1.7MSMar 31
Computing FFTs at Target Precision Using Lower-Precision FFTsShota Kawakami, Daisuke Takahashi
Modern processors deliver higher throughput for lower-precision arithmetic than for higher-precision arithmetic. For matrix multiplication, the Ozaki scheme exploits this performance gap by splitting the inputs into lower-precision components and delegating the computation to optimized lower-precision routines. However, no similar approach exists for the fast Fourier transform (FFT). Here, we propose a method that computes target-precision FFTs using lower-precision FFTs by applying the Ozaki scheme to the cyclic convolution in the Bluestein FFT. The split component convolutions are computed exactly using the number theoretic transform (NTT), an FFT over a finite field, instead of floating-point FFTs, combined with the Chinese remainder theorem. We introduce an upper bound on the number of splits and an NTT-domain accumulation strategy to reduce the NTT call count. As a concrete implementation, we implement a double-precision FFT using 32-bit NTTs and confirm reduced relative error compared with those for FFTs based on FFTW and Triple-Single precision arithmetic, with stable error across FFT lengths, at most 96 NTT calls, or 64 NTT calls with NTT-domain accumulation. On an Intel Xeon Platinum 8468 for lengths $n=2^{10}$-$2^{18}$, the execution time is approximately 107-1315$\times$ that of FFTW's double-precision FFT, with NTTs accounting for approximately 80% of the total time.
6.1MSJun 28
Improved Scaling for Fast Mode of Ozaki Scheme IIShota Kawakami, Daisuke Takahashi
Ozaki scheme II emulates high-precision matrix multiplication using low-precision integer matrix operations based on the Chinese remainder theorem (CRT). It first scales the high-precision matrices to convert them into integer matrices. For this scaling step, Ozaki scheme II provides two modes: accurate mode, which uses INT8 matrix multiplication to estimate scaling factors, and fast mode, which applies the Cauchy--Schwarz inequality at lower computational cost. We show that the existing formula lacks scale invariance; multiplying the input matrices by a constant changes the effective bit width of the integer matrices in the scaling step, causing accuracy degradation or CRT recovery failure. To address this, we propose a revised scaling formula derived from the CRT uniqueness condition via the Cauchy--Schwarz inequality. The proposed formula is scale-invariant by construction, guarantees that the CRT uniqueness condition is always satisfied, and introduces no additional overhead over the original fast mode. Experiments on an NVIDIA GH200 GPU show that the proposed method achieves accuracy comparable to that of accurate mode while maintaining throughput comparable to that of fast mode. In the accuracy--throughput trade-off, the proposed method overcomes the accuracy limitation of fast mode and the throughput constraint of accurate mode, offering a superior accuracy and performance.
4.6LGFeb 5, 2024
Counterfactual Explanations of Black-box Machine Learning Models using Causal Discovery with Applications to Credit RatingDaisuke Takahashi, Shohei Shimizu, Takuma Tanaka
Explainable artificial intelligence (XAI) has helped elucidate the internal mechanisms of machine learning algorithms, bolstering their reliability by demonstrating the basis of their predictions. Several XAI models consider causal relationships to explain models by examining the input-output relationships of prediction models and the dependencies between features. The majority of these models have been based their explanations on counterfactual probabilities, assuming that the causal graph is known. However, this assumption complicates the application of such models to real data, given that the causal relationships between features are unknown in most cases. Thus, this study proposed a novel XAI framework that relaxed the constraint that the causal graph is known. This framework leveraged counterfactual probabilities and additional prior information on causal structure, facilitating the integration of a causal graph estimated through causal discovery methods and a black-box classification model. Furthermore, explanatory scores were estimated based on counterfactual probabilities. Numerical experiments conducted employing artificial data confirmed the possibility of estimating the explanatory score more accurately than in the absence of a causal graph. Finally, as an application to real data, we constructed a classification model of credit ratings assigned by Shiga Bank, Shiga prefecture, Japan. We demonstrated the effectiveness of the proposed method in cases where the causal graph is unknown.