Bayesian Optimization with Dimension Scheduling: Application to Biological Systems

Bayesian Optimization (BO) is a data-efficient method for global black-box optimization of an expensive-to-evaluate fitness function. BO typically assumes that computation cost of BO is cheap, but experiments are time consuming or costly. In practice, this allows us to optimize ten or fewer critical parameters in up to 1,000 experiments. But experiments may be less expensive than BO methods assume: In some simulation models, we may be able to conduct multiple thousands of experiments in a few hours, and the computational burden of BO is no longer negligible compared to experimentation time. To address this challenge we introduce a new Dimension Scheduling Algorithm (DSA), which reduces the computational burden of BO for many experiments. The key idea is that DSA optimizes the fitness function only along a small set of dimensions at each iteration. This DSA strategy (1) reduces the necessary computation time, (2) finds good solutions faster than the traditional BO method, and (3) can be parallelized straightforwardly. We evaluate the DSA in the context of optimizing parameters of dynamic models of microalgae metabolism and show faster convergence than traditional BO

Clear and Compress: Computing Persistent Homology in Chunks

We present a parallelizable algorithm for computing the persistent homology of a filtered chain complex. Our approach differs from the commonly used reduction algorithm by first computing persistence pairs within local chunks, then simplifying the unpaired columns, and finally applying standard reduction on the simplified matrix. The approach generalizes a technique by G\"unther et al., which uses discrete Morse Theory to compute persistence; we derive the same worst-case complexity bound in a more general context. The algorithm employs several practical optimization techniques which are of independent interest. Our sequential implementation of the algorithm is competitive with state-of-the-art methods, and we improve the performance through parallelized computation.Comment: This result was presented at TopoInVis 2013 (http://www.sci.utah.edu/topoinvis13.html

Practical Bayesian Optimization of Machine Learning Algorithms

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of thumb, or sometimes brute-force search. Much more appealing is the idea of developing automatic approaches which can optimize the performance of a given learning algorithm to the task at hand. In this work, we consider the automatic tuning problem within the framework of Bayesian optimization, in which a learning algorithm's generalization performance is modeled as a sample from a Gaussian process (GP). The tractable posterior distribution induced by the GP leads to efficient use of the information gathered by previous experiments, enabling optimal choices about what parameters to try next. Here we show how the effects of the Gaussian process prior and the associated inference procedure can have a large impact on the success or failure of Bayesian optimization. We show that thoughtful choices can lead to results that exceed expert-level performance in tuning machine learning algorithms. We also describe new algorithms that take into account the variable cost (duration) of learning experiments and that can leverage the presence of multiple cores for parallel experimentation. We show that these proposed algorithms improve on previous automatic procedures and can reach or surpass human expert-level optimization on a diverse set of contemporary algorithms including latent Dirichlet allocation, structured SVMs and convolutional neural networks

Counting Triangles in Large Graphs on GPU

The clustering coefficient and the transitivity ratio are concepts often used in network analysis, which creates a need for fast practical algorithms for counting triangles in large graphs. Previous research in this area focused on sequential algorithms, MapReduce parallelization, and fast approximations. In this paper we propose a parallel triangle counting algorithm for CUDA GPU. We describe the implementation details necessary to achieve high performance and present the experimental evaluation of our approach. Our algorithm achieves 8 to 15 times speedup over the CPU implementation and is capable of finding 3.8 billion triangles in an 89 million edges graph in less than 10 seconds on the Nvidia Tesla C2050 GPU.Comment: 2016 IEEE International Parallel and Distributed Processing Symposium Workshops (IPDPSW

Parallel String Sample Sort

We discuss how string sorting algorithms can be parallelized on modern multi-core shared memory machines. As a synthesis of the best sequential string sorting algorithms and successful parallel sorting algorithms for atomic objects, we propose string sample sort. The algorithm makes effective use of the memory hierarchy, uses additional word level parallelism, and largely avoids branch mispredictions. Additionally, we parallelize variants of multikey quicksort and radix sort that are also useful in certain situations.Comment: 34 pages, 7 figures and 12 table

Engineering Parallel String Sorting

We discuss how string sorting algorithms can be parallelized on modern multi-core shared memory machines. As a synthesis of the best sequential string sorting algorithms and successful parallel sorting algorithms for atomic objects, we first propose string sample sort. The algorithm makes effective use of the memory hierarchy, uses additional word level parallelism, and largely avoids branch mispredictions. Then we focus on NUMA architectures, and develop parallel multiway LCP-merge and -mergesort to reduce the number of random memory accesses to remote nodes. Additionally, we parallelize variants of multikey quicksort and radix sort that are also useful in certain situations. Comprehensive experiments on five current multi-core platforms are then reported and discussed. The experiments show that our implementations scale very well on real-world inputs and modern machines.Comment: 46 pages, extension of "Parallel String Sample Sort" arXiv:1305.115