Computer Architectures to Close the Loop in Real-time Optimization

© 2015 IEEE.Many modern control, automation, signal processing and machine learning applications rely on solving a sequence of optimization problems, which are updated with measurements of a real system that evolves in time. The solutions of each of these optimization problems are then used to make decisions, which may be followed by changing some parameters of the physical system, thereby resulting in a feedback loop between the computing and the physical system. Real-time optimization is not the same as fast optimization, due to the fact that the computation is affected by an uncertain system that evolves in time. The suitability of a design should therefore not be judged from the optimality of a single optimization problem, but based on the evolution of the entire cyber-physical system. The algorithms and hardware used for solving a single optimization problem in the office might therefore be far from ideal when solving a sequence of real-time optimization problems. Instead of there being a single, optimal design, one has to trade-off a number of objectives, including performance, robustness, energy usage, size and cost. We therefore provide here a tutorial introduction to some of the questions and implementation issues that arise in real-time optimization applications. We will concentrate on some of the decisions that have to be made when designing the computing architecture and algorithm and argue that the choice of one informs the other

An Introduction to Programming for Bioscientists: A Python-based Primer

Computing has revolutionized the biological sciences over the past several decades, such that virtually all contemporary research in the biosciences utilizes computer programs. The computational advances have come on many fronts, spurred by fundamental developments in hardware, software, and algorithms. These advances have influenced, and even engendered, a phenomenal array of bioscience fields, including molecular evolution and bioinformatics; genome-, proteome-, transcriptome- and metabolome-wide experimental studies; structural genomics; and atomistic simulations of cellular-scale molecular assemblies as large as ribosomes and intact viruses. In short, much of post-genomic biology is increasingly becoming a form of computational biology. The ability to design and write computer programs is among the most indispensable skills that a modern researcher can cultivate. Python has become a popular programming language in the biosciences, largely because (i) its straightforward semantics and clean syntax make it a readily accessible first language; (ii) it is expressive and well-suited to object-oriented programming, as well as other modern paradigms; and (iii) the many available libraries and third-party toolkits extend the functionality of the core language into virtually every biological domain (sequence and structure analyses, phylogenomics, workflow management systems, etc.). This primer offers a basic introduction to coding, via Python, and it includes concrete examples and exercises to illustrate the language's usage and capabilities; the main text culminates with a final project in structural bioinformatics. A suite of Supplemental Chapters is also provided. Starting with basic concepts, such as that of a 'variable', the Chapters methodically advance the reader to the point of writing a graphical user interface to compute the Hamming distance between two DNA sequences.Comment: 65 pages total, including 45 pages text, 3 figures, 4 tables, numerous exercises, and 19 pages of Supporting Information; currently in press at PLOS Computational Biolog

Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models

This tutorial provides a gentle introduction to the particle Metropolis-Hastings (PMH) algorithm for parameter inference in nonlinear state-space models together with a software implementation in the statistical programming language R. We employ a step-by-step approach to develop an implementation of the PMH algorithm (and the particle filter within) together with the reader. This final implementation is also available as the package pmhtutorial in the CRAN repository. Throughout the tutorial, we provide some intuition as to how the algorithm operates and discuss some solutions to problems that might occur in practice. To illustrate the use of PMH, we consider parameter inference in a linear Gaussian state-space model with synthetic data and a nonlinear stochastic volatility model with real-world data.Comment: 41 pages, 7 figures. In press for Journal of Statistical Software. Source code for R, Python and MATLAB available at: https://github.com/compops/pmh-tutoria

Odeint - Solving ordinary differential equations in C++

Many physical, biological or chemical systems are modeled by ordinary differential equations (ODEs) and finding their solution is an every-day-task for many scientists. Here, we introduce a new C++ library dedicated to find numerical solutions of initial value problems of ODEs: odeint (www.odeint.com). odeint is implemented in a highly generic way and provides extensive interoperability at top performance. For example, due to it's modular design it can be easily parallized with OpenMP and even runs on CUDA GPUs. Despite that, it provides a convenient interface that allows for a simple and easy usage.Comment: 4 pages, 1 figur