IPU

Introduction In this article we will discuss how to execute a large number of independent programs in parallel, using a new computer chip capable of executing thousands of independent calculations at once. This may be particularly useful in areas of stochastic modelling and Monte Carlo simulation, where repeated and independent simulations are required to learn about uncertainty in model predictions. The chip in question is called the Intelligence Processing Unit (IPU) and is developed by Graphcore, a UK-based company headquartered in Bristol. The IPU is now (as of February 2023) on its second generation, the Colossus MK2 IPU processor, also known as the GC200. ...

Introduction Graphcore, a company based in Bristol, UK, have developed a new kind of processor with the aim of being able to massively parallelise computation. The chip is called an Intelligence Processing Unit (IPU) and is now on its second generation, the Colossus MK2 IPU processor - the GC200. Originally designed to dramatically increase performance in machine learning applications, the IPUs architecture can also be used to provide big performance increases in many other areas. Here, we will show that the IPUs ability for massive parallelisation can be used to decrease the computational time for repeated simulation of dynamic, stochastic models. This family of models are used in a wide variety of applications including biology, where they can be used to perform in silico experiments, and finance, where they can be used to forecast asset prices. ...