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GTC ON-DEMAND

Tools & Libraries
Presentation
Media
Using R for High-Performance Data Analysis
Speakers:
Domokos Vermes
Abstract:

Data analysis is the art and the science of getting the correct quantitative models and their numerical parameters from the observed data. In this talk, we report on a project to integrate CUDA into the open source data analysis environment R. The combined use of the CPU and GPU resources can efficiently exploit the significant amount of data parallelism inherent in most data analysis problems and methods. This makes interactive analysis possible even for large, compute-intensive problems. The implementation and the achievable performance gains will be demonstrated on a concrete example from quantitative finance.

 
Topics:
Tools & Libraries, Databases, Data Mining, Business Intelligence, Finance, Life & Material Science
Type:
Talk
Event:
GTC Silicon Valley
Year:
2010
Session ID:
S102111
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