Density-Aware Linear Algebra in a Column-Oriented In-Memory Database System

Linear algebra operations appear in nearly every application in advanced analytics, machine learning, and of various science domains. Until today, many data analysts and scientists tend to use statistics software packages or hand-crafted solutions for their analysis. In the era of data deluge, however, the external statistics packages and custom analysis programs that often run on single-workstations are incapable to keep up with the vast increase in data volume and size. In particular, there is an increasing demand of scientists for large scale data manipulation, orchestration, and advanced data management capabilities. These are among the key features of a mature relational database management system (DBMS). With the rise of main memory database systems, it now has become feasible to also consider applications that built up on linear algebra. This thesis presents a deep integration of linear algebra functionality into an in-memory column-oriented database system. In particular, this work shows that it has become feasible to execute linear algebra queries on large data sets directly in a DBMS-integrated engine (LAPEG), without the need of transferring data and being restricted by hard disc latencies. From various application examples that are cited in this work, we deduce a number of requirements that are relevant for a database system that includes linear algebra functionality. Beside the deep integration of matrices and numerical algorithms, these include optimization of expressions, transparent matrix handling, scalability and data-parallelism, and data manipulation capabilities. These requirements are addressed by our linear algebra engine. In particular, the core contributions of this thesis are: firstly, we show that the columnar storage layer of an in-memory DBMS yields an easy adoption of efficient sparse matrix data types and algorithms. Furthermore, we show that the execution of linear algebra expressions significantly benefits from different techniques that are inspired from database technology. In a novel way, we implemented several of these optimization strategies in LAPEG’s optimizer (SpMachO), which uses an advanced density estimation method (SpProdest) to predict the matrix density of intermediate results. Moreover, we present an adaptive matrix data type AT Matrix to obviate the need of scientists for selecting appropriate matrix representations. The tiled substructure of AT Matrix is exploited by our matrix multiplication to saturate the different sockets of a multicore main-memory platform, reaching up to a speed-up of 6x compared to alternative approaches. Finally, a major part of this thesis is devoted to the topic of data manipulation; where we propose a matrix manipulation API and present different mutable matrix types to enable fast insertions and deletes. We finally conclude that our linear algebra engine is well-suited to process dynamic, large matrix workloads in an optimized way. In particular, the DBMS-integrated LAPEG is filling the linear algebra gap, and makes columnar in-memory DBMS attractive as efficient, scalable ad-hoc analysis platform for scientists

Algorithms for Large-Scale Sparse Tensor Factorization

University of Minnesota Ph.D. dissertation. April 2019. Major: Computer Science. Advisor: George Karypis. 1 computer file (PDF); xiv, 153 pages.Tensor factorization is a technique for analyzing data that features interactions of data along three or more axes, or modes. Many fields such as retail, health analytics, and cybersecurity utilize tensor factorization to gain useful insights and make better decisions. The tensors that arise in these domains are increasingly large, sparse, and high dimensional. Factoring these tensors is computationally expensive, if not infeasible. The ubiquity of multi-core processors and large-scale clusters motivates the development of scalable parallel algorithms to facilitate these computations. However, sparse tensor factorizations often achieve only a small fraction of potential performance due to challenges including data-dependent parallelism and memory accesses, high memory consumption, and frequent fine-grained synchronizations among compute cores. This thesis presents a collection of algorithms for factoring sparse tensors on modern parallel architectures. This work is focused on developing algorithms that are scalable while being memory- and operation-efficient. We address a number of challenges across various forms of tensor factorizations and emphasize results on large, real-world datasets

Memory-Constrained Computing

University of Minnesota Ph.D. dissertation.November 2017. Major: Computer Science. Advisor: George Karypis. 1 computer file (PDF); x, 126 pages.The growing disparity between data set sizes and the amount of fast internal memory available in modern computer systems is an important challenge facing a variety of application domains. This problem is partly due to the incredible rate at which data is being collected, and partly due to the movement of many systems towards increasing processor counts without proportionate increases in fast internal memory. Without access to sufficiently large machines, many application users must balance a trade-off between utilizing the processing capabilities of their system and performing computations in memory. In this thesis we explore several approaches to solving this problem. We develop effective and efficient algorithms for compressing scientific simulation data computed on structured and unstructured grids. A paradigm for lossy compression of this data is proposed in which the data computed on the grid is modeled as a graph, which gets decomposed into sets of vertices which satisfy a user defined error constraint, epsilon. Each set of vertices is replaced by a constant value with reconstruction error bounded by epsilon. A comprehensive set of experiments is conducted by comparing these algorithms and other state-of-the-art scientific data compression methods. Over our benchmark suite, our methods obtained compression of 1% of the original size with average PSNR of 43.00 and 3% of the original size with average PSNR of 63.30. In addition, our schemes outperform other state-of-the-art lossy compression approaches and require on the average 25% of the space required by them for similar or better PSNR levels. We present algorithms and experimental analysis for five data structures for representing dynamic sparse graphs. The goal of the presented data structures is two fold. First, the data structures must be compact, as the size of the graphs being operated on continues to grow to less manageable sizes. Second, the cost of operating on the data structures must be within a small factor of the cost of operating on the static graph, else these data structures will not be useful. Of these five data structures, three are approaches, one is semi-compact, but suited for fast operation, and one is focused on compactness and is a dynamic extension of any existing technique known as the WebGraph Framework. Our results show that for well intervalized graphs, like web graphs, the semi-compact is superior to all other data structures in terms of memory and access time. Furthermore, we show that in terms of memory, the compact data structure outperforms all other data structures at the cost of a modest increase in update and access time. We present a virtual memory subsystem which we implemented as part of the BDMPI runtime. Our new virtual memory subsystem, which we call SBMA, bypasses the operating system virtual memory manager to take advantage of BDMPI's node-level cooperative multi-taking. Benchmarking using a synthetic application shows that for the use cases relevant to BDMPI, the overhead incurred by the BDMPI-SBMA system is amortized such that it performs as fast as explicit data movement by the application developer. Furthermore, we tested SBMA with three different classes of applications and our results show that with no modification to the original program, speedups from 2x--12x over a standard BDMPI implementation can be achieved for the included applications. We present a runtime system designed to be used alongside data parallel OpenMP programs for shared-memory problems requiring out-of-core execution. Our new runtime system, which we call OpenOOC, exploits the concurrency exposed by the OpenMP semantics to switch execution contexts during non-resident memory access to perform useful computation, instead of having the thread wait idle. Benchmarking using a synthetic application shows that modern operating systems support the necessary memory and execution context switching functionalities with high-enough performance that they can be used to effectively hide some of the overhead incurred when swapping data between memory and disk in out-of-core execution environments. Furthermore, we tested OpenOOC with practical computational application and our results show that with no structural modification to the original program, runtime can be reduced by an average of 21% compared with the out-of-core equivalent of the application

