Task-based adaptive multiresolution for time-space multi-scale reaction-diffusion systems on multi-core architectures

A new solver featuring time-space adaptation and error control has been recently introduced to tackle the numerical solution of stiff reaction-diffusion systems. Based on operator splitting, finite volume adaptive multiresolution and high order time integrators with specific stability properties for each operator, this strategy yields high computational efficiency for large multidimensional computations on standard architectures such as powerful workstations. However, the data structure of the original implementation, based on trees of pointers, provides limited opportunities for efficiency enhancements, while posing serious challenges in terms of parallel programming and load balancing. The present contribution proposes a new implementation of the whole set of numerical methods including Radau5 and ROCK4, relying on a fully different data structure together with the use of a specific library, TBB, for shared-memory, task-based parallelism with work-stealing. The performance of our implementation is assessed in a series of test-cases of increasing difficulty in two and three dimensions on multi-core and many-core architectures, demonstrating high scalability

Theano: new features and speed improvements

Theano is a linear algebra compiler that optimizes a user's symbolically-specified mathematical computations to produce efficient low-level implementations. In this paper, we present new features and efficiency improvements to Theano, and benchmarks demonstrating Theano's performance relative to Torch7, a recently introduced machine learning library, and to RNNLM, a C++ library targeted at recurrent neural networks.Comment: Presented at the Deep Learning Workshop, NIPS 201

Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers

In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system, and the design of data structures to take advantage of serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration

An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the AC Optimal Power Flow

A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place of the Cauchy point computation. It is proven that the algorithm yields a sequence that globally converges to a critical point. As a result of some changes to the standard trust region method, namely a proximal regularisation of the trust region subproblem, it is shown that the local convergence rate is linear with an arbitrarily small ratio. Thus, convergence is locally almost superlinear, under standard regularity assumptions. The proposed method is successfully applied to compute local solutions to alternating current optimal power flow problems in transmission and distribution networks. Moreover, the new mechanism for computing a Cauchy point compares favourably against the standard projected search as for its activity detection properties

Do optimization methods in deep learning applications matter?

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and Stochastic Gradient Descent (SGD) as being practical and elegant solutions to achieve quick convergence, however, these optimization processes also present many limitations in learning across deep learning applications. Recent research is exploring higher-order optimization functions as better approaches, but these present very complex computational challenges for practical use. Comparing first and higher-order optimization functions, in this paper, our experiments reveal that Levemberg-Marquardt (LM) significantly supersedes optimal convergence but suffers from very large processing time increasing the training complexity of both, classification and reinforcement learning problems. Our experiments compare off-the-shelf optimization functions(CG, SGD, LM and L-BFGS) in standard CIFAR, MNIST, CartPole and FlappyBird experiments.The paper presents arguments on which optimization functions to use and further, which functions would benefit from parallelization efforts to improve pretraining time and learning rate convergence

Optimisation of computational fluid dynamics applications on multicore and manycore architectures

This thesis presents a number of optimisations used for mapping the underlying computational patterns of finite volume CFD applications onto the architectural features of modern multicore and manycore processors. Their effectiveness and impact is demonstrated in a block-structured and an unstructured code of representative size to industrial applications and across a variety of processor architectures that make up contemporary high-performance computing systems. The importance of vectorization and the ways through which this can be achieved is demonstrated in both structured and unstructured solvers together with the impact that the underlying data layout can have on performance. The utility of auto-tuning for ensuring performance portability across multiple architectures is demonstrated and used for selecting optimal parameters such as prefetch distances for software prefetching or tile sizes for strip mining/loop tiling. On the manycore architectures, running more than one thread per physical core is found to be crucial for good performance on processors with in-order core designs but not required on out-of-order architectures. For architectures with high-bandwidth memory packages, their exploitation, whether explicitly or implicitly, is shown to be imperative for best performance. The implementation of all of these optimisations led to application speed-ups ranging between 2.7X and 3X on the multicore CPUs and 5.7X to 24X on the manycore processors.Open Acces

