Machine Learning algorithms try to provide an adequate forecast for predicting and understanding a multitude of phenomena. However, due to the chaotic nature of real systems, it is very difficult to predict data: a small perturbation from initial state can generate serious errors. Data Assimilation is used to estimate the best initial state of a system in order to predict carefully the future states. Therefore, an accurate and fast Data Assimilation can be considered a fundamental step for the entire Machine Learning process. Here, we deal with the Gaussian convolution operation which is a central step of the Data Assimilation approach and, in general, in several data analysis procedures. In particular, we propose a parallel algorithm, based on the use of Recursive Filters to approximate the Gaussian convolution in a very fast way. Tests and experiments confirm the efficiency of the proposed implementation.

Accelerated gaussian convolution in a data assimilation scenario

Galletti A.;Giunta G.;Marcellino L.
2020

Abstract

Machine Learning algorithms try to provide an adequate forecast for predicting and understanding a multitude of phenomena. However, due to the chaotic nature of real systems, it is very difficult to predict data: a small perturbation from initial state can generate serious errors. Data Assimilation is used to estimate the best initial state of a system in order to predict carefully the future states. Therefore, an accurate and fast Data Assimilation can be considered a fundamental step for the entire Machine Learning process. Here, we deal with the Gaussian convolution operation which is a central step of the Data Assimilation approach and, in general, in several data analysis procedures. In particular, we propose a parallel algorithm, based on the use of Recursive Filters to approximate the Gaussian convolution in a very fast way. Tests and experiments confirm the efficiency of the proposed implementation.
978-3-030-50432-8
978-3-030-50433-5
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11367/85170
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