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

Hybrid parallel multimethod hyperheuristic for mixed-integer dynamic optimization problems in computational systems biology

[Abstract] This paper describes and assesses a parallel multimethod hyperheuristic for the solution of complex global optimization problems. In a multimethod hyperheuristic, different metaheuristics cooperate to outperform the results obtained by any of them isolated. The results obtained show that the cooperation of individual parallel searches modifies the systemic properties of the hyperheuristic, achieving significant performance improvements versus the sequential and the non-cooperative parallel solutions. Here we present and evaluate a hybrid parallel scheme of the multimethod, using both message-passing (MPI) and shared memory (OpenMP) models. The hybrid parallelization allows to achieve a better trade-off between performance and computational resources, through a compromise between diversity (number of islands) and intensity (number of threads per island). For the performance evaluation, we considered the general problem of reverse engineering nonlinear dynamic models in systems biology, which yields very large mixed-integer dynamic optimization problems. In particular, three very challenging problems from the domain of dynamic modeling of cell signaling were used as case studies. In addition, experiments have been carried out in a local cluster, a large supercomputer and a public cloud, to show the suitability of the proposed solution in different execution platforms.Gobierno de España; DPI2017-82896-C2-2-RGobierno de España; TIN2016-75845-PXunta de Galicia; R2016/045Xunta de Galicia; ED431C 2017/0

Enhanced global optimization methods applied to complex fisheries stock assessment models

[Abstract] Statistical fisheries models are frequently used by researchers and agencies to understand the behavior of marine ecosystems or to estimate the maximum acceptable catch of different species of commercial interest. The parameters of these models are usually adjusted through the use of optimization algorithms. Unfortunately, the choice of the best optimization method is far from trivial. This work proposes the use of population-based algorithms to improve the optimization process of the Globally applicable Area Disaggregated General Ecosystem Toolbox (Gadget), a flexible framework that allows the development of complex statistical marine ecosystem models. Specifically, parallel versions of the Differential Evolution (DE) and the Particle Swarm Optimization (PSO) methods are proposed. The proposals include an automatic selection of the internal parameters to reduce the complexity of their usage, and a restart mechanism to avoid local minima. The resulting optimization algorithms were called PMA (Parallel Multirestart Adaptive) DE and PMA PSO respectively. Experimental results prove that the new algorithms are faster and produce more accurate solutions than the other parallel optimization methods already included in Gadget. Although the new proposals have been evaluated on fisheries models, there is nothing specific to the tested models in them, and thus they can be also applied to other optimization problems. Moreover, the PMA scheme proposed can be seen as a template that can be easily applied to other population-based heuristics.Xunta de Galicia; ED431C 2017/04Xunta de Galicia; R2016/0

FitSKIRT: genetic algorithms to automatically fit dusty galaxies with a Monte Carlo radiative transfer code

We present FitSKIRT, a method to efficiently fit radiative transfer models to UV/optical images of dusty galaxies. These images have the advantage that they have better spatial resolution compared to FIR/submm data. FitSKIRT uses the GAlib genetic algorithm library to optimize the output of the SKIRT Monte Carlo radiative transfer code. Genetic algorithms prove to be a valuable tool in handling the multi- dimensional search space as well as the noise induced by the random nature of the Monte Carlo radiative transfer code. FitSKIRT is tested on artificial images of a simulated edge-on spiral galaxy, where we gradually increase the number of fitted parameters. We find that we can recover all model parameters, even if all 11 model parameters are left unconstrained. Finally, we apply the FitSKIRT code to a V-band image of the edge-on spiral galaxy NGC4013. This galaxy has been modeled previously by other authors using different combinations of radiative transfer codes and optimization methods. Given the different models and techniques and the complexity and degeneracies in the parameter space, we find reasonable agreement between the different models. We conclude that the FitSKIRT method allows comparison between different models and geometries in a quantitative manner and minimizes the need of human intervention and biasing. The high level of automation makes it an ideal tool to use on larger sets of observed data.Comment: 14 pages, 10 figures; accepted for publication in Astronomy and Astrophysic

Machine Learning in Compiler Optimization

In the last decade, machine learning based compilation has moved from an an obscure research niche to a mainstream activity. In this article, we describe the relationship between machine learning and compiler optimisation and introduce the main concepts of features, models, training and deployment. We then provide a comprehensive survey and provide a road map for the wide variety of different research areas. We conclude with a discussion on open issues in the area and potential research directions. This paper provides both an accessible introduction to the fast moving area of machine learning based compilation and a detailed bibliography of its main achievements