Accelerating dynamic programming

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2009.Cataloged from PDF version of thesis.Includes bibliographical references (p. 129-136).Dynamic Programming (DP) is a fundamental problem-solving technique that has been widely used for solving a broad range of search and optimization problems. While DP can be invoked when more specialized methods fail, this generality often incurs a cost in efficiency. We explore a unifying toolkit for speeding up DP, and algorithms that use DP as subroutines. Our methods and results can be summarized as follows. - Acceleration via Compression. Compression is traditionally used to efficiently store data. We use compression in order to identify repeats in the table that imply a redundant computation. Utilizing these repeats requires a new DP, and often different DPs for different compression schemes. We present the first provable speedup of the celebrated Viterbi algorithm (1967) that is used for the decoding and training of Hidden Markov Models (HMMs). Our speedup relies on the compression of the HMM's observable sequence. - Totally Monotone Matrices. It is well known that a wide variety of DPs can be reduced to the problem of finding row minima in totally monotone matrices. We introduce this scheme in the context of planar graph problems. In particular, we show that planar graph problems such as shortest paths, feasible flow, bipartite perfect matching, and replacement paths can be accelerated by DPs that exploit a total-monotonicity property of the shortest paths. - Combining Compression and Total Monotonicity. We introduce a method for accelerating string edit distance computation by combining compression and totally monotone matrices.(cont.) In the heart of this method are algorithms for computing the edit distance between two straight-line programs. These enable us to exploits the compressibility of strings, even if each string is compressed using a different compression scheme. - Partial Tables. In typical DP settings, a table is filled in its entirety, where each cell corresponds to some subproblem. In some cases, by changing the DP, it is possible to compute asymptotically less cells of the table. We show that [theta](n³) subproblems are both necessary and sufficient for computing the similarity between two trees. This improves all known solutions and brings the idea of partial tables to its full extent. - Fractional Subproblems. In some DPs, the solution to a subproblem is a data structure rather than a single value. The entire data structure of a subproblem is then processed and used to construct the data structure of larger subproblems. We suggest a method for reusing parts of a subproblem's data structure. In some cases, such fractional parts remain unchanged when constructing the data structure of larger subproblems. In these cases, it is possible to copy this part of the data structure to the larger subproblem using only a constant number of pointer changes. We show how this idea can be used for finding the optimal tree searching strategy in linear time. This is a generalization of the well known binary search technique from arrays to trees.by Oren Weimann.Ph.D

Tabling with Sound Answer Subsumption

Tabling is a powerful resolution mechanism for logic programs that captures their least fixed point semantics more faithfully than plain Prolog. In many tabling applications, we are not interested in the set of all answers to a goal, but only require an aggregation of those answers. Several works have studied efficient techniques, such as lattice-based answer subsumption and mode-directed tabling, to do so for various forms of aggregation. While much attention has been paid to expressivity and efficient implementation of the different approaches, soundness has not been considered. This paper shows that the different implementations indeed fail to produce least fixed points for some programs. As a remedy, we provide a formal framework that generalises the existing approaches and we establish a soundness criterion that explains for which programs the approach is sound. This article is under consideration for acceptance in TPLP.Comment: Paper presented at the 32nd International Conference on Logic Programming (ICLP 2016), New York City, USA, 16-21 October 2016, 15 pages, LaTeX, 0 PDF figure

ALGORITHMS AND HIGH PERFORMANCE COMPUTING APPROACHES FOR SEQUENCING-BASED COMPARATIVE GENOMICS

As cost and throughput of second-generation sequencers continue to improve, even modestly resourced research laboratories can now perform DNA sequencing experiments that generate hundreds of billions of nucleotides of data, enough to cover the human genome dozens of times over, in about a week for a few thousand dollars. Such data are now being generated rapidly by research groups across the world, and large-scale analyses of these data appear often in high-profile publications such as Nature, Science, and The New England Journal of Medicine. But with these advances comes a serious problem: growth in per-sequencer throughput (currently about 4x per year) is drastically outpacing growth in computer speed (about 2x every 2 years). As the throughput gap widens over time, sequence analysis software is becoming a performance bottleneck, and the costs associated with building and maintaining the needed computing resources is burdensome for research laboratories. This thesis proposes two methods and describes four open source software tools that help to address these issues using novel algorithms and high-performance computing techniques. The proposed approaches build primarily on two insights. First, that the Burrows-Wheeler Transform and the FM Index, previously used for data compression and exact string matching, can be extended to facilitate fast and memory-efficient alignment of DNA sequences to long reference genomes such as the human genome. Second, that these algorithmic advances can be combined with MapReduce and cloud computing to solve comparative genomics problems in a manner that is scalable, fault tolerant, and usable even by small research groups

