Scalable Empirical Dynamic Modeling With Parallel Computing and Approximate k-NN Search

Empirical Dynamic Modeling (EDM) is a mathematical framework for modeling and predicting non-linear time series data. Although EDM is increasingly adopted in various research fields, its application to large-scale data has been limited due to its high computational cost. This article presents kEDM, a high-performance implementation of EDM for analyzing large-scale time series datasets. kEDM adopts the Kokkos performance-portable programming model to efficiently run on both CPU and GPU while sharing a single code base. We also conduct hardware-specific optimization of performance-critical kernels. kEDM achieved up to 6.58× speedup in pairwise causal inference of real-world biology datasets compared to an existing EDM implementation. Furthermore, we integrate multiple approximate k-NN search algorithms into EDM to enable the analysis of extremely large datasets that were intractable with conventional EDM based on exhaustive k-NN search. EDM-based time series forecast enhanced with approximate k-NN search demonstrated up to 790× speedup compared to conventional Simplex projection with less than 1% increase in MAPE.journal articl

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

Scalable and interpretable product recommendations via overlapping co-clustering

We consider the problem of generating interpretable recommendations by identifying overlapping co-clusters of clients and products, based only on positive or implicit feedback. Our approach is applicable on very large datasets because it exhibits almost linear complexity in the input examples and the number of co-clusters. We show, both on real industrial data and on publicly available datasets, that the recommendation accuracy of our algorithm is competitive to that of state-of-art matrix factorization techniques. In addition, our technique has the advantage of offering recommendations that are textually and visually interpretable. Finally, we examine how to implement our technique efficiently on Graphical Processing Units (GPUs).Comment: In IEEE International Conference on Data Engineering (ICDE) 201