Large-scale linear regression: Development of high-performance routines

In statistics, series of ordinary least squares problems (OLS) are used to study the linear correlation among sets of variables of interest; in many studies, the number of such variables is at least in the millions, and the corresponding datasets occupy terabytes of disk space. As the availability of large-scale datasets increases regularly, so does the challenge in dealing with them. Indeed, traditional solvers---which rely on the use of black-box" routines optimized for one single OLS---are highly inefficient and fail to provide a viable solution for big-data analyses. As a case study, in this paper we consider a linear regression consisting of two-dimensional grids of related OLS problems that arise in the context of genome-wide association analyses, and give a careful walkthrough for the development of {\sc ols-grid}, a high-performance routine for shared-memory architectures; analogous steps are relevant for tailoring OLS solvers to other applications. In particular, we first illustrate the design of efficient algorithms that exploit the structure of the OLS problems and eliminate redundant computations; then, we show how to effectively deal with datasets that do not fit in main memory; finally, we discuss how to cast the computation in terms of efficient kernels and how to achieve scalability. Importantly, each design decision along the way is justified by simple performance models. {\sc ols-grid} enables the solution of $10^{11}$ correlated OLS problems operating on terabytes of data in a matter of hours

khmer: Working with Big Data in Bioinformatics

We introduce design and optimization considerations for the 'khmer' package.Comment: Invited chapter for forthcoming book on Performance of Open Source Application

Computing Petaflops over Terabytes of Data: The Case of Genome-Wide Association Studies

In many scientific and engineering applications, one has to solve not one but a sequence of instances of the same problem. Often times, the problems in the sequence are linked in a way that allows intermediate results to be reused. A characteristic example for this class of applications is given by the Genome-Wide Association Studies (GWAS), a widely spread tool in computational biology. GWAS entails the solution of up to trillions ($10^{12}$) of correlated generalized least-squares problems, posing a daunting challenge: the performance of petaflops ($10^{15}$ floating-point operations) over terabytes of data. In this paper, we design an algorithm for performing GWAS on multi-core architectures. This is accomplished in three steps. First, we show how to exploit the relation among successive problems, thus reducing the overall computational complexity. Then, through an analysis of the required data transfers, we identify how to eliminate any overhead due to input/output operations. Finally, we study how to decompose computation into tasks to be distributed among the available cores, to attain high performance and scalability. With our algorithm, a GWAS that currently requires the use of a supercomputer may now be performed in matter of hours on a single multi-core node. The discussion centers around the methodology to develop the algorithm rather than the specific application. We believe the paper contributes valuable guidelines of general applicability for computational scientists on how to develop and optimize numerical algorithms