funcX: A Federated Function Serving Fabric for Science

Exploding data volumes and velocities, new computational methods and platforms, and ubiquitous connectivity demand new approaches to computation in the sciences. These new approaches must enable computation to be mobile, so that, for example, it can occur near data, be triggered by events (e.g., arrival of new data), be offloaded to specialized accelerators, or run remotely where resources are available. They also require new design approaches in which monolithic applications can be decomposed into smaller components, that may in turn be executed separately and on the most suitable resources. To address these needs we present funcX---a distributed function as a service (FaaS) platform that enables flexible, scalable, and high performance remote function execution. funcX's endpoint software can transform existing clouds, clusters, and supercomputers into function serving systems, while funcX's cloud-hosted service provides transparent, secure, and reliable function execution across a federated ecosystem of endpoints. We motivate the need for funcX with several scientific case studies, present our prototype design and implementation, show optimizations that deliver throughput in excess of 1 million functions per second, and demonstrate, via experiments on two supercomputers, that funcX can scale to more than more than 130000 concurrent workers.Comment: Accepted to ACM Symposium on High-Performance Parallel and Distributed Computing (HPDC 2020). arXiv admin note: substantial text overlap with arXiv:1908.0490

Toward understanding I/O behavior in HPC workflows

Scientific discovery increasingly depends on complex workflows consisting of multiple phases and sometimes millions of parallelizable tasks or pipelines. These workflows access storage resources for a variety of purposes, including preprocessing, simulation output, and postprocessing steps. Unfortunately, most workflow models focus on the scheduling and allocation of com- putational resources for tasks while the impact on storage systems remains a secondary objective and an open research question. I/O performance is not usually accounted for in workflow telemetry reported to users. In this paper, we present an approach to augment the I/O efficiency of the individual tasks of workflows by combining workflow description frameworks with system I/O telemetry data. A conceptual architecture and a prototype implementation for HPC data center deployments are introduced. We also identify and discuss challenges that will need to be addressed by workflow management and monitoring systems for HPC in the future. We demonstrate how real-world applications and workflows could benefit from the approach, and we show how the approach helps communicate performance-tuning guidance to users

Tasks, cognitive agents, and KB-DSS in workflow and process management

The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest rates following a robust estimation procedure and the market price of interest rate risk is estimated as implied from the historical term structure data. That is, instead of imposing a priori restrictions on the model, data are allowed to speak for themselves, and at the same time the model retains a parsimonious structure and the computational tractability. The model is implemented using historical Canadian interest rate term structure data. The parametric models with closed form solutions for bond and bond option prices, namely the Vasicek (1977) and CIR (1985) models, are also estimated for comparison purpose. The empirical results not only provide strong evidence that the traditional spot interest rate models and market prices of interest rate risk are severely misspecified but also suggest that different model specifications have significant impact on term structure dynamics and prices of interest rate derivative securities.