Not sure where you take the 1000x improvement from? I was talking about a 30x - and this was an ad hoc guess.
If you look around, there are comparisons which make this seem realistic (e.g., http://www.hs.uni-hamburg.de/DE/Ins/Per/Abhranil/summer_report.pdf), but this also shows it dependents very much on the task specifics. This would be the interesting question here, whether such a speed-up would be realistic. (there the border is at a factor of 400, but this obviously depends on the specifics of the CPU and GPU compared) Am Donnerstag, 9. Oktober 2014 11:33:27 UTC+2 schrieb Judson Wilson: > > I didn't notice this was in the original thread. A factor of 1000x > improvement? REALLY? I have a hard time believing it. > > > On Thu, Oct 9, 2014 at 1:18 AM, Klaus <[email protected] <javascript:>> > wrote: > >> Your mileage may vary. >> For me, such a solution might mean a speedup of about 30 (given the >> number of graphics cores, the differences in performance, non-optimal >> parallelization, etc. - but it is a rather wild, but conservative guess). >> If you look at pricing on the cloud, using this might cost like 5-10 USD >> / hour (were also partial hours count). >> Given the number of runs one has to do to reach a reasonable result, this >> can easily go to dozens/hundreds of hours. This might be ok from your >> perspective, it seems like a bad deal from my point of view. (this is also >> why modern high-performance computers often take a GPU heavy approach) >> So, I think, going GPU first is probably a good idea, then one might want >> to cascade it later with a multicomputer approach (AWS offers specific GPU >> instances for the cloud). >> >> But all this is mute, the question is whether any one with the necessary >> expertise is pursuing this approach. >> Or perhaps someone has better data for estimating the kinds of results to >> be expected. >> >> Klaus >> >> >> >> Am Mittwoch, 8. Oktober 2014 22:14:44 UTC+2 schrieb Judson Wilson: >>> >>> I think it would be more worthwhile to do a cloud based multi-computer >>> approach. >>> >>> On Wed, Oct 8, 2014 at 3:55 AM, Klaus <[email protected]> wrote: >>> >>>> Hi, >>>> >>>> I was just wondering: was there any further efforts to do CUDA-based >>>> backtesting for JBT? >>>> >>>> Cheers >>>> Klaus >>>> >>>> >>>> Am Donnerstag, 18. April 2013 03:44:58 UTC+2 schrieb Sheb Latsama: >>>> >>>>> I am looking into this, but it is still far from ready for prime >>>>> time. I have a good speedup, but for some reason the results are >>>>> diverging >>>>> from the expected values in seemingly random ways. I will update the >>>>> group >>>>> when I have something ready to share... it is still 'pre-alpha' at this >>>>> point. >>>>> >>>>> I asked Eugene to remove some info I shared with him on this topic as >>>>> it is premature at this point, and he was kind enough to do so. >>>>> >>>>> On Tuesday, April 16, 2013 6:56:40 AM UTC-7, Mick O'Donnell wrote: >>>>>> >>>>>> Hi all, >>>>>> >>>>>> Just wondering if anyone has looked at use parallel processing for >>>>>> optimizing strategies yet. I've been using the NVIDIA's CUDA library for >>>>>> other heavy lifting jobs with good results. There's a project called >>>>>> JCUDA >>>>>> which supplies a Runtime API with Java bindings for CUDA. If no one has >>>>>> written anything for this yet, I may take it on as a side project. >>>>>> >>>>>> http://www.jcuda.org/ >>>>>> >>>>>> regards, >>>>>> >>>>>> Michael >>>>>> >>>>> -- >>>> You received this message because you are subscribed to the Google >>>> Groups "JBookTrader" group. >>>> To unsubscribe from this group and stop receiving emails from it, send >>>> an email to [email protected]. >>>> To post to this group, send email to [email protected]. >>>> Visit this group at http://groups.google.com/group/jbooktrader. >>>> For more options, visit https://groups.google.com/d/optout. >>>> >>> >>> -- >> You received this message because you are subscribed to the Google Groups >> "JBookTrader" group. >> To unsubscribe from this group and stop receiving emails from it, send an >> email to [email protected] <javascript:>. >> To post to this group, send email to [email protected] >> <javascript:>. >> Visit this group at http://groups.google.com/group/jbooktrader. >> For more options, visit https://groups.google.com/d/optout. >> > > -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/d/optout.
