Autonomic State Management for Optimistic Simulation Platforms

We present the design and implementation of an autonomic state manager (ASM) tailored for integration within optimistic parallel discrete event simulation (PDES) environments based on the C programming language and the executable and linkable format (ELF), and developed for execution on x8664 architectures. With ASM, the state of any logical process (LP), namely the individual (concurrent) simulation unit being part of the simulation model, is allowed to be scattered on dynamically allocated memory chunks managed via standard API (e.g., malloc/free). Also, the application programmer is not required to provide any serialization/deserialization module in order to take a checkpoint of the LP state, or to restore it in case a causality error occurs during the optimistic run, or to provide indications on which portions of the state are updated by event processing, so to allow incremental checkpointing. All these tasks are handled by ASM in a fully transparent manner via (A) runtime identification (with chunk-level granularity) of the memory map associated with the LP state, and (B) runtime tracking of the memory updates occurring within chunks belonging to the dynamic memory map. The co-existence of the incremental and non-incremental log/restore modes is achieved via dual versions of the same application code, transparently generated by ASM via compile/link time facilities. Also, the dynamic selection of the best suited log/restore mode is actuated by ASM on the basis of an innovative modeling/optimization approach which takes into account stability of each operating mode with respect to variations of the model/environmental execution parameters

Autonomic log/restore for advanced optimistic simulation systems

In this paper we address state recoverability in optimistic simulation systems by presenting an autonomic log/restore architecture. Our proposal is unique in that it jointly provides the following features: (i) log/restore operations are carried out in a completely transparent manner to the application programmer, (ii) the simulation-object state can be scattered across dynamically allocated non-contiguous memory chunks, (iii) two differentiated operating modes, incremental vs non-incremental, coexist via transparent, optimized run-time management of dual versions of the same application layer, with dynamic selection of the best suited operating mode in different phases of the optimistic simulation run, and (iv) determinationof the best suited mode for any time frame is carried out on the basis of an innovative modeling/optimization approach that takes into account stability of each operating mode vs variations of the model execution parameters. © 2010 IEEE

Statistical Arbitrage Mining for Display Advertising

We study and formulate arbitrage in display advertising. Real-Time Bidding (RTB) mimics stock spot exchanges and utilises computers to algorithmically buy display ads per impression via a real-time auction. Despite the new automation, the ad markets are still informationally inefficient due to the heavily fragmented marketplaces. Two display impressions with similar or identical effectiveness (e.g., measured by conversion or click-through rates for a targeted audience) may sell for quite different prices at different market segments or pricing schemes. In this paper, we propose a novel data mining paradigm called Statistical Arbitrage Mining (SAM) focusing on mining and exploiting price discrepancies between two pricing schemes. In essence, our SAMer is a meta-bidder that hedges advertisers' risk between CPA (cost per action)-based campaigns and CPM (cost per mille impressions)-based ad inventories; it statistically assesses the potential profit and cost for an incoming CPM bid request against a portfolio of CPA campaigns based on the estimated conversion rate, bid landscape and other statistics learned from historical data. In SAM, (i) functional optimisation is utilised to seek for optimal bidding to maximise the expected arbitrage net profit, and (ii) a portfolio-based risk management solution is leveraged to reallocate bid volume and budget across the set of campaigns to make a risk and return trade-off. We propose to jointly optimise both components in an EM fashion with high efficiency to help the meta-bidder successfully catch the transient statistical arbitrage opportunities in RTB. Both the offline experiments on a real-world large-scale dataset and online A/B tests on a commercial platform demonstrate the effectiveness of our proposed solution in exploiting arbitrage in various model settings and market environments.Comment: In the proceedings of the 21st ACM SIGKDD international conference on Knowledge discovery and data mining (KDD 2015

A dynamic pricing model for unifying programmatic guarantee and real-time bidding in display advertising

