

Twórcy

autor

Witold Andrzejewski

• Institute of Computer Science, Poznań University of Technology, Piotrowo 2, 60-965 Poznań, Poland

autor

Artur Gramacki

• Institute of Computer Science and Electronics, University of Zielona Góra, Licealna 9, 65-417 Zielona Góra, Poland

autor

Jarosław Gramacki

• Computer Center, University of Zielona Góra, Licealna 9, 65-417 Zielona Góra, Poland

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Identyfikatory

DOI

10.2478/amcs-2013-0065