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

BioEM: GPU-accelerated computing of Bayesian inference of electron microscopy images

In cryo-electron microscopy (EM), molecular structures are determined from large numbers of projection images of individual particles. To harness the full power of this single-molecule information, we use the Bayesian inference of EM (BioEM) formalism. By ranking structural models using posterior probabilities calculated for individual images, BioEM in principle addresses the challenge of working with highly dynamic or heterogeneous systems not easily handled in traditional EM reconstruction. However, the calculation of these posteriors for large numbers of particles and models is computationally demanding. Here we present highly parallelized, GPU-accelerated computer software that performs this task efficiently. Our flexible formulation employs CUDA, OpenMP, and MPI parallelization combined with both CPU and GPU computing. The resulting BioEM software scales nearly ideally both on pure CPU and on CPU+GPU architectures, thus enabling Bayesian analysis of tens of thousands of images in a reasonable time. The general mathematical framework and robust algorithms are not limited to cryo-electron microscopy but can be generalized for electron tomography and other imaging experiments

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

GPU Acceleration of Image Convolution using Spatially-varying Kernel

Image subtraction in astronomy is a tool for transient object discovery such as asteroids, extra-solar planets and supernovae. To match point spread functions (PSFs) between images of the same field taken at different times a convolution technique is used. Particularly suitable for large-scale images is a computationally intensive spatially-varying kernel. The underlying algorithm is inherently massively parallel due to unique kernel generation at every pixel location. The spatially-varying kernel cannot be efficiently computed through the Convolution Theorem, and thus does not lend itself to acceleration by Fast Fourier Transform (FFT). This work presents results of accelerated implementation of the spatially-varying kernel image convolution in multi-cores with OpenMP and graphic processing units (GPUs). Typical speedups over ANSI-C were a factor of 50 and a factor of 1000 over the initial IDL implementation, demonstrating that the techniques are a practical and high impact path to terabyte-per-night image pipelines and petascale processing.Comment: 4 pages. Accepted to IEEE-ICIP 201

Particle methods parallel implementations by GP-GPU strategies

This paper outlines the problems found in the parallelization of SPH (Smoothed Particle Hydrodynamics) algorithms using Graphics Processing Units. Different results of some parallel GPU implementations in terms of the speed-up and the scalability compared to the CPU sequential codes are shown. The most problematic stage in the GPU-SPH algorithms is the one responsible for locating neighboring particles and building the vectors where this information is stored, since these specific algorithms raise many dificulties for a data-level parallelization. Because of the fact that the neighbor location using linked lists does not show enough data-level parallelism, two new approaches have been pro- posed to minimize bank conflicts in the writing and subsequent reading of the neighbor lists. The first strategy proposes an efficient coordination between CPU-GPU, using GPU algorithms for those stages that allow a straight forward parallelization, and sequential CPU algorithms for those instructions that involve some kind of vector reduction. This coordination provides a relatively orderly reading of the neighbor lists in the interactions stage, achieving a speed-up factor of x47 in this stage. However, since the construction of the neighbor lists is quite expensive, it is achieved an overall speed-up of x41. The second strategy seeks to maximize the use of the GPU in the neighbor's location process by executing a specific vector sorting algorithm that allows some data-level parallelism. Al- though this strategy has succeeded in improving the speed-up on the stage of neighboring location, the global speed-up on the interactions stage falls, due to inefficient reading of the neighbor vectors. Some changes to these strategies are proposed, aimed at maximizing the computational load of the GPU and using the GPU texture-units, in order to reach the maximum speed-up for such codes. Different practical applications have been added to the mentioned GPU codes. First, the classical dam-break problem is studied. Second, the wave impact of the sloshing fluid contained in LNG vessel tanks is also simulated as a practical example of particle method

Multi-Architecture Monte-Carlo (MC) Simulation of Soft Coarse-Grained Polymeric Materials: SOft coarse grained Monte-carlo Acceleration (SOMA)

Multi-component polymer systems are important for the development of new materials because of their ability to phase-separate or self-assemble into nano-structures. The Single-Chain-in-Mean-Field (SCMF) algorithm in conjunction with a soft, coarse-grained polymer model is an established technique to investigate these soft-matter systems. Here we present an im- plementation of this method: SOft coarse grained Monte-carlo Accelera- tion (SOMA). It is suitable to simulate large system sizes with up to billions of particles, yet versatile enough to study properties of different kinds of molecular architectures and interactions. We achieve efficiency of the simulations commissioning accelerators like GPUs on both workstations as well as supercomputers. The implementa- tion remains flexible and maintainable because of the implementation of the scientific programming language enhanced by OpenACC pragmas for the accelerators. We present implementation details and features of the program package, investigate the scalability of our implementation SOMA, and discuss two applications, which cover system sizes that are difficult to reach with other, common particle-based simulation methods