The tremendous increase in the size and heterogeneity of supercomputers makes it very difficult to predict the performance of a scheduling algorithm. Therefore, dynamic solutions, where scheduling decisions are made at runtime have overpassed static allocation strategies. The simplicity and efficiency of dynamic schedulers such as Hadoop are a key of the success of the MapReduce framework. Dynamic schedulers such as StarPU, PaRSEC or StarSs are also developed for more constrained computations, e.g. task graphs coming from linear algebra. To make their decisions, these runtime systems make use of some static information, such as the distance of tasks to the critical path or the affinity between tasks and computing resources (CPU, GPU, …) and of dynamic information, such as where input data are actually located. In this paper, we concentrate on two elementary linear algebra kernels, namely the outer product and the matrix multiplication. For each problem, we propose several dynamic strategies that can be used at runtime and we provide an analytic study of their theoretical performance. We prove that the theoretical analysis provides very good estimate of the amount of communications induced by a dynamic strategy and can be used in order to efficiently determine thresholds used in dynamic scheduler, thus enabling to choose among them for a given problem and architecture.
Recently, mean field techniques @cite_12 @cite_4 have been proposed for analyzing such dynamic processes. They give a formal framework to derive a system of ordinary differential equations that is the limit of a Markovian system when the number of objects goes to infinity. Such techniques have been used for the first time in @cite_13 where the author derives differential equations for a system of homogeneous processors who steal a single job when idle.
@cite_13 @cite_4 @cite_12
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This work introduces a Gaussian variational mean-field approximation for inference in dynamical systems which can be modeled by ordinary stochastic differential equations. This new approach allows one to express the variational free energy as a functional of the marginal moments of the approximating Gaussian process. A restriction of the moment equations to piecewise polynomial functions, over time, dramatically reduces the complexity of approximate inference for stochastic differential equation models and makes it comparable to that of discrete time hidden Markov models. The algorithm is demonstrated on state and parameter estimation for nonlinear problems with up to 1000 dimensional state vectors and compares the results empirically with various well-known inference methodologies. Many applications in science and engineering lead to models which require solving large-scale fixed point problems, or equivalently, systems of nonlinear equations. Several successful techniques for handling such problems are based on quasi-Newton methods that implicitly update the approximate Jacobian or inverse Jacobian to satisfy a certain secant condition. We present two classes of multisecant methods which allows to take into account a variable number of secant equations at each iteration. The first is the Broyden-like class, of which Broyden’s family is a subclass, and Anderson mixing is a particular member. The second class is that of the nonlinear Eirola-Nevanlinna-type methods. This work was motivated by a problem in electronic structure calculations, whereby a fixed point iteration, known as the self-consistent field (SCF) iteration, is accelerated by various strategies termed ‘mixing’. The problem of obtaining the maximum a posteriori estimate of a general discrete Markov random field (i.e., a Markov random field defined using a discrete set of labels) is known to be NP-hard. However, due to its central importance in many applications, several approximation algorithms have been proposed in the literature. In this paper, we present an analysis of three such algorithms based on convex relaxations: (i) LP-S: the linear programming (LP) relaxation proposed by Schlesinger (1976) for a special case and independently in (2001), (1998), and (2005) for the general case; (ii) QP-RL: the quadratic programming (QP) relaxation of Ravikumar and Lafferty (2006); and (iii) SOCP-MS: the second order cone programming (SOCP) relaxation first proposed by Muramatsu and Suzuki (2003) for two label problems and later extended by (2006) for a general label set. We show that the SOCP-MS and the QP-RL relaxations are equivalent. Furthermore, we prove that despite the flexibility in the form of the constraints objective function offered by QP and SOCP, the LP-S relaxation strictly dominates (i.e., provides a better approximation than) QP-RL and SOCP-MS. We generalize these results by defining a large class of SOCP (and equivalent QP) relaxations which is dominated by the LP-S relaxation. Based on these results we propose some novel SOCP relaxations which define constraints using random variables that form cycles or cliques in the graphical model representation of the random field. Using some examples we show that the new SOCP relaxations strictly dominate the previous approaches. In this work we derive fundamental limits for many linear and non-linear sparse signal processing models including group testing, quantized compressive sensing, multivariate regression and observations with missing features. In general, sparse signal processing problems can be characterized in terms of the following Markovian property. We are given a set of N variables X1, X2, ..., XN, and there is an unknown subset of variables S ⊂ 1, 2, ..., N that are relevant for predicting outcomes outputs Y. In other words, when Y is conditioned on Xn nϵS it is conditionally independent of the other variables, Xn n∉S. Our goal is to identify the set S from samples of the variables X and the associated outcomes Y. We characterize this problem as a version of the noisy channel coding problem. Using asymptotic information theoretic analyses, we establish mutual information formulas that provide sufficient and necessary conditions on the number of samples required to successfully recover the salient variables. These mutual information expressions unify conditions for both linear and non-linear observations. We then compute sample complexity bounds for the aforementioned models, based on the mutual information expressions.