Machine Learning Based Auto-tuning for Enhanced OpenCL Performance Portability

Heterogeneous computing, which combines devices with different architectures, is rising in popularity, and promises increased performance combined with reduced energy consumption. OpenCL has been proposed as a standard for programing such systems, and offers functional portability. It does, however, suffer from poor performance portability, code tuned for one device must be re-tuned to achieve good performance on another device. In this paper, we use machine learning-based auto-tuning to address this problem. Benchmarks are run on a random subset of the entire tuning parameter configuration space, and the results are used to build an artificial neural network based model. The model can then be used to find interesting parts of the parameter space for further search. We evaluate our method with different benchmarks, on several devices, including an Intel i7 3770 CPU, an Nvidia K40 GPU and an AMD Radeon HD 7970 GPU. Our model achieves a mean relative error as low as 6.1%, and is able to find configurations as little as 1.3% worse than the global minimum.Comment: This is a pre-print version an article to be published in the Proceedings of the 2015 IEEE International Parallel and Distributed Processing Symposium Workshops (IPDPSW). For personal use onl

Massively parallel approximate Gaussian process regression

We explore how the big-three computing paradigms -- symmetric multi-processor (SMC), graphical processing units (GPUs), and cluster computing -- can together be brought to bare on large-data Gaussian processes (GP) regression problems via a careful implementation of a newly developed local approximation scheme. Our methodological contribution focuses primarily on GPU computation, as this requires the most care and also provides the largest performance boost. However, in our empirical work we study the relative merits of all three paradigms to determine how best to combine them. The paper concludes with two case studies. One is a real data fluid-dynamics computer experiment which benefits from the local nature of our approximation; the second is a synthetic data example designed to find the largest design for which (accurate) GP emulation can performed on a commensurate predictive set under an hour.Comment: 24 pages, 6 figures, 1 tabl

Forecasting of commercial sales with large scale Gaussian Processes

This paper argues that there has not been enough discussion in the field of applications of Gaussian Process for the fast moving consumer goods industry. Yet, this technique can be important as it e.g., can provide automatic feature relevance determination and the posterior mean can unlock insights on the data. Significant challenges are the large size and high dimensionality of commercial data at a point of sale. The study reviews approaches in the Gaussian Processes modeling for large data sets, evaluates their performance on commercial sales and shows value of this type of models as a decision-making tool for management.Comment: 1o pages, 5 figure