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Preparing sparse solvers for exascale computing.
Sparse solvers provide essential functionality for a wide variety of scientific applications. Highly parallel sparse solvers are essential for continuing advances in high-fidelity, multi-physics and multi-scale simulations, especially as we target exascale platforms. This paper describes the challenges, strategies and progress of the US Department of Energy Exascale Computing project towards providing sparse solvers for exascale computing platforms. We address the demands of systems with thousands of high-performance node devices where exposing concurrency, hiding latency and creating alternative algorithms become essential. The efforts described here are works in progress, highlighting current success and upcoming challenges. This article is part of a discussion meeting issue 'Numerical algorithms for high-performance computational science'
Recycling Randomness with Structure for Sublinear time Kernel Expansions
We propose a scheme for recycling Gaussian random vectors into structured
matrices to approximate various kernel functions in sublinear time via random
embeddings. Our framework includes the Fastfood construction as a special case,
but also extends to Circulant, Toeplitz and Hankel matrices, and the broader
family of structured matrices that are characterized by the concept of
low-displacement rank. We introduce notions of coherence and graph-theoretic
structural constants that control the approximation quality, and prove
unbiasedness and low-variance properties of random feature maps that arise
within our framework. For the case of low-displacement matrices, we show how
the degree of structure and randomness can be controlled to reduce statistical
variance at the cost of increased computation and storage requirements.
Empirical results strongly support our theory and justify the use of a broader
family of structured matrices for scaling up kernel methods using random
features
Kernel-based Inference of Functions over Graphs
The study of networks has witnessed an explosive growth over the past decades
with several ground-breaking methods introduced. A particularly interesting --
and prevalent in several fields of study -- problem is that of inferring a
function defined over the nodes of a network. This work presents a versatile
kernel-based framework for tackling this inference problem that naturally
subsumes and generalizes the reconstruction approaches put forth recently by
the signal processing on graphs community. Both the static and the dynamic
settings are considered along with effective modeling approaches for addressing
real-world problems. The herein analytical discussion is complemented by a set
of numerical examples, which showcase the effectiveness of the presented
techniques, as well as their merits related to state-of-the-art methods.Comment: To be published as a chapter in `Adaptive Learning Methods for
Nonlinear System Modeling', Elsevier Publishing, Eds. D. Comminiello and J.C.
Principe (2018). This chapter surveys recent work on kernel-based inference
of functions over graphs including arXiv:1612.03615 and arXiv:1605.07174 and
arXiv:1711.0930
Graph learning under sparsity priors
Graph signals offer a very generic and natural representation for data that
lives on networks or irregular structures. The actual data structure is however
often unknown a priori but can sometimes be estimated from the knowledge of the
application domain. If this is not possible, the data structure has to be
inferred from the mere signal observations. This is exactly the problem that we
address in this paper, under the assumption that the graph signals can be
represented as a sparse linear combination of a few atoms of a structured graph
dictionary. The dictionary is constructed on polynomials of the graph
Laplacian, which can sparsely represent a general class of graph signals
composed of localized patterns on the graph. We formulate a graph learning
problem, whose solution provides an ideal fit between the signal observations
and the sparse graph signal model. As the problem is non-convex, we propose to
solve it by alternating between a signal sparse coding and a graph update step.
We provide experimental results that outline the good graph recovery
performance of our method, which generally compares favourably to other recent
network inference algorithms
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