Automatic generation of high-throughput systolic tree-based solvers for modern FPGAs

Tree-based models are a class of numerical methods widely used in financial option pricing, which have a computational complexity that is quadratic with respect to the solution accuracy. Previous research has employed reconfigurable computing with small degrees of parallelism to provide faster hardware solutions compared with general-purpose processing software designs. However, due to the nature of their vector hardware architectures, they cannot scale their compute resources efficiently, leaving them with pricing latency figures which are quadratic with respect to the problem size, and hence to the solution accuracy. Also, their solutions are not productive as they require hardware engineering effort, and can only solve one type of tree problems, known as the standard American option. This thesis presents a novel methodology in the form of a high-level design framework which can capture any common tree-based problem, and automatically generates high-throughput field-programmable gate array (FPGA) solvers based on proposed scalable hardware architectures. The thesis has made three main contributions. First, systolic architectures were proposed for solving binomial and trinomial trees, which due to their custom systolic data-movement mechanisms, can scale their compute resources efficiently to provide linear latency scaling for medium-size trees and improved quadratic latency scaling for large trees. Using the proposed systolic architectures, throughput speed-ups of up to 5.6X and 12X were achieved for modern FPGAs, compared to previous vector designs, for medium and large trees, respectively. Second, a productive high-level design framework was proposed, that can capture any common binomial and trinomial tree problem, and a methodology was suggested to generate high-throughput systolic solvers with custom data precision, where the methodology requires no hardware design effort from the end user. Third, a fully-automated tool-chain methodology was proposed that, compared to previous tree-based solvers, improves user productivity by removing the manual engineering effort of applying the design framework to option pricing problems. Using the productive design framework, high-throughput systolic FPGA solvers have been automatically generated from simple end-user C descriptions for several tree problems, such as American, Bermudan, and barrier options.Open Acces

ACiS: smart switches with application-level acceleration

Network performance has contributed fundamentally to the growth of supercomputing over the past decades. In parallel, High Performance Computing (HPC) peak performance has depended, first, on ever faster/denser CPUs, and then, just on increasing density alone. As operating frequency, and now feature size, have levelled off, two new approaches are becoming central to achieving higher net performance: configurability and integration. Configurability enables hardware to map to the application, as well as vice versa. Integration enables system components that have generally been single function-e.g., a network to transport data—to have additional functionality, e.g., also to operate on that data. More generally, integration enables compute-everywhere: not just in CPU and accelerator, but also in network and, more specifically, the communication switches. In this thesis, we propose four novel methods of enhancing HPC performance through Advanced Computing in the Switch (ACiS). More specifically, we propose various flexible and application-aware accelerators that can be embedded into or attached to existing communication switches to improve the performance and scalability of HPC and Machine Learning (ML) applications. We follow a modular design discipline through introducing composable plugins to successively add ACiS capabilities. In the first work, we propose an inline accelerator to communication switches for user-definable collective operations. MPI collective operations can often be performance killers in HPC applications; we seek to solve this bottleneck by offloading them to reconfigurable hardware within the switch itself. We also introduce a novel mechanism that enables the hardware to support MPI communicators of arbitrary shape and that is scalable to very large systems. In the second work, we propose a look-aside accelerator for communication switches that is capable of processing packets at line-rate. Functions requiring loops and states are addressed in this method. The proposed in-switch accelerator is based on a RISC-V compatible Coarse Grained Reconfigurable Arrays (CGRAs). To facilitate usability, we have developed a framework to compile user-provided C/C++ codes to appropriate back-end instructions for configuring the accelerator. In the third work, we extend ACiS to support fused collectives and the combining of collectives with map operations. We observe that there is an opportunity of fusing communication (collectives) with computation. Since the computation can vary for different applications, ACiS support should be programmable in this method. In the fourth work, we propose that switches with ACiS support can control and manage the execution of applications, i.e., that the switch be an active device with decision-making capabilities. Switches have a central view of the network; they can collect telemetry information and monitor application behavior and then use this information for control, decision-making, and coordination of nodes. We evaluate the feasibility of ACiS through extensive RTL-based simulation as well as deployment in an open-access cloud infrastructure. Using this simulation framework, when considering a Graph Convolutional Network (GCN) application as a case study, a speedup of on average 3.4x across five real-world datasets is achieved on 24 nodes compared to a CPU cluster without ACiS capabilities

Proceedings, MSVSCC 2017

Proceedings of the 11th Annual Modeling, Simulation & Visualization Student Capstone Conference held on April 20, 2017 at VMASC in Suffolk, Virginia. 211 pp

Exploiting Fine-Grain Concurrency Analytical Insights in Superscalar Processor Design

This dissertation develops analytical models to provide insight into various design issues associated with superscalar-type processors, i.e., the processors capable of executing multiple instructions per cycle. A survey of the existing machines and literature has been completed with a proposed classification of various approaches for exploiting fine-grain concurrency. Optimization of a single pipeline is discussed based on an analytical model. The model-predicted performance curves are found to be in close proximity to published results using simulation techniques. A model is also developed for comparing different branch strategies for single-pipeline processors in terms of their effectiveness in reducing branch delay. The additional instruction fetch traffic generated by certain branch strategies is also studied and is shown to be a useful criterion for choosing between equally well performing strategies. Next, processors with multiple pipelines are modelled to study the tradeoffs associated with deeper pipelines versus multiple pipelines. The model developed can reveal the cause of performance bottleneck: insufficient resources to exploit discovered parallelism, insufficient instruction stream parallelism, or insufficient scope of concurrency detection. The cost associated with speculative (i.e., beyond basic block) execution is examined via probability distributions that characterize the inherent parallelism in the instruction stream. The throughput prediction of the analytic model is shown, using a variety of benchmarks, to be close to the measured static throughput of the compiler output, under resource and scope constraints. Further experiments provide misprediction delay estimates for these benchmarks under scope constraints, assuming beyond-basic-block, out-of-order execution and run-time scheduling. These results were derived using traces generated by the Multiflow TRACE SCHEDULING™(*) compacting C and FORTRAN 77 compilers. A simplified extension to the model to include multiprocessors is also proposed. The extended model is used to analyze combined systems, such as superpipelined multiprocessors and superscalar multiprocessors, both with shared memory. It is shown that the number of pipelines (or processors) at which the maximum throughput is obtained is increasingly sensitive to the ratio of memory access time to network access delay, as memory access time increases. Further, as a function of inter-iteration dependency distance, optimum throughput is shown to vary nonlinearly, whereas the corresponding Optimum number of processors varies linearly. The predictions from the analytical model agree with published results based on simulations. (*)TRACE SCHEDULING is a trademark of Multiflow Computer, Inc

Fundamentals

Volume 1 establishes the foundations of this new field. It goes through all the steps from data collection, their summary and clustering, to different aspects of resource-aware learning, i.e., hardware, memory, energy, and communication awareness. Machine learning methods are inspected with respect to resource requirements and how to enhance scalability on diverse computing architectures ranging from embedded systems to large computing clusters

Fundamentals

Volume 1 establishes the foundations of this new field. It goes through all the steps from data collection, their summary and clustering, to different aspects of resource-aware learning, i.e., hardware, memory, energy, and communication awareness. Machine learning methods are inspected with respect to resource requirements and how to enhance scalability on diverse computing architectures ranging from embedded systems to large computing clusters