Efficient Data Structures for Partial Orders, Range Modes, and Graph Cuts

This thesis considers the study of data structures from the perspective of the theoretician, with a focus on simplicity and practicality. We consider both the time complexity as well as space usage of proposed solutions. Topics discussed fall in three main categories: partial order representation, range modes, and graph cuts. We consider two problems in partial order representation. The first is a data structure to represent a lattice. A lattice is a partial order where the set of elements larger than any two elements x and y are all larger than an element z, known as the join of x and y; a similar condition holds for elements smaller than any two elements. Our data structure is the first correct solution that can simultaneously compute joins and the inverse meet operation in sublinear time while also using subquadratic space. The second is a data structure to support queries on a dynamic set of one-dimensional ordered data; that is, essentially any operation computable on a binary search tree. We develop a data structure that is able to interpolate between binary search trees and efficient priority queues, offering more-efficient insertion times than the former when query distribution is non-uniform. We also consider static and dynamic exact and approximate range mode. Given one-dimensional data, the range mode problem is to compute the mode of a subinterval of the data. In the dynamic range mode problem, insertions and deletions are permitted. For the approximate problem, the element returned is to have frequency no less than a factor (1+epsilon) of the true mode, for some epsilon > 0. Our results include a linear-space dynamic exact range mode data structure that simultaneously improves on best previous operation complexity and an exact dynamic range mode data structure that breaks the Theta(n^(2/3)) time per operation barrier. For approximate range mode, we develop a static succinct data structure offering a logarithmic-factor space improvement and give the first dynamic approximate range mode data structure. We also consider approximate range selection. The final category discussed is graph and dynamic graph algorithms. We develop an optimal offline data structure for dynamic 2- and 3- edge and vertex connectivity. Here, the data structure is given the entire sequence of operations in advance, and the dynamic operations are edge insertion and removal. Finally, we give a simplification of Karger's near-linear time minimum cut algorithm, utilizing heavy-light decomposition and iteration in place of dynamic programming in the subroutine to find a minimum cut of a graph G that cuts at most two edges of a spanning tree T of G

Flexible Modellerweiterung und Optimierung von Erdbebensimulationen

Simulations of realistic earthquake scenarios require scalable software and extensive supercomputing resources. With increasing fidelity in simulations, advanced rheological and source models need to be incorporated. I introduce a domain-specific language in order to handle the model flexibility in combination with the high efficiency requirements. The contributions in this thesis enabled the to date largest and longest dynamic rupture simulation of the 2004 Sumatra earthquake.Realistische Erdbebensimulationen benötigen skalierbare Software und beträchtliche Rechenressourcen. Mit zunehmender Genauigkeit der Simulationen müssen fortschrittliche rheologische und Quellmodelle integriert werden. Ich führe eine domänenspezifische Sprache ein, um die Modelflexibilität in Kombination mit den hohen Effizienzanforderungen zu beherrschen. Die Beiträge in dieser Arbeit haben die bisher größte und längste dynamische Bruchsimulation des Sumatra-Erdbebens von 2004 ermöglicht

Productive and efficient computational science through domain-specific abstractions

In an ideal world, scientific applications are computationally efficient, maintainable and composable and allow scientists to work very productively. We argue that these goals are achievable for a specific application field by choosing suitable domain-specific abstractions that encapsulate domain knowledge with a high degree of expressiveness. This thesis demonstrates the design and composition of domain-specific abstractions by abstracting the stages a scientist goes through in formulating a problem of numerically solving a partial differential equation. Domain knowledge is used to transform this problem into a different, lower level representation and decompose it into parts which can be solved using existing tools. A system for the portable solution of partial differential equations using the finite element method on unstructured meshes is formulated, in which contributions from different scientific communities are composed to solve sophisticated problems. The concrete implementations of these domain-specific abstractions are Firedrake and PyOP2. Firedrake allows scientists to describe variational forms and discretisations for linear and non-linear finite element problems symbolically, in a notation very close to their mathematical models. PyOP2 abstracts the performance-portable parallel execution of local computations over the mesh on a range of hardware architectures, targeting multi-core CPUs, GPUs and accelerators. Thereby, a separation of concerns is achieved, in which Firedrake encapsulates domain knowledge about the finite element method separately from its efficient parallel execution in PyOP2, which in turn is completely agnostic to the higher abstraction layer. As a consequence of the composability of those abstractions, optimised implementations for different hardware architectures can be automatically generated without any changes to a single high-level source. Performance matches or exceeds what is realistically attainable by hand-written code. Firedrake and PyOP2 are combined to form a tool chain that is demonstrated to be competitive with or faster than available alternatives on a wide range of different finite element problems.Open Acces