Working with OpenCL to Speed Up a Genetic Programming Financial Forecasting Algorithm: Initial Results

The genetic programming tool EDDIE has been shown to be a successful financial forecasting tool, however it has suffered from an increase in execution time as new features have been added. Speed is an important aspect in financial problems, especially in the field of algorithmic trading, where a delay in taking a decision could cost millions. To offset this performance loss, EDDIE has been modified to take advantage of multi-core CPUs and dedicated GPUs. This has been achieved by modifying the candidate solution evaluation to use an OpenCL kernel, allowing the parallel evaluation of solutions. Our computational results have shown improvements in the running time of EDDIE when the evaluation was delegated to the OpenCL kernel running on a multi-core CPU, with speed ups up to 21 times faster than the original EDDIE algorithm. While most previous works in the literature reported significantly improvements in performance when running an OpenCL kernel on a GPU device, we did not observe this in our results. Further investigation revealed that memory copying overheads and branching code in the kernel are potentially causes of the (under-)performance of the OpenCL kernel when running on the GPU device

TensorFlow Enabled Genetic Programming

Genetic Programming, a kind of evolutionary computation and machine learning algorithm, is shown to benefit significantly from the application of vectorized data and the TensorFlow numerical computation library on both CPU and GPU architectures. The open source, Python Karoo GP is employed for a series of 190 tests across 6 platforms, with real-world datasets ranging from 18 to 5.5M data points. This body of tests demonstrates that datasets measured in tens and hundreds of data points see 2-15x improvement when moving from the scalar/SymPy configuration to the vector/TensorFlow configuration, with a single core performing on par or better than multiple CPU cores and GPUs. A dataset composed of 90,000 data points demonstrates a single vector/TensorFlow CPU core performing 875x better than 40 scalar/Sympy CPU cores. And a dataset containing 5.5M data points sees GPU configurations out-performing CPU configurations on average by 1.3x.Comment: 8 pages, 5 figures; presented at GECCO 2017, Berlin, German

Parallel Algorithm for Solving Kepler's Equation on Graphics Processing Units: Application to Analysis of Doppler Exoplanet Searches

[Abridged] We present the results of a highly parallel Kepler equation solver using the Graphics Processing Unit (GPU) on a commercial nVidia GeForce 280GTX and the "Compute Unified Device Architecture" programming environment. We apply this to evaluate a goodness-of-fit statistic (e.g., chi^2) for Doppler observations of stars potentially harboring multiple planetary companions (assuming negligible planet-planet interactions). We tested multiple implementations using single precision, double precision, pairs of single precision, and mixed precision arithmetic. We find that the vast majority of computations can be performed using single precision arithmetic, with selective use of compensated summation for increased precision. However, standard single precision is not adequate for calculating the mean anomaly from the time of observation and orbital period when evaluating the goodness-of-fit for real planetary systems and observational data sets. Using all double precision, our GPU code outperforms a similar code using a modern CPU by a factor of over 60. Using mixed-precision, our GPU code provides a speed-up factor of over 600, when evaluating N_sys > 1024 models planetary systems each containing N_pl = 4 planets and assuming N_obs = 256 observations of each system. We conclude that modern GPUs also offer a powerful tool for repeatedly evaluating Kepler's equation and a goodness-of-fit statistic for orbital models when presented with a large parameter space.Comment: 19 pages, to appear in New Astronom

Comparative Analysis of Open Source Frameworks for Machine Learning with Use Case in Single-Threaded and Multi-Threaded Modes

The basic features of some of the most versatile and popular open source frameworks for machine learning (TensorFlow, Deep Learning4j, and H2O) are considered and compared. Their comparative analysis was performed and conclusions were made as to the advantages and disadvantages of these platforms. The performance tests for the de facto standard MNIST data set were carried out on H2O framework for deep learning algorithms designed for CPU and GPU platforms for single-threaded and multithreaded modes of operation.Comment: 4 pages, 6 figures, 4 tables; XIIth International Scientific and Technical Conference on Computer Sciences and Information Technologies (CSIT 2017), Lviv, Ukrain

GPU acceleration of brain image proccessing

Durante los últimos años se ha venido demostrando el alto poder computacional que ofrecen las GPUs a la hora de resolver determinados problemas. Al mismo tiempo, existen campos en los que no es posible beneficiarse completamente de las mejoras conseguidas por los investigadores, debido principalmente a que los tiempos de ejecución de las aplicaciones llegan a ser extremadamente largos. Este es por ejemplo el caso del registro de imágenes en medicina. A pesar de que se han conseguido aceleraciones sobre el registro de imágenes, su uso en la práctica clínica es aún limitado. Entre otras cosas, esto se debe al rendimiento conseguido. Por lo tanto se plantea como objetivo de este proyecto, conseguir mejorar los tiempos de ejecución de una aplicación dedicada al resgitro de imágenes en medicina, con el fin de ayudar a aliviar este problema