Run-time reconfigurable acceleration for genetic programming fitness evaluation in trading strategies

Genetic programming can be used to identify complex patterns in financial markets which may lead to more advanced trading strategies. However, the computationally intensive nature of genetic programming makes it difficult to apply to real world problems, particularly in real-time constrained scenarios. In this work we propose the use of Field Programmable Gate Array technology to accelerate the fitness evaluation step, one of the most computationally demanding operations in genetic programming. We propose to develop a fully-pipelined, mixed precision design using run-time reconfiguration to accelerate fitness evaluation. We show that run-time reconfiguration can reduce resource consumption by a factor of 2 compared to previous solutions on certain configurations. The proposed design is up to 22 times faster than an optimised, multithreaded software implementation while achieving comparable financial returns

Dynamic task scheduling and binding for many-core systems through stream rewriting

This thesis proposes a novel model of computation, called stream rewriting, for the specification and implementation of highly concurrent applications. Basically, the active tasks of an application and their dependencies are encoded as a token stream, which is iteratively modified by a set of rewriting rules at runtime. In order to estimate the performance and scalability of stream rewriting, a large number of experiments have been evaluated on many-core systems and the task management has been implemented in software and hardware.In dieser Dissertation wurde Stream Rewriting als eine neue Methode entwickelt, um Anwendungen mit einer großen Anzahl von dynamischen Tasks zu beschreiben und effizient zur Laufzeit verwalten zu können. Dabei werden die aktiven Tasks in einem Datenstrom verpackt, der zur Laufzeit durch wiederholtes Suchen und Ersetzen umgeschrieben wird. Um die Performance und Skalierbarkeit zu bestimmen, wurde eine Vielzahl von Experimenten mit Many-Core-Systemen durchgeführt und die Verwaltung von Tasks über Stream Rewriting in Software und Hardware implementiert

Custom optimization algorithms for efficient hardware implementation

The focus is on real-time optimal decision making with application in advanced control systems. These computationally intensive schemes, which involve the repeated solution of (convex) optimization problems within a sampling interval, require more efficient computational methods than currently available for extending their application to highly dynamical systems and setups with resource-constrained embedded computing platforms. A range of techniques are proposed to exploit synergies between digital hardware, numerical analysis and algorithm design. These techniques build on top of parameterisable hardware code generation tools that generate VHDL code describing custom computing architectures for interior-point methods and a range of first-order constrained optimization methods. Since memory limitations are often important in embedded implementations we develop a custom storage scheme for KKT matrices arising in interior-point methods for control, which reduces memory requirements significantly and prevents I/O bandwidth limitations from affecting the performance in our implementations. To take advantage of the trend towards parallel computing architectures and to exploit the special characteristics of our custom architectures we propose several high-level parallel optimal control schemes that can reduce computation time. A novel optimization formulation was devised for reducing the computational effort in solving certain problems independent of the computing platform used. In order to be able to solve optimization problems in fixed-point arithmetic, which is significantly more resource-efficient than floating-point, tailored linear algebra algorithms were developed for solving the linear systems that form the computational bottleneck in many optimization methods. These methods come with guarantees for reliable operation. We also provide finite-precision error analysis for fixed-point implementations of first-order methods that can be used to minimize the use of resources while meeting accuracy specifications. The suggested techniques are demonstrated on several practical examples, including a hardware-in-the-loop setup for optimization-based control of a large airliner.Open Acces

