Parallel Working-Set Search Structures

In this paper we present two versions of a parallel working-set map on p processors that supports searches, insertions and deletions. In both versions, the total work of all operations when the map has size at least p is bounded by the working-set bound, i.e., the cost of an item depends on how recently it was accessed (for some linearization): accessing an item in the map with recency r takes O(1+log r) work. In the simpler version each map operation has O((log p)^2+log n) span (where n is the maximum size of the map). In the pipelined version each map operation on an item with recency r has O((log p)^2+log r) span. (Operations in parallel may have overlapping span; span is additive only for operations in sequence.) Both data structures are designed to be used by a dynamic multithreading parallel program that at each step executes a unit-time instruction or makes a data structure call. To achieve the stated bounds, the pipelined data structure requires a weak-priority scheduler, which supports a limited form of 2-level prioritization. At the end we explain how the results translate to practical implementations using work-stealing schedulers. To the best of our knowledge, this is the first parallel implementation of a self-adjusting search structure where the cost of an operation adapts to the access sequence. A corollary of the working-set bound is that it achieves work static optimality: the total work is bounded by the access costs in an optimal static search tree.Comment: Authors' version of a paper accepted to SPAA 201

Parallel Finger Search Structures

In this paper we present two versions of a parallel finger structure FS on p processors that supports searches, insertions and deletions, and has a finger at each end. This is to our knowledge the first implementation of a parallel search structure that is work-optimal with respect to the finger bound and yet has very good parallelism (within a factor of O(log p)^2) of optimal). We utilize an extended implicit batching framework that transparently facilitates the use of FS by any parallel program P that is modelled by a dynamically generated DAG D where each node is either a unit-time instruction or a call to FS. The work done by FS is bounded by the finger bound F_L (for some linearization L of D), i.e. each operation on an item with distance r from a finger takes O(log r+1) amortized work. Running P using the simpler version takes O((T_1+F_L)/p + T_infty + d * ((log p)^2 + log n)) time on a greedy scheduler, where T_1, T_infty are the size and span of D respectively, and n is the maximum number of items in FS, and d is the maximum number of calls to FS along any path in D. Using the faster version, this is reduced to O((T_1+F_L)/p + T_infty + d *(log p)^2 + s_L) time, where s_L is the weighted span of D where each call to FS is weighted by its cost according to F_L. FS can be extended to a fixed number of movable fingers. The data structures in our paper fit into the dynamic multithreading paradigm, and their performance bounds are directly composable with other data structures given in the same paradigm. Also, the results can be translated to practical implementations using work-stealing schedulers

Efficient transfer entropy analysis of non-stationary neural time series

Information theory allows us to investigate information processing in neural systems in terms of information transfer, storage and modification. Especially the measure of information transfer, transfer entropy, has seen a dramatic surge of interest in neuroscience. Estimating transfer entropy from two processes requires the observation of multiple realizations of these processes to estimate associated probability density functions. To obtain these observations, available estimators assume stationarity of processes to allow pooling of observations over time. This assumption however, is a major obstacle to the application of these estimators in neuroscience as observed processes are often non-stationary. As a solution, Gomez-Herrero and colleagues theoretically showed that the stationarity assumption may be avoided by estimating transfer entropy from an ensemble of realizations. Such an ensemble is often readily available in neuroscience experiments in the form of experimental trials. Thus, in this work we combine the ensemble method with a recently proposed transfer entropy estimator to make transfer entropy estimation applicable to non-stationary time series. We present an efficient implementation of the approach that deals with the increased computational demand of the ensemble method's practical application. In particular, we use a massively parallel implementation for a graphics processing unit to handle the computationally most heavy aspects of the ensemble method. We test the performance and robustness of our implementation on data from simulated stochastic processes and demonstrate the method's applicability to magnetoencephalographic data. While we mainly evaluate the proposed method for neuroscientific data, we expect it to be applicable in a variety of fields that are concerned with the analysis of information transfer in complex biological, social, and artificial systems.Comment: 27 pages, 7 figures, submitted to PLOS ON

Multi-GPU maximum entropy image synthesis for radio astronomy

The maximum entropy method (MEM) is a well known deconvolution technique in radio-interferometry. This method solves a non-linear optimization problem with an entropy regularization term. Other heuristics such as CLEAN are faster but highly user dependent. Nevertheless, MEM has the following advantages: it is unsupervised, it has a statistical basis, it has a better resolution and better image quality under certain conditions. This work presents a high performance GPU version of non-gridding MEM, which is tested using real and simulated data. We propose a single-GPU and a multi-GPU implementation for single and multi-spectral data, respectively. We also make use of the Peer-to-Peer and Unified Virtual Addressing features of newer GPUs which allows to exploit transparently and efficiently multiple GPUs. Several ALMA data sets are used to demonstrate the effectiveness in imaging and to evaluate GPU performance. The results show that a speedup from 1000 to 5000 times faster than a sequential version can be achieved, depending on data and image size. This allows to reconstruct the HD142527 CO(6-5) short baseline data set in 2.1 minutes, instead of 2.5 days that takes a sequential version on CPU.Comment: 11 pages, 13 figure