Hypergraph-based parallel computation of passage time densities in large semi-Markov models

AbstractPassage time densities and quantiles are important performance and quality of service metrics, but their numerical derivation is, in general, computationally expensive. We present an iterative algorithm for the calculation of passage time densities in semi-Markov models, along with a theoretical analysis and empirical measurement of its convergence behaviour. In order to implement the algorithm efficiently in parallel, we use hypergraph partitioning to minimise communication between processors and to balance workloads. This enables the analysis of models with very large state spaces which could not be held within the memory of a single machine. We produce passage time densities and quantiles for very large semi-Markov models with over 15 million states and validate the results against simulation

Evaluating the Robustness of Resource Allocations Obtained through Performance Modeling with Stochastic Process Algebra

Recent developments in the field of parallel and distributed computing has led to a proliferation of solving large and computationally intensive mathematical, science, or engineering problems, that consist of several parallelizable parts and several non-parallelizable (sequential) parts. In a parallel and distributed computing environment, the performance goal is to optimize the execution of parallelizable parts of an application on concurrent processors. This requires efficient application scheduling and resource allocation for mapping applications to a set of suitable parallel processors such that the overall performance goal is achieved. However, such computational environments are often prone to unpredictable variations in application (problem and algorithm) and system characteristics. Therefore, a robustness study is required to guarantee a desired level of performance. Given an initial workload, a mapping of applications to resources is considered to be robust if that mapping optimizes execution performance and guarantees a desired level of performance in the presence of unpredictable perturbations at runtime. In this research, a stochastic process algebra, Performance Evaluation Process Algebra (PEPA), is used for obtaining resource allocations via a numerical analysis of performance modeling of the parallel execution of applications on parallel computing resources. The PEPA performance model is translated into an underlying mathematical Markov chain model for obtaining performance measures. Further, a robustness analysis of the allocation techniques is performed for finding a robustmapping from a set of initial mapping schemes. The numerical analysis of the performance models have confirmed similarity with the simulation results of earlier research available in existing literature. When compared to direct experiments and simulations, numerical models and the corresponding analyses are easier to reproduce, do not incur any setup or installation costs, do not impose any prerequisites for learning a simulation framework, and are not limited by the complexity of the underlying infrastructure or simulation libraries

Efficient Bayesian Model Selection in PARAFAC via Stochastic Thermodynamic Integration

International audienceParallel factor analysis (PARAFAC) is one of the most popular tensor factorization models. Even though it has proven successful in diverse application fields, the performance of PARAFAC usually hinges up on the rank of the factorization, which is typically specified manually by the practitioner. In this study, we develop a novel parallel and distributed Bayesian model selection technique for rank estimation in large-scale PARAFAC models. The proposed approach integrates ideas from the emerging field of stochastic gradient Markov Chain Monte Carlo, statistical physics, and distributed stochastic optimization. As opposed to the existing methods, which are based on some heuristics, our method has a clear mathematical interpretation, and has significantly lower computational requirements, thanks to data subsampling and parallelization. We provide formal theoretical analysis on the bias induced by the proposed approach. Our experiments on synthetic and large-scale real datasets show that our method is able to find the optimal model order while being significantly faster than the state-of-the-art

Parallelizing Timed Petri Net simulations

The possibility of using parallel processing to accelerate the simulation of Timed Petri Nets (TPN's) was studied. It was recognized that complex system development tools often transform system descriptions into TPN's or TPN-like models, which are then simulated to obtain information about system behavior. Viewed this way, it was important that the parallelization of TPN's be as automatic as possible, to admit the possibility of the parallelization being embedded in the system design tool. Later years of the grant were devoted to examining the problem of joint performance and reliability analysis, to explore whether both types of analysis could be accomplished within a single framework. In this final report, the results of our studies are summarized. We believe that the problem of parallelizing TPN's automatically for MIMD architectures has been almost completely solved for a large and important class of problems. Our initial investigations into joint performance/reliability analysis are two-fold; it was shown that Monte Carlo simulation, with importance sampling, offers promise of joint analysis in the context of a single tool, and methods for the parallel simulation of general Continuous Time Markov Chains, a model framework within which joint performance/reliability models can be cast, were developed. However, very much more work is needed to determine the scope and generality of these approaches. The results obtained in our two studies, future directions for this type of work, and a list of publications are included

Compositional Performance Modelling with the TIPPtool

Stochastic process algebras have been proposed as compositional specification formalisms for performance models. In this paper, we describe a tool which aims at realising all beneficial aspects of compositional performance modelling, the TIPPtool. It incorporates methods for compositional specification as well as solution, based on state-of-the-art techniques, and wrapped in a user-friendly graphical front end. Apart from highlighting the general benefits of the tool, we also discuss some lessons learned during development and application of the TIPPtool. A non-trivial model of a real life communication system serves as a case study to illustrate benefits and limitations

Patterns of Scalable Bayesian Inference

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assumptions about model structure, underlying computational resources, and the importance of asymptotic correctness. As a result, there is a zoo of ideas with few clear overarching principles. In this paper, we seek to identify unifying principles, patterns, and intuitions for scaling Bayesian inference. We review existing work on utilizing modern computing resources with both MCMC and variational approximation techniques. From this taxonomy of ideas, we characterize the general principles that have proven successful for designing scalable inference procedures and comment on the path forward

Linear and Parallel Learning of Markov Random Fields

We introduce a new embarrassingly parallel parameter learning algorithm for Markov random fields with untied parameters which is efficient for a large class of practical models. Our algorithm parallelizes naturally over cliques and, for graphs of bounded degree, its complexity is linear in the number of cliques. Unlike its competitors, our algorithm is fully parallel and for log-linear models it is also data efficient, requiring only the local sufficient statistics of the data to estimate parameters