Title: Energy-Efficient Random Variate Generation via Compressed Lookup Tables
Primary area: other topics in machine learning (i.e., none of the above)
Keywords: energy-efficiency, sampling

Abstract: Generating (pseudo-)random variates lies at the core of probabilistic machine learning and prediction algorithms and yet remains a major bottleneck due to its high computational and energy cost. In this paper, we introduce a general and scalable sampling strategy that enables fast and energy-efficient random variate generation from arbitrary distributions. Our approach is based on efficient lookup tables combined with a fast index sampling scheme. Using only a handful of fast and energy-efficient compute operations on simple array structures, we achieve superior speed, energy efficiency, and precision at near-optimal entropy cost compared to state-of-the-art techniques. Microbenchmarking our approach with a C implementation shows up to 40\% savings in time and 60\% in energy compared to state-of-the-art approaches. Compared to commonly employed Python samplers we achieve a 100x time improvement.