Finite-time bounds for fitted value iteration

In this paper we develop a theoretical analysis of the performance of sampling-based fitted value iteration (FVI) to solve infinite state-space, discounted-reward Markovian decision processes (MDPs) under the assumption that a generative model of the environment is available. Our main results come in the form of finite-time bounds on the performance of two versions of sampling-based FVI.The convergence rate results obtained allow us to show that both versions of FVI are well behaving in the sense that by using a sufficiently large number of samples for a large class of MDPs, arbitrary good performance can be achieved with high probability.An important feature of our proof technique is that it permits the study of weighted $L^p$-norm performance bounds. As a result, our technique applies to a large class of function-approximation methods (e.g., neural networks, adaptive regression trees, kernel machines, locally weighted learning), and our bounds scale well with the effective horizon of the MDP. The bounds show a dependence on the stochastic stability properties of the MDP: they scale with the discounted-average concentrability of the future-state distributions. They also depend on a new measure of the approximation power of the function space, the inherent Bellman residual, which reflects how well the function space is ``aligned'' with the dynamics and rewards of the MDP.The conditions of the main result, as well as the concepts introduced in the analysis, are extensively discussed and compared to previous theoretical results.Numerical experiments are used to substantiate the theoretical findings

Parallelization of dynamic programming recurrences in computational biology

The rapid growth of biosequence databases over the last decade has led to a performance bottleneck in the applications analyzing them. In particular, over the last five years DNA sequencing capacity of next-generation sequencers has been doubling every six months as costs have plummeted. The data produced by these sequencers is overwhelming traditional compute systems. We believe that in the future compute performance, not sequencing, will become the bottleneck in advancing genome science. In this work, we investigate novel computing platforms to accelerate dynamic programming algorithms, which are popular in bioinformatics workloads. We study algorithm-specific hardware architectures that exploit fine-grained parallelism in dynamic programming kernels using field-programmable gate arrays: FPGAs). We advocate a high-level synthesis approach, using the recurrence equation abstraction to represent dynamic programming and polyhedral analysis to exploit parallelism. We suggest a novel technique within the polyhedral model to optimize for throughput by pipelining independent computations on an array. This design technique improves on the state of the art, which builds latency-optimal arrays. We also suggest a method to dynamically switch between a family of designs using FPGA reconfiguration to achieve a significant performance boost. We have used polyhedral methods to parallelize the Nussinov RNA folding algorithm to build a family of accelerators that can trade resources for parallelism and are between 15-130x faster than a modern dual core CPU implementation. A Zuker RNA folding accelerator we built on a single workstation with four Xilinx Virtex 4 FPGAs outperforms 198 3 GHz Intel Core 2 Duo processors. Furthermore, our design running on a single FPGA is an order of magnitude faster than competing implementations on similar-generation FPGAs and graphics processors. Our work is a step toward the goal of automated synthesis of hardware accelerators for dynamic programming algorithms

Sandpile Prediction on Structured Undirected Graphs

We present algorithms that compute the terminal configurations for sandpile instances in $O(n \log n)$ time on trees and $O(n)$ time on paths, where $n$ is the number of vertices. The Abelian Sandpile model is a well-known model used in exploring self-organized criticality. Despite a large amount of work on other aspects of sandpiles, there have been limited results in efficiently computing the terminal state, known as the sandpile prediction problem. Our algorithm improves the previous best runtime of $O(n \log^5 n)$ on trees [Ramachandran-Schild SODA '17] and $O(n \log n)$ on paths [Moore-Nilsson '99]. To do so, we move beyond the simulation of individual events by directly computing the number of firings for each vertex. The computation is accelerated using splittable binary search trees. We also generalize our algorithm to adapt at most three sink vertices, which is the first prediction algorithm faster than mere simulation on a sandpile model with sinks. We provide a general reduction that transforms the prediction problem on an arbitrary graph into problems on its subgraphs separated by any vertex set $P$. The reduction gives a time complexity of $O(\log^{|P|} n \cdot T)$ where $T$ denotes the total time for solving on each subgraph. In addition, we give algorithms in $O(n)$ time on cliques and $O(n \log^2 n)$ time on pseudotrees.Comment: 66 pages, submitted to SODA2

Feature-based methods for large scale dynamic programming

Caption title.Includes bibliographical references (p. 40-42).Supported by the NSF. ECS 9216531 Supported by the EPRI. 8030-10John N. Tsitsiklis and Benjamin Van Roy