CosmoHammer: Cosmological parameter estimation with the MCMC Hammer

We study the benefits and limits of parallelised Markov chain Monte Carlo (MCMC) sampling in cosmology. MCMC methods are widely used for the estimation of cosmological parameters from a given set of observations and are typically based on the Metropolis-Hastings algorithm. Some of the required calculations can however be computationally intensive, meaning that a single long chain can take several hours or days to calculate. In practice, this can be limiting, since the MCMC process needs to be performed many times to test the impact of possible systematics and to understand the robustness of the measurements being made. To achieve greater speed through parallelisation, MCMC algorithms need to have short auto-correlation times and minimal overheads caused by tuning and burn-in. The resulting scalability is hence influenced by two factors, the MCMC overheads and the parallelisation costs. In order to efficiently distribute the MCMC sampling over thousands of cores on modern cloud computing infrastructure, we developed a Python framework called CosmoHammer which embeds emcee, an implementation by Foreman-Mackey et al. (2012) of the affine invariant ensemble sampler by Goodman and Weare (2010). We test the performance of CosmoHammer for cosmological parameter estimation from cosmic microwave background data. While Metropolis-Hastings is dominated by overheads, CosmoHammer is able to accelerate the sampling process from a wall time of 30 hours on a dual core notebook to 16 minutes by scaling out to 2048 cores. Such short wall times for complex data sets opens possibilities for extensive model testing and control of systematics.Comment: Published version. 17 pages, 6 figures. The code is available at http://www.astro.ethz.ch/refregier/research/Software/cosmohamme

SAPPORO: A way to turn your graphics cards into a GRAPE-6

We present Sapporo, a library for performing high-precision gravitational N-body simulations on NVIDIA Graphical Processing Units (GPUs). Our library mimics the GRAPE-6 library, and N-body codes currently running on GRAPE-6 can switch to Sapporo by a simple relinking of the library. The precision of our library is comparable to that of GRAPE-6, even though internally the GPU hardware is limited to single precision arithmetics. This limitation is effectively overcome by emulating double precision for calculating the distance between particles. The performance loss of this operation is small (< 20%) compared to the advantage of being able to run at high precision. We tested the library using several GRAPE-6-enabled N-body codes, in particular with Starlab and phiGRAPE. We measured peak performance of 800 Gflop/s for running with 10^6 particles on a PC with four commercial G92 architecture GPUs (two GeForce 9800GX2). As a production test, we simulated a 32k Plummer model with equal mass stars well beyond core collapse. The simulation took 41 days, during which the mean performance was 113 Gflop/s. The GPU did not show any problems from running in a production environment for such an extended period of time.Comment: 13 pages, 9 figures, accepted to New Astronom

Porting Decision Tree Algorithms to Multicore using FastFlow

The whole computer hardware industry embraced multicores. For these machines, the extreme optimisation of sequential algorithms is no longer sufficient to squeeze the real machine power, which can be only exploited via thread-level parallelism. Decision tree algorithms exhibit natural concurrency that makes them suitable to be parallelised. This paper presents an approach for easy-yet-efficient porting of an implementation of the C4.5 algorithm on multicores. The parallel porting requires minimal changes to the original sequential code, and it is able to exploit up to 7X speedup on an Intel dual-quad core machine.Comment: 18 pages + cove

Array languages and the N-body problem

This paper is a description of the contributions to the SICSA multicore challenge on many body planetary simulation made by a compiler group at the University of Glasgow. Our group is part of the Computer Vision and Graphics research group and we have for some years been developing array compilers because we think these are a good tool both for expressing graphics algorithms and for exploiting the parallelism that computer vision applications require. We shall describe experiments using two languages on two different platforms and we shall compare the performance of these with reference C implementations running on the same platforms. Finally we shall draw conclusions both about the viability of the array language approach as compared to other approaches used in the challenge and also about the strengths and weaknesses of the two, very different, processor architectures we used

A randomised primal-dual algorithm for distributed radio-interferometric imaging

Next generation radio telescopes, like the Square Kilometre Array, will acquire an unprecedented amount of data for radio astronomy. The development of fast, parallelisable or distributed algorithms for handling such large-scale data sets is of prime importance. Motivated by this, we investigate herein a convex optimisation algorithmic structure, based on primal-dual forward-backward iterations, for solving the radio interferometric imaging problem. It can encompass any convex prior of interest. It allows for the distributed processing of the measured data and introduces further flexibility by employing a probabilistic approach for the selection of the data blocks used at a given iteration. We study the reconstruction performance with respect to the data distribution and we propose the use of nonuniform probabilities for the randomised updates. Our simulations show the feasibility of the randomisation given a limited computing infrastructure as well as important computational advantages when compared to state-of-the-art algorithmic structures.Comment: 5 pages, 3 figures, Proceedings of the European Signal Processing Conference (EUSIPCO) 2016, Related journal publication available at https://arxiv.org/abs/1601.0402