Working with OpenCL to Speed Up a Genetic Programming Financial Forecasting Algorithm: Initial Results

The genetic programming tool EDDIE has been shown to be a successful financial forecasting tool, however it has suffered from an increase in execution time as new features have been added. Speed is an important aspect in financial problems, especially in the field of algorithmic trading, where a delay in taking a decision could cost millions. To offset this performance loss, EDDIE has been modified to take advantage of multi-core CPUs and dedicated GPUs. This has been achieved by modifying the candidate solution evaluation to use an OpenCL kernel, allowing the parallel evaluation of solutions. Our computational results have shown improvements in the running time of EDDIE when the evaluation was delegated to the OpenCL kernel running on a multi-core CPU, with speed ups up to 21 times faster than the original EDDIE algorithm. While most previous works in the literature reported significantly improvements in performance when running an OpenCL kernel on a GPU device, we did not observe this in our results. Further investigation revealed that memory copying overheads and branching code in the kernel are potentially causes of the (under-)performance of the OpenCL kernel when running on the GPU device

Molecular dynamics recipes for genome research

Molecular dynamics (MD) simulation allows one to predict the time evolution of a system of interacting particles. It is widely used in physics, chemistry and biology to address specific questions about the structural properties and dynamical mechanisms of model systems. MD earned a great success in genome research, as it proved to be beneficial in sorting pathogenic from neutral genomic mutations. Considering their computational requirements, simulations are commonly performed on HPC computing devices, which are generally expensive and hard to administer. However, variables like the software tool used for modeling and simulation or the size of the molecule under investigation might make one hardware type or configuration more advantageous than another or even make the commodity hardware definitely suitable for MD studies. This work aims to shed lights on this aspect

Optimization of the AGATA pulse shape analysis algorithm using graphics processing units

Questo progetto di tesi affronta il problema della velocità di esecuzione dell'algoritmo GridSearch nell'ambito dell'analisi di forma di impulso per i segnali acquisiti dallo spettrometro gamma AGATA. Il problema viene risolto fornendo un'implementazione dell'algoritmo stesso, in linguaggio OpenCL, in modo da sfruttare la potenza di calcolo messa a disposizione dalle GPU delle moderne schede graficheope

Benchmarking optimization algorithms for auto-tuning GPU kernels

Recent years have witnessed phenomenal growth in the application, and capabilities of Graphical Processing Units (GPUs) due to their high parallel computation power at relatively low cost. However, writing a computationally efficient GPU program (kernel) is challenging, and generally only certain specific kernel configurations lead to significant increases in performance. Auto-tuning is the process of automatically optimizing software for highly-efficient execution on a target hardware platform. Auto-tuning is particularly useful for GPU programming, as a single kernel requires re-tuning after code changes, for different input data, and for different architectures. However, the discrete, and non-convex nature of the search space creates a challenging optimization problem. In this work, we investigate which algorithm produces the fastest kernels if the time-budget for the tuning task is varied. We conduct a survey by performing experiments on 26 different kernel spaces, from 9 different GPUs, for 16 different evolutionary black-box optimization algorithms. We then analyze these results and introduce a novel metric based on the PageRank centrality concept as a tool for gaining insight into the difficulty of the optimization problem. We demonstrate that our metric correlates strongly with observed tuning performance.Comment: in IEEE Transactions on Evolutionary Computation, 202