Porting Decision Tree Algorithms to Multicore using FastFlow

The whole computer hardware industry embraced multicores. For these machines, the extreme optimisation of sequential algorithms is no longer sufficient to squeeze the real machine power, which can be only exploited via thread-level parallelism. Decision tree algorithms exhibit natural concurrency that makes them suitable to be parallelised. This paper presents an approach for easy-yet-efficient porting of an implementation of the C4.5 algorithm on multicores. The parallel porting requires minimal changes to the original sequential code, and it is able to exploit up to 7X speedup on an Intel dual-quad core machine.Comment: 18 pages + cove

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Cache Serializability: Reducing Inconsistency in Edge Transactions

Read-only caches are widely used in cloud infrastructures to reduce access latency and load on backend databases. Operators view coherent caches as impractical at genuinely large scale and many client-facing caches are updated in an asynchronous manner with best-effort pipelines. Existing solutions that support cache consistency are inapplicable to this scenario since they require a round trip to the database on every cache transaction. Existing incoherent cache technologies are oblivious to transactional data access, even if the backend database supports transactions. We propose T-Cache, a novel caching policy for read-only transactions in which inconsistency is tolerable (won't cause safety violations) but undesirable (has a cost). T-Cache improves cache consistency despite asynchronous and unreliable communication between the cache and the database. We define cache-serializability, a variant of serializability that is suitable for incoherent caches, and prove that with unbounded resources T-Cache implements this new specification. With limited resources, T-Cache allows the system manager to choose a trade-off between performance and consistency. Our evaluation shows that T-Cache detects many inconsistencies with only nominal overhead. We use synthetic workloads to demonstrate the efficacy of T-Cache when data accesses are clustered and its adaptive reaction to workload changes. With workloads based on the real-world topologies, T-Cache detects 43-70% of the inconsistencies and increases the rate of consistent transactions by 33-58%.Comment: Ittay Eyal, Ken Birman, Robbert van Renesse, "Cache Serializability: Reducing Inconsistency in Edge Transactions," Distributed Computing Systems (ICDCS), IEEE 35th International Conference on, June~29 2015--July~2 201