Optimisations arithmétiques et synthèse de haut niveau

High-level synthesis (HLS) tools offer increased productivity regarding FPGA programming.However, due to their relatively young nature, they still lack many arithmetic optimizations.This thesis proposes safe arithmetic optimizations that should always be applied.These optimizations are simple operator specializations, following the C semantic.Other require to a lift the semantic embedded in high-level input program languages, which are inherited from software programming, for an improved accuracy/cost/performance ratio.To demonstrate this claim, the sum-of-product of floating-point numbers is used as a case study. The sum is performed on a fixed-point format, which is tailored to the application, according to the context in which the operator is instantiated.In some cases, there is not enough information about the input data to tailor the fixed-point accumulator.The fall-back strategy used in this thesis is to generate an accumulator covering the entire floating-point range.This thesis explores different strategies for implementing such a large accumulator, including new ones.The use of a 2's complement representation instead of a sign+magnitude is demonstrated to save resources and to reduce the accumulation loop delay.Based on a tapered precision scheme and an exact accumulator, the posit number systems claims to be a candidate to replace the IEEE floating-point format.A throughout analysis of posit operators is performed, using the same level of hardware optimization as state-of-the-art floating-point operators.Their cost remains much higher that their floating-point counterparts in terms of resource usage and performance. Finally, this thesis presents a compatibility layer for HLS tools that allows one code to be deployed on multiple tools.This library implements a strongly typed custom size integer type along side a set of optimized custom operators.À cause de la nature relativement jeune des outils de synthèse de haut-niveau (HLS), de nombreuses optimisations arithmétiques n'y sont pas encore implémentées. Cette thèse propose des optimisations arithmétiques se servant du contexte spécifique dans lequel les opérateurs sont instanciés.Certaines optimisations sont de simples spécialisations d'opérateurs, respectant la sémantique du C.D'autres nécéssitent de s'éloigner de cette sémantique pour améliorer le compromis précision/coût/performance.Cette proposition est démontré sur des sommes de produits de nombres flottants.La somme est réalisée dans un format en virgule-fixe défini par son contexte.Quand trop peu d’informations sont disponibles pour définir ce format en virgule-fixe, une stratégie est de générer un accumulateur couvrant l'intégralité du format flottant.Cette thèse explore plusieurs implémentations d'un tel accumulateur.L'utilisation d'une représentation en complément à deux permet de réduire le chemin critique de la boucle d'accumulation, ainsi que la quantité de ressources utilisées. Un format alternatif aux nombres flottants, appelé posit, propose d'utiliser un encodage à précision variable.De plus, ce format est augmenté par un accumulateur exact.Pour évaluer précisément le coût matériel de ce format, cette thèse présente des architectures d'opérateurs posits, implémentés avec le même degré d'optimisation que celui de l'état de l'art des opérateurs flottants.Une analyse détaillée montre que le coût des opérateurs posits est malgré tout bien plus élevé que celui de leurs équivalents flottants.Enfin, cette thèse présente une couche de compatibilité entre outils de HLS, permettant de viser plusieurs outils avec un seul code. Cette bibliothèque implémente un type d'entiers de taille variable, avec de plus une sémantique strictement typée, ainsi qu'un ensemble d'opérateurs ad-hoc optimisés

Advanced analytics through FPGA based query processing and deep reinforcement learning

Today, vast streams of structured and unstructured data have been incorporated in databases, and analytical processes are applied to discover patterns, correlations, trends and other useful relationships that help to take part in a broad range of decision-making processes. The amount of generated data has grown very large over the years, and conventional database processing methods from previous generations have not been sufficient to provide satisfactory results regarding analytics performance and prediction accuracy metrics. Thus, new methods are needed in a wide array of fields from computer architectures, storage systems, network design to statistics and physics. This thesis proposes two methods to address the current challenges and meet the future demands of advanced analytics. First, we present AxleDB, a Field Programmable Gate Array based query processing system which constitutes the frontend of an advanced analytics system. AxleDB melds highly-efficient accelerators with memory, storage and provides a unified programmable environment. AxleDB is capable of offloading complex Structured Query Language queries from host CPU. The experiments have shown that running a set of TPC-H queries, AxleDB can perform full queries between 1.8x and 34.2x faster and 2.8x to 62.1x more energy efficient compared to MonetDB, and PostgreSQL on a single workstation node. Second, we introduce TauRieL, a novel deep reinforcement learning (DRL) based method for combinatorial problems. The design idea behind combining DRL and combinatorial problems is to apply the prediction capabilities of deep reinforcement learning and to use the universality of combinatorial optimization problems to explore general purpose predictive methods. TauRieL utilizes an actor-critic inspired DRL architecture that adopts ordinary feedforward nets. Furthermore, TauRieL performs online training which unifies training and state space exploration. The experiments show that TauRieL can generate solutions two orders of magnitude faster and performs within 3% of accuracy compared to the state-of-the-art DRL on the Traveling Salesman Problem while searching for the shortest tour. Also, we present that TauRieL can be adapted to the Knapsack combinatorial problem. With a very minimal problem specific modification, TauRieL can outperform a Knapsack specific greedy heuristics.Hoy en día, se han incorporado grandes cantidades de datos estructurados y no estructurados en las bases de datos, y se les aplican procesos analíticos para descubrir patrones, correlaciones, tendencias y otras relaciones útiles que se utilizan mayormente para la toma de decisiones. La cantidad de datos generados ha crecido enormemente a lo largo de los años, y los métodos de procesamiento de bases de datos convencionales utilizados en las generaciones anteriores no son suficientes para proporcionar resultados satisfactorios respecto al rendimiento del análisis y respecto de la precisión de las predicciones. Por lo tanto, se necesitan nuevos métodos en una amplia gama de campos, desde arquitecturas de computadoras, sistemas de almacenamiento, diseño de redes hasta estadísticas y física. Esta tesis propone dos métodos para abordar los desafíos actuales y satisfacer las demandas futuras de análisis avanzado. Primero, presentamos AxleDB, un sistema de procesamiento de consultas basado en FPGAs (Field Programmable Gate Array) que constituye la interfaz de un sistema de análisis avanzado. AxleDB combina aceleradores altamente eficientes con memoria, almacenamiento y proporciona un entorno programable unificado. AxleDB es capaz de descargar consultas complejas de lenguaje de consulta estructurado desde la CPU del host. Los experimentos han demostrado que al ejecutar un conjunto de consultas TPC-H, AxleDB puede realizar consultas completas entre 1.8x y 34.2x más rápido y 2.8x a 62.1x más eficiente energéticamente que MonetDB, y PostgreSQL en un solo nodo de una estación de trabajo. En segundo lugar, presentamos TauRieL, un nuevo método basado en Deep Reinforcement Learning (DRL) para problemas combinatorios. La idea central que está detrás de la combinación de DRL y problemas combinatorios, es aplicar las capacidades de predicción del aprendizaje de refuerzo profundo y el uso de la universalidad de los problemas de optimización combinatoria para explorar métodos predictivos de propósito general. TauRieL utiliza una arquitectura DRL inspirada en el actor-crítico que se adapta a redes feedforward. Además, TauRieL realiza el entrenamieton en línea que unifica el entrenamiento y la exploración espacial de los estados. Los experimentos muestran que TauRieL puede generar soluciones dos órdenes de magnitud más rápido y funciona con un 3% de precisión en comparación con el estado del arte en DRL aplicado al problema del viajante mientras busca el recorrido más corto. Además, presentamos que TauRieL puede adaptarse al problema de la Mochila. Con una modificación específica muy mínima del problema, TauRieL puede superar a una heurística codiciosa de Knapsack Problem.Postprint (published version

