Book of Abstracts of the Sixth SIAM Workshop on Combinatorial Scientific Computing

Book of Abstracts of CSC14 edited by Bora UçarInternational audienceThe Sixth SIAM Workshop on Combinatorial Scientific Computing, CSC14, was organized at the Ecole Normale Supérieure de Lyon, France on 21st to 23rd July, 2014. This two and a half day event marked the sixth in a series that started ten years ago in San Francisco, USA. The CSC14 Workshop's focus was on combinatorial mathematics and algorithms in high performance computing, broadly interpreted. The workshop featured three invited talks, 27 contributed talks and eight poster presentations. All three invited talks were focused on two interesting fields of research specifically: randomized algorithms for numerical linear algebra and network analysis. The contributed talks and the posters targeted modeling, analysis, bisection, clustering, and partitioning of graphs, applied in the context of networks, sparse matrix factorizations, iterative solvers, fast multi-pole methods, automatic differentiation, high-performance computing, and linear programming. The workshop was held at the premises of the LIP laboratory of ENS Lyon and was generously supported by the LABEX MILYON (ANR-10-LABX-0070, Université de Lyon, within the program ''Investissements d'Avenir'' ANR-11-IDEX-0007 operated by the French National Research Agency), and by SIAM

Performance Modeling and Prediction for Dense Linear Algebra

This dissertation introduces measurement-based performance modeling and prediction techniques for dense linear algebra algorithms. As a core principle, these techniques avoid executions of such algorithms entirely, and instead predict their performance through runtime estimates for the underlying compute kernels. For a variety of operations, these predictions allow to quickly select the fastest algorithm configurations from available alternatives. We consider two scenarios that cover a wide range of computations: To predict the performance of blocked algorithms, we design algorithm-independent performance models for kernel operations that are generated automatically once per platform. For various matrix operations, instantaneous predictions based on such models both accurately identify the fastest algorithm, and select a near-optimal block size. For performance predictions of BLAS-based tensor contractions, we propose cache-aware micro-benchmarks that take advantage of the highly regular structure inherent to contraction algorithms. At merely a fraction of a contraction's runtime, predictions based on such micro-benchmarks identify the fastest combination of tensor traversal and compute kernel

Computer Science for Continuous Data:Survey, Vision, Theory, and Practice of a Computer Analysis System

Building on George Boole's work, Logic provides a rigorous foundation for the powerful tools in Computer Science that underlie nowadays ubiquitous processing of discrete data, such as strings or graphs. Concerning continuous data, already Alan Turing had applied "his" machines to formalize and study the processing of real numbers: an aspect of his oeuvre that we transform from theory to practice.The present essay surveys the state of the art and envisions the future of Computer Science for continuous data: natively, beyond brute-force discretization, based on and guided by and extending classical discrete Computer Science, as bridge between Pure and Applied Mathematics

Constructive Approximation and Learning by Greedy Algorithms

This thesis develops several kernel-based greedy algorithms for different machine learning problems and analyzes their theoretical and empirical properties. Greedy approaches have been extensively used in the past for tackling problems in combinatorial optimization where finding even a feasible solution can be a computationally hard problem (i.e., not solvable in polynomial time). A key feature of greedy algorithms is that a solution is constructed recursively from the smallest constituent parts. In each step of the constructive process a component is added to the partial solution from the previous step and, thus, the size of the optimization problem is reduced. The selected components are given by optimization problems that are simpler and easier to solve than the original problem. As such schemes are typically fast at constructing a solution they can be very effective on complex optimization problems where finding an optimal/good solution has a high computational cost. Moreover, greedy solutions are rather intuitive and the schemes themselves are simple to design and easy to implement. There is a large class of problems for which greedy schemes generate an optimal solution or a good approximation of the optimum. In the first part of the thesis, we develop two deterministic greedy algorithms for optimization problems in which a solution is given by a set of functions mapping an instance space to the space of reals. The first of the two approaches facilitates data understanding through interactive visualization by providing means for experts to incorporate their domain knowledge into otherwise static kernel principal component analysis. This is achieved by greedily constructing embedding directions that maximize the variance at data points (unexplained by the previously constructed embedding directions) while adhering to specified domain knowledge constraints. The second deterministic greedy approach is a supervised feature construction method capable of addressing the problem of kernel choice. The goal of the approach is to construct a feature representation for which a set of linear hypotheses is of sufficient capacity — large enough to contain a satisfactory solution to the considered problem and small enough to allow good generalization from a small number of training examples. The approach mimics functional gradient descent and constructs features by fitting squared error residuals. We show that the constructive process is consistent and provide conditions under which it converges to the optimal solution. In the second part of the thesis, we investigate two problems for which deterministic greedy schemes can fail to find an optimal solution or a good approximation of the optimum. This happens as a result of making a sequence of choices which take into account only the immediate reward without considering the consequences onto future decisions. To address this shortcoming of deterministic greedy schemes, we propose two efficient randomized greedy algorithms which are guaranteed to find effective solutions to the corresponding problems. In the first of the two approaches, we provide a mean to scale kernel methods to problems with millions of instances. An approach, frequently used in practice, for this type of problems is the Nyström method for low-rank approximation of kernel matrices. A crucial step in this method is the choice of landmarks which determine the quality of the approximation. We tackle this problem with a randomized greedy algorithm based on the K-means++ cluster seeding scheme and provide a theoretical and empirical study of its effectiveness. In the second problem for which a deterministic strategy can fail to find a good solution, the goal is to find a set of objects from a structured space that are likely to exhibit an unknown target property. This discrete optimization problem is of significant interest to cyclic discovery processes such as de novo drug design. We propose to address it with an adaptive Metropolis–Hastings approach that samples candidates from the posterior distribution of structures conditioned on them having the target property. The proposed constructive scheme defines a consistent random process and our empirical evaluation demonstrates its effectiveness across several different application domains

Visual analytics for relationships in scientific data

Domain scientists hope to address grand scientific challenges by exploring the abundance of data generated and made available through modern high-throughput techniques. Typical scientific investigations can make use of novel visualization tools that enable dynamic formulation and fine-tuning of hypotheses to aid the process of evaluating sensitivity of key parameters. These general tools should be applicable to many disciplines: allowing biologists to develop an intuitive understanding of the structure of coexpression networks and discover genes that reside in critical positions of biological pathways, intelligence analysts to decompose social networks, and climate scientists to model extrapolate future climate conditions. By using a graph as a universal data representation of correlation, our novel visualization tool employs several techniques that when used in an integrated manner provide innovative analytical capabilities. Our tool integrates techniques such as graph layout, qualitative subgraph extraction through a novel 2D user interface, quantitative subgraph extraction using graph-theoretic algorithms or by querying an optimized B-tree, dynamic level-of-detail graph abstraction, and template-based fuzzy classification using neural networks. We demonstrate our system using real-world workflows from several large-scale studies. Parallel coordinates has proven to be a scalable visualization and navigation framework for multivariate data. However, when data with thousands of variables are at hand, we do not have a comprehensive solution to select the right set of variables and order them to uncover important or potentially insightful patterns. We present algorithms to rank axes based upon the importance of bivariate relationships among the variables and showcase the efficacy of the proposed system by demonstrating autonomous detection of patterns in a modern large-scale dataset of time-varying climate simulation