Characterization of robotics parallel algorithms and mapping onto a reconfigurable SIMD machine

The kinematics, dynamics, Jacobian, and their corresponding inverse computations are six essential problems in the control of robot manipulators. Efficient parallel algorithms for these computations are discussed and analyzed. Their characteristics are identified and a scheme on the mapping of these algorithms to a reconfigurable parallel architecture is presented. Based on the characteristics including type of parallelism, degree of parallelism, uniformity of the operations, fundamental operations, data dependencies, and communication requirement, it is shown that most of the algorithms for robotic computations possess highly regular properties and some common structures, especially the linear recursive structure. Moreover, they are well-suited to be implemented on a single-instruction-stream multiple-data-stream (SIMD) computer with reconfigurable interconnection network. The model of a reconfigurable dual network SIMD machine with internal direct feedback is introduced. A systematic procedure internal direct feedback is introduced. A systematic procedure to map these computations to the proposed machine is presented. A new scheduling problem for SIMD machines is investigated and a heuristic algorithm, called neighborhood scheduling, that reorders the processing sequence of subtasks to reduce the communication time is described. Mapping results of a benchmark algorithm are illustrated and discussed

Transitions in large eddy simulation of box turbulence

One promising decomposition of turbulent dynamics is that into building blocks such as equilibrium and periodic solutions and orbits connecting these. While the numerical approximation of such building blocks is feasible for flows in small domains and at low Reynolds numbers, computations in developed turbulence are currently out of reach because of the large number of degrees of freedom necessary to represent Navier-Stokes flow on all relevant spatial scales. We mitigate this problem by applying large eddy simulation (LES), which aims to model, rather than resolve, motion on scales below the filter length, which is fixed by a model parameter. By considering a periodic spatial domain, we avoid complications that arise in LES modelling in the presence of boundary layers. We consider the motion of an LES fluid subject to a constant body force of the Taylor-Green type as the separation between the forcing length scale and the filter length is increased. In particular, we discuss the transition from laminar to weakly turbulent motion, regulated by simple invariant solution, on a grid of $32^3$ points

A Case Study in Coordination Programming: Performance Evaluation of S-Net vs Intel's Concurrent Collections

We present a programming methodology and runtime performance case study comparing the declarative data flow coordination language S-Net with Intel's Concurrent Collections (CnC). As a coordination language S-Net achieves a near-complete separation of concerns between sequential software components implemented in a separate algorithmic language and their parallel orchestration in an asynchronous data flow streaming network. We investigate the merits of S-Net and CnC with the help of a relevant and non-trivial linear algebra problem: tiled Cholesky decomposition. We describe two alternative S-Net implementations of tiled Cholesky factorization and compare them with two CnC implementations, one with explicit performance tuning and one without, that have previously been used to illustrate Intel CnC. Our experiments on a 48-core machine demonstrate that S-Net manages to outperform CnC on this problem.Comment: 9 pages, 8 figures, 1 table, accepted for PLC 2014 worksho

GraphLab: A New Framework for Parallel Machine Learning

Designing and implementing efficient, provably correct parallel machine learning (ML) algorithms is challenging. Existing high-level parallel abstractions like MapReduce are insufficiently expressive while low-level tools like MPI and Pthreads leave ML experts repeatedly solving the same design challenges. By targeting common patterns in ML, we developed GraphLab, which improves upon abstractions like MapReduce by compactly expressing asynchronous iterative algorithms with sparse computational dependencies while ensuring data consistency and achieving a high degree of parallel performance. We demonstrate the expressiveness of the GraphLab framework by designing and implementing parallel versions of belief propagation, Gibbs sampling, Co-EM, Lasso and Compressed Sensing. We show that using GraphLab we can achieve excellent parallel performance on large scale real-world problems