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Register a new userA 1000-fold Acceleration of Hidden Markov Model Fitting using Graphical Processing Units, with application to Nonvolcanic Tremor Classification
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Added by
Stephanus Marnus Stoltz
Publication date
2020
fields
Mathematical Statistics
and research's language is
English
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Hidden Markov models (HMMs) are general purpose models for time-series data widely used across the sciences because of their flexibility and elegance. However fitting HMMs can often be computationally demanding and time consuming, particularly when the the number of hidden states is large or the Markov chain itself is long. Here we introduce a new Graphical Processing Unit (GPU) based algorithm designed to fit long chain HMMs, applying our approach to an HMM for nonvolcanic tremor events developed by Wang et al.(2018). Even on a modest GPU, our implementation resulted in a 1000-fold increase in speed over the standard single processor algorithm, allowing a full Bayesian inference of uncertainty related to model parameters. Similar improvements would be expected for HMM models given large number of observations and moderate state spaces (<80 states with current hardware). We discuss the model, general GPU architecture and algorithms and report performance of the method on a tremor dataset from the Shikoku region, Japan.
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Scattering maps from strained or disordered nano-structures around a Bragg reflection can either be computed quickly using approximations and a (Fast) Fourier transform, or using individual atomic positions. In this article we show that it is possible to compute up to 4.10^10 $reflections.atoms/s using a single graphic card, and we evaluate how this speed depends on number of atoms and points in reciprocal space. An open-source software library (PyNX) allowing easy scattering computations (including grazing incidence conditions) in the Python language is described, with examples of scattering from non-ideal nanostructures.
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Intrusion detection is only a starting step in securing IT infrastructure. Prediction of intrusions is the next step to provide an active defense against incoming attacks. Current intrusion prediction methods focus mainly on prediction of either intrusion type or intrusion category and do not use or provide contextual information such as source and target IP address. In addition most of them are dependant on domain knowledge and specific scenario knowledge. The proposed algorithm employs a bag-of-words model together with a hidden Markov model which not depend on specific domain knowledge. Since this algorithm depends on a training process it is adaptable to different conditions. A key advantage of the proposed algorithm is the inclusion of contextual data such as source IP address, destination IP range, alert type and alert category in its prediction, which is crucial for an eventual response. Experiments conducted using a public data set generated over 2500 alert predictions and achieved accuracy of 81% and 77% for single step and five step predictions respectively for prediction of the next alert cluster. It also achieved an accuracy of prediction of 95% and 92% for single step and five step predictions respectively for prediction of the next alert category. The proposed methods achieved a prediction accuracy improvement of 5% for alert category over existing variable length Markov chain intrusion prediction methods, while providing more information for a possible defense.
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