Report from GI-Dagstuhl Seminar 16394: Software Performance Engineering in the DevOps World

This report documents the program and the outcomes of GI-Dagstuhl Seminar 16394 "Software Performance Engineering in the DevOps World". The seminar addressed the problem of performance-aware DevOps. Both, DevOps and performance engineering have been growing trends over the past one to two years, in no small part due to the rise in importance of identifying performance anomalies in the operations (Ops) of cloud and big data systems and feeding these back to the development (Dev). However, so far, the research community has treated software engineering, performance engineering, and cloud computing mostly as individual research areas. We aimed to identify cross-community collaboration, and to set the path for long-lasting collaborations towards performance-aware DevOps. The main goal of the seminar was to bring together young researchers (PhD students in a later stage of their PhD, as well as PostDocs or Junior Professors) in the areas of (i) software engineering, (ii) performance engineering, and (iii) cloud computing and big data to present their current research projects, to exchange experience and expertise, to discuss research challenges, and to develop ideas for future collaborations

Sig-Wasserstein GANs for Time Series Generation

Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity time-series generators, the SigWGAN, by combining continuous-time stochastic models with the newly proposed signature W1 metric. The former are the Logsig-RNN models based on the stochastic differential equations, whereas the latter originates from the universal and principled mathematical features to characterize the measure induced by time series. SigWGAN allows turning computationally challenging GAN min-max problem into supervised learning while generating high fidelity samples. We validate the proposed model on both synthetic data generated by popular quantitative risk models and empirical financial data. Codes are available at https://github.com/SigCGANs/Sig-WassersteinGANs.gi

Sig-Wasserstein GANs for Time Series Generation

Synthetic data is an emerging technology that can significantly accelerate the development and deployment of AI machine learning pipelines. In this work, we develop high-fidelity time-series generators, the SigWGAN, by combining continuous-time stochastic models with the newly proposed signature W1 metric. The former are the Logsig-RNN models based on the stochastic differential equations, whereas the latter originates from the universal and principled mathematical features to characterize the measure induced by time series. SigWGAN allows turning computationally challenging GAN min-max problem into supervised learning while generating high fidelity samples. We validate the proposed model on both synthetic data generated by popular quantitative risk models and empirical financial data. Codes are available at https://github.com/SigCGANs/Sig-WassersteinGANs.gi

DALiuGE: A Graph Execution Framework for Harnessing the Astronomical Data Deluge

The Data Activated Liu Graph Engine - DALiuGE - is an execution framework for processing large astronomical datasets at a scale required by the Square Kilometre Array Phase 1 (SKA1). It includes an interface for expressing complex data reduction pipelines consisting of both data sets and algorithmic components and an implementation run-time to execute such pipelines on distributed resources. By mapping the logical view of a pipeline to its physical realisation, DALiuGE separates the concerns of multiple stakeholders, allowing them to collectively optimise large-scale data processing solutions in a coherent manner. The execution in DALiuGE is data-activated, where each individual data item autonomously triggers the processing on itself. Such decentralisation also makes the execution framework very scalable and flexible, supporting pipeline sizes ranging from less than ten tasks running on a laptop to tens of millions of concurrent tasks on the second fastest supercomputer in the world. DALiuGE has been used in production for reducing interferometry data sets from the Karl E. Jansky Very Large Array and the Mingantu Ultrawide Spectral Radioheliograph; and is being developed as the execution framework prototype for the Science Data Processor (SDP) consortium of the Square Kilometre Array (SKA) telescope. This paper presents a technical overview of DALiuGE and discusses case studies from the CHILES and MUSER projects that use DALiuGE to execute production pipelines. In a companion paper, we provide in-depth analysis of DALiuGE's scalability to very large numbers of tasks on two supercomputing facilities.Comment: 31 pages, 12 figures, currently under review by Astronomy and Computin

An ADMM Based Framework for AutoML Pipeline Configuration

We study the AutoML problem of automatically configuring machine learning pipelines by jointly selecting algorithms and their appropriate hyper-parameters for all steps in supervised learning pipelines. This black-box (gradient-free) optimization with mixed integer & continuous variables is a challenging problem. We propose a novel AutoML scheme by leveraging the alternating direction method of multipliers (ADMM). The proposed framework is able to (i) decompose the optimization problem into easier sub-problems that have a reduced number of variables and circumvent the challenge of mixed variable categories, and (ii) incorporate black-box constraints along-side the black-box optimization objective. We empirically evaluate the flexibility (in utilizing existing AutoML techniques), effectiveness (against open source AutoML toolkits),and unique capability (of executing AutoML with practically motivated black-box constraints) of our proposed scheme on a collection of binary classification data sets from UCI ML& OpenML repositories. We observe that on an average our framework provides significant gains in comparison to other AutoML frameworks (Auto-sklearn & TPOT), highlighting the practical advantages of this framework