An automated OpenCL FPGA compilation framework targeting a configurable, VLIW chip multiprocessor

Modern system-on-chips augment their baseline CPU with coprocessors and accelerators to increase overall computational capacity and power efficiency, and thus have evolved into heterogeneous systems. Several languages have been developed to enable this paradigm shift, including CUDA and OpenCL. This thesis discusses a unified compilation environment to enable heterogeneous system design through the use of OpenCL and a customised VLIW chip multiprocessor (CMP) architecture, known as the LE1. An LLVM compilation framework was researched and a prototype developed to enable the execution of OpenCL applications on the LE1 CPU. The framework fully automates the compilation flow and supports work-item coalescing to better utilise the CPU cores and alleviate the effects of thread divergence. This thesis discusses in detail both the software stack and target hardware architecture and evaluates the scalability of the proposed framework on a highly precise cycle-accurate simulator. This is achieved through the execution of 12 benchmarks across 240 different machine configurations, as well as further results utilising an incomplete development branch of the compiler. It is shown that the problems generally scale well with the LE1 architecture, up to eight cores, when the memory system becomes a serious bottleneck. Results demonstrate superlinear performance on certain benchmarks (x9 for the bitonic sort benchmark with 8 dual-issue cores) with further improvements from compiler optimisations (x14 for bitonic with the same configuration

A low complexity scaling method for the Lanczos Kernel in fixed-point arithmetic

We consider the problem of enabling fixed-point implementation of linear algebra kernels on low-cost embedded systems, as well as motivating more efficient computational architectures for scientific applications. Fixed-point arithmetic presents additional design challenges compared to floating-point arithmetic, such as having to bound peak values of variables and control their dynamic ranges. Algorithms for solving linear equations or finding eigenvalues are typically nonlinear and iterative, making solving these design challenges a nontrivial task. For these types of algorithms, the bounding problem cannot be automated by current tools. We focus on the Lanczos iteration, the heart of well-known methods such as conjugate gradient and minimum residual. We show how one can modify the algorithm with a low-complexity scaling procedure to allow us to apply standard linear algebra to derive tight analytical bounds on all variables of the process, regardless of the properties of the original matrix. It is shown that the numerical behavior of fixed-point implementations of the modified problem can be chosen to be at least as good as a floating-point implementation, if necessary. The approach is evaluated on field-programmable gate array (FPGA) platforms, highlighting orders of magnitude potential performance and efficiency improvements by moving form floating-point to fixed-point computation

Investigating Single Precision Floating General Matrix Multiply in Heterogeneous Hardware

The fundamental operation of matrix multiplication is ubiquitous across a myriad of disciplines. Yet, the identification of new optimizations for matrix multiplication remains relevant for emerging hardware architectures and heterogeneous systems. Frameworks such as OpenCL enable computation orchestration on existing systems, and its availability using the Intel High Level Synthesis compiler allows users to architect new designs for reconfigurable hardware using C/C++. Using the HARPv2 as a vehicle for exploration, we investigate the utility of several of the most notable matrix multiplication optimizations to better understand the performance portability of OpenCL and the implications for such optimizations on this and future heterogeneous architectures. Our results give targeted insights into the applicability of best practices that were for existing architectures when used on emerging heterogeneous systems