arXiv subjects

Yusef Shafi

Publications and source records attributed to Yusef Shafi.

4 recordsLinked to original sources

arXiv2022

Accelerating Physics Simulations with TPUs: An Inundation Modeling Example

Recent advancements in hardware accelerators such as Tensor Processing Units (TPUs) speed up computation time relative to Central Processing Units (CPUs) not only for machine learning but, as demonstrated here, also for scientific modeling and computer simulations. To study TPU hardware for distributed scientific computing, we solve partial differential equations (PDEs) for the physics simulation of fluids to model riverine floods. We demonstrate that TPUs achieve a two orders of magnitude speedup over CPUs. Running physics simulations on TPUs is publicly accessible via the Google Cloud Platform, and we release a Python interactive notebook version of the simulation.

cs.DC↗

arXiv2021

End-to-End Jet Classification of Boosted Top Quarks with the CMS Open Data

We describe a novel application of the end-to-end deep learning technique to the task of discriminating top quark-initiated jets from those originating from the hadronization of a light quark or a gluon. The end-to-end deep learning technique combines deep learning algorithms and low-level detector representation of the high-energy collision event. In this study, we use low-level detector information from the simulated CMS Open Data samples to construct the top jet classifiers. To optimize classifier performance we progressively add low-level information from the CMS tracking detector, including pixel detector reconstructed hits and impact parameters, and demonstrate the value of additional tracking information even when no new spatial structures are added. Relying only on calorimeter energy deposits and reconstructed pixel detector hits, the end-to-end classifier achieves an AUC score of 0.975$\pm$0.002 for the task of classifying boosted top quark jets. After adding derived track quantities, the classifier AUC score increases to 0.9824$\pm$0.0013, serving as the first performance benchmark for these CMS Open Data samples. We additionally provide a timing performance comparison of different processor unit architectures for training the network.

physics.data-an↗

arXiv2019

Inundation Modeling in Data Scarce Regions

Flood forecasts are crucial for effective individual and governmental protective action. The vast majority of flood-related casualties occur in developing countries, where providing spatially accurate forecasts is a challenge due to scarcity of data and lack of funding. This paper describes an operational system providing flood extent forecast maps covering several flood-prone regions in India, with the goal of being sufficiently scalable and cost-efficient to facilitate the establishment of effective flood forecasting systems globally.

cs.LG↗

arXiv2019

Tensor Processing Units for Financial Monte Carlo

Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in high-dimensional state spaces where they are still a method of choice in the financial industry. Recently, Tensor Processing Units (TPUs) have provided considerable speedups and decreased the cost of running Stochastic Gradient Descent (SGD) in Deep Learning. After highlighting computational similarities between training neural networks with SGD and simulating stochastic processes, we ask in the present paper whether TPUs are accurate, fast and simple enough to use for financial Monte Carlo. Through a theoretical reminder of the key properties of such methods and thorough empirical experiments we examine the fitness of TPUs for option pricing, hedging and risk metrics computation. In particular we demonstrate that, in spite of the use of mixed precision, TPUs still provide accurate estimators which are fast to compute when compared to GPUs. We also show that the Tensorflow programming model for TPUs is elegant, expressive and simplifies automated differentiation.

cs.DC↗