Reinforcement Learning: A Survey

This paper surveys the field of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the field and a broad selection of current work are summarized. Reinforcement learning is the problem faced by an agent that learns behavior through trial-and-error interactions with a dynamic environment. The work described here has a resemblance to work in psychology, but differs considerably in the details and in the use of the word ``reinforcement.'' The paper discusses central issues of reinforcement learning, including trading off exploration and exploitation, establishing the foundations of the field via Markov decision theory, learning from delayed reinforcement, constructing empirical models to accelerate learning, making use of generalization and hierarchy, and coping with hidden state. It concludes with a survey of some implemented systems and an assessment of the practical utility of current methods for reinforcement learning.Comment: See http://www.jair.org/ for any accompanying file

Extending the Nested Parallel Model to the Nested Dataflow Model with Provably Efficient Schedulers

The nested parallel (a.k.a. fork-join) model is widely used for writing parallel programs. However, the two composition constructs, i.e. "$\parallel$" (parallel) and "$;$" (serial), are insufficient in expressing "partial dependencies" or "partial parallelism" in a program. We propose a new dataflow composition construct "$\leadsto$" to express partial dependencies in algorithms in a processor- and cache-oblivious way, thus extending the Nested Parallel (NP) model to the \emph{Nested Dataflow} (ND) model. We redesign several divide-and-conquer algorithms ranging from dense linear algebra to dynamic-programming in the ND model and prove that they all have optimal span while retaining optimal cache complexity. We propose the design of runtime schedulers that map ND programs to multicore processors with multiple levels of possibly shared caches (i.e, Parallel Memory Hierarchies) and provide theoretical guarantees on their ability to preserve locality and load balance. For this, we adapt space-bounded (SB) schedulers for the ND model. We show that our algorithms have increased "parallelizability" in the ND model, and that SB schedulers can use the extra parallelizability to achieve asymptotically optimal bounds on cache misses and running time on a greater number of processors than in the NP model. The running time for the algorithms in this paper is $O\left(\frac{\sum_{i=0}^{h-1} Q^{*}({\mathsf t};\sigma\cdot M_i)\cdot C_i}{p}\right)$, where $Q^{*}$ is the cache complexity of task ${\mathsf t}$, $C_i$ is the cost of cache miss at level-$i$ cache which is of size $M_i$, $\sigma\in(0,1)$ is a constant, and $p$ is the number of processors in an $h$-level cache hierarchy

Algorithmic patterns for H\mathcal{H}-matrices on many-core processors

In this work, we consider the reformulation of hierarchical ($\mathcal{H}$) matrix algorithms for many-core processors with a model implementation on graphics processing units (GPUs). $\mathcal{H}$ matrices approximate specific dense matrices, e.g., from discretized integral equations or kernel ridge regression, leading to log-linear time complexity in dense matrix-vector products. The parallelization of $\mathcal{H}$ matrix operations on many-core processors is difficult due to the complex nature of the underlying algorithms. While previous algorithmic advances for many-core hardware focused on accelerating existing $\mathcal{H}$ matrix CPU implementations by many-core processors, we here aim at totally relying on that processor type. As main contribution, we introduce the necessary parallel algorithmic patterns allowing to map the full $\mathcal{H}$ matrix construction and the fast matrix-vector product to many-core hardware. Here, crucial ingredients are space filling curves, parallel tree traversal and batching of linear algebra operations. The resulting model GPU implementation hmglib is the, to the best of the authors knowledge, first entirely GPU-based Open Source $\mathcal{H}$ matrix library of this kind. We conclude this work by an in-depth performance analysis and a comparative performance study against a standard $\mathcal{H}$ matrix library, highlighting profound speedups of our many-core parallel approach

Improving the scalability of parallel N-body applications with an event driven constraint based execution model

The scalability and efficiency of graph applications are significantly constrained by conventional systems and their supporting programming models. Technology trends like multicore, manycore, and heterogeneous system architectures are introducing further challenges and possibilities for emerging application domains such as graph applications. This paper explores the space of effective parallel execution of ephemeral graphs that are dynamically generated using the Barnes-Hut algorithm to exemplify dynamic workloads. The workloads are expressed using the semantics of an Exascale computing execution model called ParalleX. For comparison, results using conventional execution model semantics are also presented. We find improved load balancing during runtime and automatic parallelism discovery improving efficiency using the advanced semantics for Exascale computing.Comment: 11 figure