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

Adaptive Parallel Iterative Deepening Search

Many of the artificial intelligence techniques developed to date rely on heuristic search through large spaces. Unfortunately, the size of these spaces and the corresponding computational effort reduce the applicability of otherwise novel and effective algorithms. A number of parallel and distributed approaches to search have considerably improved the performance of the search process. Our goal is to develop an architecture that automatically selects parallel search strategies for optimal performance on a variety of search problems. In this paper we describe one such architecture realized in the Eureka system, which combines the benefits of many different approaches to parallel heuristic search. Through empirical and theoretical analyses we observe that features of the problem space directly affect the choice of optimal parallel search strategy. We then employ machine learning techniques to select the optimal parallel search strategy for a given problem space. When a new search task is input to the system, Eureka uses features describing the search space and the chosen architecture to automatically select the appropriate search strategy. Eureka has been tested on a MIMD parallel processor, a distributed network of workstations, and a single workstation using multithreading. Results generated from fifteen puzzle problems, robot arm motion problems, artificial search spaces, and planning problems indicate that Eureka outperforms any of the tested strategies used exclusively for all problem instances and is able to greatly reduce the search time for these applications

Scalable Solutions for Automated Single Pulse Identification and Classification in Radio Astronomy

Data collection for scientific applications is increasing exponentially and is forecasted to soon reach peta- and exabyte scales. Applications which process and analyze scientific data must be scalable and focus on execution performance to keep pace. In the field of radio astronomy, in addition to increasingly large datasets, tasks such as the identification of transient radio signals from extrasolar sources are computationally expensive. We present a scalable approach to radio pulsar detection written in Scala that parallelizes candidate identification to take advantage of in-memory task processing using Apache Spark on a YARN distributed system. Furthermore, we introduce a novel automated multiclass supervised machine learning technique that we combine with feature selection to reduce the time required for candidate classification. Experimental testing on a Beowulf cluster with 15 data nodes shows that the parallel implementation of the identification algorithm offers a speedup of up to 5X that of a similar multithreaded implementation. Further, we show that the combination of automated multiclass classification and feature selection speeds up the execution performance of the RandomForest machine learning algorithm by an average of 54% with less than a 2% average reduction in the algorithm's ability to correctly classify pulsars. The generalizability of these results is demonstrated by using two real-world radio astronomy data sets.Comment: In Proceedings of the 47th International Conference on Parallel Processing (ICPP 2018). ACM, New York, NY, USA, Article 11, 11 page

Artificial Immune Systems - Models, algorithms and applications

Copyright © 2010 Academic Research Publishing Agency.This article has been made available through the Brunel Open Access Publishing Fund.Artificial Immune Systems (AIS) are computational paradigms that belong to the computational intelligence family and are inspired by the biological immune system. During the past decade, they have attracted a lot of interest from researchers aiming to develop immune-based models and techniques to solve complex computational or engineering problems. This work presents a survey of existing AIS models and algorithms with a focus on the last five years.This article is available through the Brunel Open Access Publishing Fun

Revisiting Matrix Product on Master-Worker Platforms

This paper is aimed at designing efficient parallel matrix-product algorithms for heterogeneous master-worker platforms. While matrix-product is well-understood for homogeneous 2D-arrays of processors (e.g., Cannon algorithm and ScaLAPACK outer product algorithm), there are three key hypotheses that render our work original and innovative: - Centralized data. We assume that all matrix files originate from, and must be returned to, the master. - Heterogeneous star-shaped platforms. We target fully heterogeneous platforms, where computational resources have different computing powers. - Limited memory. Because we investigate the parallelization of large problems, we cannot assume that full matrix panels can be stored in the worker memories and re-used for subsequent updates (as in ScaLAPACK). We have devised efficient algorithms for resource selection (deciding which workers to enroll) and communication ordering (both for input and result messages), and we report a set of numerical experiments on various platforms at Ecole Normale Superieure de Lyon and the University of Tennessee. However, we point out that in this first version of the report, experiments are limited to homogeneous platforms