There are two major ways of selling impressions in display advertising. They are either sold in spot through auction mechanisms or in advance via guaranteed contracts. The former has achieved a significant automation via real-time bidding (RTB); however, the latter is still mainly done over the counter through direct sales. This paper proposes a mathematical model that allocates and prices the future impressions between real-time auctions and guaranteed contracts. Under conventional economic assumptions, our model shows that the two ways can be seamless combined programmatically and the publisher's revenue can be maximized via price discrimination and optimal allocation. We consider advertisers are risk-averse, and they would be willing to purchase guaranteed impressions if the total costs are less than their private values. We also consider that an advertiser's purchase behavior can be affected by both the guaranteed price and the time interval between the purchase time and the impression delivery date. Our solution suggests an optimal percentage of future impressions to sell in advance and provides an explicit formula to calculate at what prices to sell. We find that the optimal guaranteed prices are dynamic and are non-decreasing over time. We evaluate our method with RTB datasets and find that the model adopts different strategies in allocation and pricing according to the level of competition. From the experiments we find that, in a less competitive market, lower prices of the guaranteed contracts will encourage the purchase in advance and the revenue gain is mainly contributed by the increased competition in future RTB. In a highly competitive market, advertisers are more willing to purchase the guaranteed contracts and thus higher prices are expected. The revenue gain is largely contributed by the guaranteed selling.Comment: Chen, Bowei and Yuan, Shuai and Wang, Jun (2014) A dynamic pricing model for unifying programmatic guarantee and real-time bidding in display advertising. In: The Eighth International Workshop on Data Mining for Online Advertising, 24 - 27 August 2014, New York Cit

Multi-Touch Attribution Based Budget Allocation in Online Advertising

Budget allocation in online advertising deals with distributing the campaign (insertion order) level budgets to different sub-campaigns which employ different targeting criteria and may perform differently in terms of return-on-investment (ROI). In this paper, we present the efforts at Turn on how to best allocate campaign budget so that the advertiser or campaign-level ROI is maximized. To do this, it is crucial to be able to correctly determine the performance of sub-campaigns. This determination is highly related to the action-attribution problem, i.e. to be able to find out the set of ads, and hence the sub-campaigns that provided them to a user, that an action should be attributed to. For this purpose, we employ both last-touch (last ad gets all credit) and multi-touch (many ads share the credit) attribution methodologies. We present the algorithms deployed at Turn for the attribution problem, as well as their parallel implementation on the large advertiser performance datasets. We conclude the paper with our empirical comparison of last-touch and multi-touch attribution-based budget allocation in a real online advertising setting.Comment: This paper has been published in ADKDD 2014, August 24, New York City, New York, U.S.

PlinyCompute: A Platform for High-Performance, Distributed, Data-Intensive Tool Development

This paper describes PlinyCompute, a system for development of high-performance, data-intensive, distributed computing tools and libraries. In the large, PlinyCompute presents the programmer with a very high-level, declarative interface, relying on automatic, relational-database style optimization to figure out how to stage distributed computations. However, in the small, PlinyCompute presents the capable systems programmer with a persistent object data model and API (the "PC object model") and associated memory management system that has been designed from the ground-up for high performance, distributed, data-intensive computing. This contrasts with most other Big Data systems, which are constructed on top of the Java Virtual Machine (JVM), and hence must at least partially cede performance-critical concerns such as memory management (including layout and de/allocation) and virtual method/function dispatch to the JVM. This hybrid approach---declarative in the large, trusting the programmer's ability to utilize PC object model efficiently in the small---results in a system that is ideal for the development of reusable, data-intensive tools and libraries. Through extensive benchmarking, we show that implementing complex objects manipulation and non-trivial, library-style computations on top of PlinyCompute can result in a speedup of 2x to more than 50x or more compared to equivalent implementations on Spark.Comment: 48 pages, including references and Appendi

Cloud computing resource scheduling and a survey of its evolutionary approaches

A disruptive technology fundamentally transforming the way that computing services are delivered, cloud computing offers information and communication technology users a new dimension of convenience of resources, as services via the Internet. Because cloud provides a finite pool of virtualized on-demand resources, optimally scheduling them has become an essential and rewarding topic, where a trend of using Evolutionary Computation (EC) algorithms is emerging rapidly. Through analyzing the cloud computing architecture, this survey first presents taxonomy at two levels of scheduling cloud resources. It then paints a landscape of the scheduling problem and solutions. According to the taxonomy, a comprehensive survey of state-of-the-art approaches is presented systematically. Looking forward, challenges and potential future research directions are investigated and invited, including real-time scheduling, adaptive dynamic scheduling, large-scale scheduling, multiobjective scheduling, and distributed and parallel scheduling. At the dawn of Industry 4.0, cloud computing scheduling for cyber-physical integration with the presence of big data is also discussed. Research in this area is only in its infancy, but with the rapid fusion of information and data technology, more exciting and agenda-setting topics are likely to emerge on the horizon