Machine Learning-Based Elastic Cloud Resource Provisioning in the Solvency II Framework

The Solvency II Directive (Directive 2009/138/EC) is a European Directive issued in November 2009 and effective from January 2016, which has been enacted by the European Union to regulate the insurance and reinsurance sector through the discipline of risk management. Solvency II requires European insurance companies to conduct consistent evaluation and continuous monitoring of risks—a process which is computationally complex and extremely resource-intensive. To this end, companies are required to equip themselves with adequate IT infrastructures, facing a significant outlay. In this paper we present the design and the development of a Machine Learning-based approach to transparently deploy on a cloud environment the most resource-intensive portion of the Solvency II-related computation. Our proposal targets DISAR®, a Solvency II-oriented system initially designed to work on a grid of conventional computers. We show how our solution allows to reduce the overall expenses associated with the computation, without hampering the privacy of the companies’ data (making it suitable for conventional public cloud environments), and allowing to meet the strict temporal requirements required by the Directive. Additionally, the system is organized as a self-optimizing loop, which allows to use information gathered from actual (useful) computations, thus requiring a shorter training phase. We present an experimental study conducted on Amazon EC2 to assess the validity and the efficiency of our proposal

GPUs as Storage System Accelerators

Massively multicore processors, such as Graphics Processing Units (GPUs), provide, at a comparable price, a one order of magnitude higher peak performance than traditional CPUs. This drop in the cost of computation, as any order-of-magnitude drop in the cost per unit of performance for a class of system components, triggers the opportunity to redesign systems and to explore new ways to engineer them to recalibrate the cost-to-performance relation. This project explores the feasibility of harnessing GPUs' computational power to improve the performance, reliability, or security of distributed storage systems. In this context, we present the design of a storage system prototype that uses GPU offloading to accelerate a number of computationally intensive primitives based on hashing, and introduce techniques to efficiently leverage the processing power of GPUs. We evaluate the performance of this prototype under two configurations: as a content addressable storage system that facilitates online similarity detection between successive versions of the same file and as a traditional system that uses hashing to preserve data integrity. Further, we evaluate the impact of offloading to the GPU on competing applications' performance. Our results show that this technique can bring tangible performance gains without negatively impacting the performance of concurrently running applications.Comment: IEEE Transactions on Parallel and Distributed Systems, 201

Performance Models for Data Transfers: A Case Study with Molecular Chemistry Kernels

With increasing complexity of hardwares, systems with different memory nodes are ubiquitous in High Performance Computing (HPC). It is paramount to develop strategies to overlap the data transfers between memory nodes with computations in order to exploit the full potential of these systems. In this article, we consider the problem of deciding the order of data transfers between two memory nodes for a set of independent tasks with the objective to minimize the makespan. We prove that with limited memory capacity, obtaining the optimal order of data transfers is a NP-complete problem. We propose several heuristics for this problem and provide details about their favorable situations. We present an analysis of our heuristics on traces, obtained by running 2 molecular chemistry kernels, namely, Hartree-Fock (HF) and Coupled Cluster Single Double (CCSD) on 10 nodes of an HPC system. Our results show that some of our heuristics achieve significant overlap for moderate memory capacities and are very close to the lower bound of makespan

Design and Analysis of a Task-based Parallelization over a Runtime System of an Explicit Finite-Volume CFD Code with Adaptive Time Stepping

FLUSEPA (Registered trademark in France No. 134009261) is an advanced simulation tool which performs a large panel of aerodynamic studies. It is the unstructured finite-volume solver developed by Airbus Safran Launchers company to calculate compressible, multidimensional, unsteady, viscous and reactive flows around bodies in relative motion. The time integration in FLUSEPA is done using an explicit temporal adaptive method. The current production version of the code is based on MPI and OpenMP. This implementation leads to important synchronizations that must be reduced. To tackle this problem, we present the study of a task-based parallelization of the aerodynamic solver of FLUSEPA using the runtime system StarPU and combining up to three levels of parallelism. We validate our solution by the simulation (using a finite-volume mesh with 80 million cells) of a take-off blast wave propagation for Ariane 5 launcher.Comment: Accepted manuscript of a paper in Journal of Computational Scienc