Shan Huang

h-index18
2papers
1,156citations

2 Papers

11.3ARSep 16, 2024
MARCA: Mamba Accelerator with ReConfigurable Architecture

Jinhao Li, Shan Huang, Jiaming Xu et al.

We propose a Mamba accelerator with reconfigurable architecture, MARCA.We propose three novel approaches in this paper. (1) Reduction alternative PE array architecture for both linear and element-wise operations. For linear operations, the reduction tree connected to PE arrays is enabled and executes the reduction operation. For element-wise operations, the reduction tree is disabled and the output bypasses. (2) Reusable nonlinear function unit based on the reconfigurable PE. We decompose the exponential function into element-wise operations and a shift operation by a fast biased exponential algorithm, and the activation function (SiLU) into a range detection and element-wise operations by a piecewise approximation algorithm. Thus, the reconfigurable PEs are reused to execute nonlinear functions with negligible accuracy loss.(3) Intra-operation and inter-operation buffer management strategy. We propose intra-operation buffer management strategy to maximize input data sharing for linear operations within operations, and inter-operation strategy for element-wise operations between operations. We conduct extensive experiments on Mamba model families with different sizes.MARCA achieves up to 463.22$\times$/11.66$\times$ speedup and up to 9761.42$\times$/242.52$\times$ energy efficiency compared to Intel Xeon 8358P CPU and NVIDIA Tesla A100 GPU implementations, respectively.

1.2STAug 3, 2021
Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning

Zhaolu Dong, Shan Huang, Simiao Ma et al.

Deep Reinforcement learning is a branch of unsupervised learning in which an agent learns to act based on environment state in order to maximize its total reward. Deep reinforcement learning provides good opportunity to model the complexity of portfolio choice in high-dimensional and data-driven environment by leveraging the powerful representation of deep neural networks. In this paper, we build a portfolio management system using direct deep reinforcement learning to make optimal portfolio choice periodically among S\&P500 underlying stocks by learning a good factor representation (as input). The result shows that an effective learning of market conditions and optimal portfolio allocations can significantly outperform the average market.