Liu He

h-index6
2papers
126citations

2 Papers

6.6DCJul 25
Application-Driven Architecture Exploration for Cross-Layer Heterogeneous Systems

Yuchen Fan, Minghong Sun, Jikui Ma et al.

AI and HPC infrastructure increasingly serves workload portfolios that combine dense tensor computation, sparse kernels, large memory footprints, and communication-intensive collectives. Supporting these portfolios requires coordinated choices across accelerators, memory tiers, scale-up fabrics, and cluster networks. The resulting Cross-layer Heterogeneous System (XHS) design space is difficult to explore: hardware choices change legal task mappings, while rack power, switch radix, cabling, and cost constraints invalidate many candidates. We present CHASE, an application-driven framework that searches physically feasible XHS architectures through the workloads they must execute. CHASE represents candidates as hierarchical typed graphs and rejects designs that violate deployment constraints. It avoids intractable joint hardware-mapping search with a decoupled two-level loop: an inner mapper translates hardware-independent workload DAGs into topology-aware event traces, a calibrated event-driven simulator evaluates each mapping, and an outer telemetry-guided optimizer evolves the hardware graph. We evaluate CHASE on sparse-computing and LLM workloads. Its mapper remains within 6.06% of exhaustive optima while reducing mapping time by 60.5% on average relative to PEFT. Compute-model errors average 4.4-7.5%, and communication validation reproduces key trends across physical platforms. The outer search reaches near-global optima within 64 iterations. End-to-end case studies show that sparse workloads favor criticality-aware heterogeneous pods, whereas LLM inference favors scale-up islands; the resulting designs deliver 6.20$\times$ and 2.12$\times$ geomean speedups, respectively, while reducing cost and power relative to the baselines.

1.4LGJan 13
Incorporating Cognitive Biases into Reinforcement Learning for Financial Decision-Making

Liu He

Financial markets are influenced by human behavior that deviates from rationality due to cognitive biases. Traditional reinforcement learning (RL) models for financial decision-making assume rational agents, potentially overlooking the impact of psychological factors. This study integrates cognitive biases into RL frameworks for financial trading, hypothesizing that such models can exhibit human-like trading behavior and achieve better risk-adjusted returns than standard RL agents. We introduce biases, such as overconfidence and loss aversion, into reward structures and decision-making processes and evaluate their performance in simulated and real-world trading environments. Despite its inconclusive or negative results, this study provides insights into the challenges of incorporating human-like biases into RL, offering valuable lessons for developing robust financial AI systems.