TensorFlow Enabled Genetic Programming

Genetic Programming, a kind of evolutionary computation and machine learning algorithm, is shown to benefit significantly from the application of vectorized data and the TensorFlow numerical computation library on both CPU and GPU architectures. The open source, Python Karoo GP is employed for a series of 190 tests across 6 platforms, with real-world datasets ranging from 18 to 5.5M data points. This body of tests demonstrates that datasets measured in tens and hundreds of data points see 2-15x improvement when moving from the scalar/SymPy configuration to the vector/TensorFlow configuration, with a single core performing on par or better than multiple CPU cores and GPUs. A dataset composed of 90,000 data points demonstrates a single vector/TensorFlow CPU core performing 875x better than 40 scalar/Sympy CPU cores. And a dataset containing 5.5M data points sees GPU configurations out-performing CPU configurations on average by 1.3x.Comment: 8 pages, 5 figures; presented at GECCO 2017, Berlin, German

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control

The rapid increase in the performance of graphics hardware, coupled with recent improvements in its programmability has lead to its adoption in many non-graphics applications, including wide variety of scientific computing fields. At the same time, a number of important dynamic optimal policy problems in economics are athirst of computing power to help overcome dual curses of complexity and dimensionality. We investigate if computational economics may benefit from new tools on a case study of imperfect information dynamic programming problem with learning and experimentation trade-off that is, a choice between controlling the policy target and learning system parameters. Specifically, we use a model of active learning and control of linear autoregression with unknown slope that appeared in a variety of macroeconomic policy and other contexts. The endogeneity of posterior beliefs makes the problem difficult in that the value function need not be convex and policy function need not be continuous. This complication makes the problem a suitable target for massively-parallel computation using graphics processors. Our findings are cautiously optimistic in that new tools let us easily achieve a factor of 15 performance gain relative to an implementation targeting single-core processors and thus establish a better reference point on the computational speed vs. coding complexity trade-off frontier. While further gains and wider applicability may lie behind steep learning barrier, we argue that the future of many computations belong to parallel algorithms anyway.Graphics Processing Units, CUDA programming, Dynamic programming, Learning, Experimentation

Computational Strategies for Scalable Genomics Analysis.

The revolution in next-generation DNA sequencing technologies is leading to explosive data growth in genomics, posing a significant challenge to the computing infrastructure and software algorithms for genomics analysis. Various big data technologies have been explored to scale up/out current bioinformatics solutions to mine the big genomics data. In this review, we survey some of these exciting developments in the applications of parallel distributed computing and special hardware to genomics. We comment on the pros and cons of each strategy in the context of ease of development, robustness, scalability, and efficiency. Although this review is written for an audience from the genomics and bioinformatics fields, it may also be informative for the audience of computer science with interests in genomics applications

A GPU-based Evolution Strategy for Optic Disk Detection in Retinal Images

La ejecución paralela de aplicaciones usando unidades de procesamiento gráfico (gpu) ha ganado gran interés en la comunidad académica en los años recientes. La computación paralela puede ser aplicada a las estrategias evolutivas para procesar individuos dentro de una población, sin embargo, las estrategias evolutivas se caracterizan por un significativo consumo de recursos computacionales al resolver problemas de gran tamaño o aquellos que se modelan mediante funciones de aptitud complejas. Este artículo describe la implementación de una estrategia evolutiva para la detección del disco óptico en imágenes de retina usando Compute Unified Device Architecture (cuda). Los resultados experimentales muestran que el tiempo de ejecución para la detección del disco óptico logra una aceleración de 5 a 7 veces, comparado con la ejecución secuencial en una cpu convencional.Parallel processing using graphic processing units (GPUs) has attracted much research interest in recent years. Parallel computation can be applied to evolution strategy (ES) for processing individuals in a population, but evolutionary strategies are time consuming to solve large computational problems or complex fitness functions. In this paper we describe the implementation of an improved ES for optic disk detection in retinal images using the Compute Unified Device Architecture (CUDA) environment. In the experimental results we show that the computational time for optic disk detection task has a speedup factor of 5x and 7x compared to an implementation on a mainstream CPU