Hardware Accelerated Stochastic Simulation Using an Intelligence Processing Unit
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. ...