Assessing a Neuromorphic Platform for use in Scientific Stochastic Sampling

Recent advances in neuromorphic algorithm development have shown that neural inspired architectures can efficiently solve scientific computing problems including graph decision problems and partial-integro differential equations (PIDEs). The latter requires the generation of a large number of samples from a stochastic process. While the Monte Carlo approximation of the solution of the PIDEs converges with an increasing number of sampled neuromorphic trajectories, the fidelity of samples from a given stochastic process using neuromorphic hardware requires verification. Such an exercise increases our trust in this emerging hardware and works toward unlocking its energy and scaling efficiency for scientific purposes such as synthetic data generation and stochastic simulation. In this paper, we focus our verification efforts on a one-dimensional Ornstein- Uhlenbeck stochastic differential equation. Using a discrete-time Markov chain approximation, we sample trajectories of the stochastic process across a variety of parameters on an Intel 8- Loihi chip Nahuku neuromorphic platform. Using relative entropy as a verification measure, we demonstrate that the random samples generated on Loihi are, in an average sense, acceptable. Finally, we demonstrate how Loihi's fidelity to the distribution changes as a function of the parameters of the Ornstein- Uhlenbeck equation, highlighting a trade-off between the lower-precision random number generation of the neuromorphic platform and our algorithm's ability to represent a discrete-time Markov chain.