Efficient GPU implementation of parameter estimation of a statistical model for online advertisement optimization

Examensarbete för masterexamen

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Type: Examensarbete för masterexamen
Master Thesis
Title: Efficient GPU implementation of parameter estimation of a statistical model for online advertisement optimization
Authors: Lindbäck, Albin
Abstract: The optimization problem of estimating parameters using a maximum a-posterior (MAP) [3] approach on a non-linear statistical model with a large data set can be solved using an L-BFGS [10] algorithm. When dealing with an ever changing reality, the evaluation need to be fast to capture the immediacy of the observations. This thesis will present the implementation of the problem objective function and its gradient being used in the numerical iterative optimization algorithm. In order to speed up the process of parameter estimation, an implementation is presented which utilizes the massively parallel computation power of a graphics processing unit (GPU). The implementations are done for both the CPU and the GPU, using C++ and NVIDIA's programming platform CUDA. Compared to the sequential CPU implementation, the result of the parallel GPU version is a speed up of between 20 and 50 for the objective function and around 4 for the gradient.
Keywords: Datavetenskap (datalogi);Computer Science
Issue Date: 2012
Publisher: Chalmers tekniska högskola / Institutionen för data- och informationsteknik (Chalmers)
Chalmers University of Technology / Department of Computer Science and Engineering (Chalmers)
URI: https://hdl.handle.net/20.500.12380/161386
Collection:Examensarbeten för masterexamen // Master Theses



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