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Generalized Orders of Magnitude for Scalable, Parallel, High-Dynamic-Range Computation

View PDF HTML (experimental) Abstract:Many domains, from deep learning to finance, require compounding real numbers over long sequences, often leading to catastrophic numerical underflow or overflow. We introduce generalized orders of magnitude (GOOMs), a principled extension of traditional orders of magnitude that incorporates floating-point numbers as a special case, and which in practice enables stable computation over significantly larger dynamic ranges of real numbers than previously possib...

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