Faster inference from state space models via GPU computing

Funding: C.F.-J. is funded via a doctoral scholarship from the University of St Andrews, School of Mathematics and Statistics.Inexpensive Graphics Processing Units (GPUs) offer the potential to greatly speed up computation by employing their massively parallel architecture to perform arithmetic operations more efficiently. Population dynamics models are important tools in ecology and conservation. Modern Bayesian approaches allow biologically realistic models to be constructed and fitted to multiple data sources in an integrated modelling framework based on a class of statistical models called state space models. However, model fitting is often slow, requiring hours to weeks of computation. We demonstrate the benefits of GPU computing using a model for the population dynamics of British grey seals, fitted with a particle Markov chain Monte Carlo algorithm. Speed-ups of two orders of magnitude were obtained for estimations of the log-likelihood, compared to a traditional ‘CPU-only’ implementation, allowing for an accurate method of inference to be used where this was previously too computationally expensive to be viable. GPU computing has enormous potential, but one barrier to further adoption is a steep learning curve, due to GPUs' unique hardware architecture. We provide a detailed description of hardware and software setup, and our case study provides a template for other similar applications. We also provide a detailed tutorial-style description of GPU hardware architectures, and examples of important GPU-specific programming practices.Publisher PDFPeer reviewe

Architectures and GPU-Based Parallelization for Online Bayesian Computational Statistics and Dynamic Modeling

Recent work demonstrates that coupling Bayesian computational statistics methods with dynamic models can facilitate the analysis of complex systems associated with diverse time series, including those involving social and behavioural dynamics. Particle Markov Chain Monte Carlo (PMCMC) methods constitute a particularly powerful class of Bayesian methods combining aspects of batch Markov Chain Monte Carlo (MCMC) and the sequential Monte Carlo method of Particle Filtering (PF). PMCMC can flexibly combine theory-capturing dynamic models with diverse empirical data. Online machine learning is a subcategory of machine learning algorithms characterized by sequential, incremental execution as new data arrives, which can give updated results and predictions with growing sequences of available incoming data. While many machine learning and statistical methods are adapted to online algorithms, PMCMC is one example of the many methods whose compatibility with and adaption to online learning remains unclear. In this thesis, I proposed a data-streaming solution supporting PF and PMCMC methods with dynamic epidemiological models and demonstrated several successful applications. By constructing an automated, easy-to-use streaming system, analytic applications and simulation models gain access to arriving real-time data to shorten the time gap between data and resulting model-supported insight. The well-defined architecture design emerging from the thesis would substantially expand traditional simulation models' potential by allowing such models to be offered as continually updated services. Contingent on sufficiently fast execution time, simulation models within this framework can consume the incoming empirical data in real-time and generate informative predictions on an ongoing basis as new data points arrive. In a second line of work, I investigated the platform's flexibility and capability by extending this system to support the use of a powerful class of PMCMC algorithms with dynamic models while ameliorating such algorithms' traditionally stiff performance limitations. Specifically, this work designed and implemented a GPU-enabled parallel version of a PMCMC method with dynamic simulation models. The resulting codebase readily has enabled researchers to adapt their models to the state-of-art statistical inference methods, and ensure that the computation-heavy PMCMC method can perform significant sampling between the successive arrival of each new data point. Investigating this method's impact with several realistic PMCMC application examples showed that GPU-based acceleration allows for up to 160x speedup compared to a corresponding CPU-based version not exploiting parallelism. The GPU accelerated PMCMC and the streaming processing system can complement each other, jointly providing researchers with a powerful toolset to greatly accelerate learning and securing additional insight from the high-velocity data increasingly prevalent within social and behavioural spheres. The design philosophy applied supported a platform with broad generalizability and potential for ready future extensions. The thesis discusses common barriers and difficulties in designing and implementing such systems and offers solutions to solve or mitigate them

Breaking Computational Barriers to Perform Time Series Pattern Mining at Scale and at the Edge

Uncovering repeated behavior in time series is an important problem in many domains such as medicine, geophysics, meteorology, and many more. With the continuing surge of smart/embedded devices generating time series data, there is an ever growing need to perform analysis on datasets of increasing size. Additionally, there is an increasing need for analysis at low power edge devices due to latency problems inherent to the speed of light and the sheer amount of data being recorded. The matrix profile has proven to be a tool highly suitable for pattern mining in time series; however, a naive approach to computing the matrix profile makes it impossible to use effectively in both the cloud and at the edge. This dissertation shows how, through the use of GPUs and machine learning, the matrix profile is computed more feasibly, both at cloud-scale and at sensor-scale. In addition, it illustrates why both of these types of computation are important and what new insights they can provide to practitioners working with time series data

NOVEL ALGORITHMS AND TOOLS FOR LIGAND-BASED DRUG DESIGN

Computer-aided drug design (CADD) has become an indispensible component in modern drug discovery projects. The prediction of physicochemical properties and pharmacological properties of candidate compounds effectively increases the probability for drug candidates to pass latter phases of clinic trials. Ligand-based virtual screening exhibits advantages over structure-based drug design, in terms of its wide applicability and high computational efficiency. The established chemical repositories and reported bioassays form a gigantic knowledgebase to derive quantitative structure-activity relationship (QSAR) and structure-property relationship (QSPR). In addition, the rapid advance of machine learning techniques suggests new solutions for data-mining huge compound databases. In this thesis, a novel ligand classification algorithm, Ligand Classifier of Adaptively Boosting Ensemble Decision Stumps (LiCABEDS), was reported for the prediction of diverse categorical pharmacological properties. LiCABEDS was successfully applied to model 5-HT1A ligand functionality, ligand selectivity of cannabinoid receptor subtypes, and blood-brain-barrier (BBB) passage. LiCABEDS was implemented and integrated with graphical user interface, data import/export, automated model training/ prediction, and project management. Besides, a non-linear ligand classifier was proposed, using a novel Topomer kernel function in support vector machine. With the emphasis on green high-performance computing, graphics processing units are alternative platforms for computationally expensive tasks. A novel GPU algorithm was designed and implemented in order to accelerate the calculation of chemical similarities with dense-format molecular fingerprints. Finally, a compound acquisition algorithm was reported to construct structurally diverse screening library in order to enhance hit rates in high-throughput screening

Low-Impact Profiling of Streaming, Heterogeneous Applications

Computer engineers are continually faced with the task of translating improvements in fabrication process technology: i.e., Moore\u27s Law) into architectures that allow computer scientists to accelerate application performance. As feature-size continues to shrink, architects of commodity processors are designing increasingly more cores on a chip. While additional cores can operate independently with some tasks: e.g. the OS and user tasks), many applications see little to no improvement from adding more processor cores alone. For many applications, heterogeneous systems offer a path toward higher performance. Significant performance and power gains have been realized by combining specialized processors: e.g., Field-Programmable Gate Arrays, Graphics Processing Units) with general purpose multi-core processors. Heterogeneous applications need to be programmed differently than traditional software. One approach, stream processing, fits these systems particularly well because of the segmented memories and explicit expression of parallelism. Unfortunately, debugging and performance tools that support streaming, heterogeneous applications do not exist. This dissertation presents TimeTrial, a performance measurement system that enables performance optimization of streaming applications by profiling the application deployed on a heterogeneous system. TimeTrial performs low-impact measurements by dedicating computing resources to monitoring and by aggressively compressing performance traces into statistical summaries guided by user specification of the performance queries of interest