Keywords: Sampling, Random Number Generation, Probabilistic Machine Learning, Hardware, Power Consumption, Spintronics, Sustainability
TL;DR: We introduce a highly energy-efficient spintronics-based algorithm for truly random Float16 samples, outperforming traditional methods and allowing for effective sampling from arbitrary 1D distributions without closed-form solutions.
Abstract: (Pseudo)random sampling, a costly yet widely used method in (probabilistic) machine learning and Markov Chain Monte Carlo algorithms, remains unfeasible on a truly large scale due to unmet computational requirements. We introduce an energy-efficient algorithm for uniform Float16 sampling, utilizing a room-temperature stochastic magnetic tunnel junction device to generate truly random floating-point numbers. By avoiding expensive symbolic computation and mapping physical phenomena directly to the statistical properties of the floating-point format and uniform distribution, our approach achieves a higher level of energy efficiency than the state-of-the-art Mersenne-Twister algorithm by a minimum factor of 9721 and an improvement factor of 5649 compared to the more energy-efficient PCG algorithm. Building on this sampling technique and hardware framework, we decompose arbitrary distributions into many non-overlapping approximative uniform distributions along with convolution and prior-likelihood operations, which allows us to sample from any 1D distribution without closed-form solutions. We provide measurements of the potential accumulated approximation errors, demonstrating the effectiveness of our method.
Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
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Submission Number: 4908
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