In prior works, stochastic dual coordinate ascent (SDCA) has been parallelized in a multi-core environment where the cores communicate through shared memory, or in a multi-processor distributed memory environment where the processors communicate through message passing. In this paper, we propose a hybrid SDCA framework for multi-core clusters, the most common high performance computing environment that consists of multiple nodes each having multiple cores and its own shared memory. We distribute data across nodes where each node solves a local problem in an asynchronous parallel fashion on its cores, and then the local updates are aggregated via an asynchronous across-node update scheme. The proposed double asynchronous method converges to a global solution for @math -Lipschitz continuous loss functions, and at a linear convergence rate if a smooth convex loss function is used. Extensive empirical comparison has shown that our algorithm scales better than the best known shared-memory methods and runs faster than previous distributed-memory methods. Big datasets, such as one of 280 GB from the LIBSVM repository, cannot be accommodated on a single node and hence cannot be solved by a parallel algorithm. For such a dataset, our hybrid algorithm takes 30 seconds to achieve a duality gap of @math on 16 nodes each using 8 cores, which is significantly faster than the best known distributed algorithms, such as CoCoA+, that take more than 300 seconds on 16 nodes.
To the best of our knowledge, this paper is the first to propose, implement and analyze a hybrid approach exploiting modern HPC architecture. Our approach is the amalgamation of three different ideas -- 1) CoCoA+ DisDCA distributed framework, 2) asynchronous multi-core shared-memory solver @cite_4 and 3) asynchronous distributed approach @cite_5 -- taking the best of each of them. In a sense ours is the first algorithm which asynchronously uses updates which themselves have been computed using asynchronous methods.
@cite_5 @cite_4
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In this paper, we report on the experimental results of running a large, tightly coupled, distributed multiscale computation over a hybrid High Performance Computing (HPC) infrastructures. We connected EC2 based cloud clusters located in USA to university clusters located in Switzerland. We ran a concurrent multiscale MPI based application on this infrastructure and measured the overhead induced by extending our HPC clusters with EC2 resources. Our results indicate that accommodating some parts of the multiscale computation on cloud resources can lead to low performance without a proper adjustment of CPUs power and workload. However, by enforcing a load-balancing strategy one can benefit from the extra Cloud resources. We connect an EC2-cloud cluster to a university cluster located in Switzerland.We run a distributed multiscale CFD computation over this extended infrastructure.We evaluate and compare the distributed execution to a local execution.We describe our experience of running parallel CFD application on hybrid platforms.Multiscale computation on cloud requires an adjustment of CPUs power and workload. In the field of HPC, the current hardware trend is to design multiprocessor architectures featuring heterogeneous technologies such as specialized coprocessors (e.g. Cell BE) or data-parallel accelerators (e.g. GPUs). Approaching the theoretical performance of these architectures is a complex issue. Indeed, substantial efforts have already been devoted to efficiently offload parts of the computations. However, designing an execution model that unifies all computing units and associated embedded memory remains a main challenge. We therefore designed StarPU, an original runtime system providing a high-level, unified execution model tightly coupled with an expressive data management library. The main goal of StarPU is to provide numerical kernel designers with a convenient way to generate parallel tasks over heterogeneous hardware on the one hand, and easily develop and tune powerful scheduling algorithms on the other hand. We have developed several strategies that can be selected seamlessly at run-time, and we have analyzed their efficiency on several algorithms running simultaneously over multiple cores and a GPU. In addition to substantial improvements regarding execution times, we have obtained consistent superlinear parallelism by actually exploiting the heterogeneous nature of the machine. We eventually show that our dynamic approach competes with the highly optimized MAGMA library and overcomes the limitations of the corresponding static scheduling in a portable way. Copyright © 2010 John Wiley & Sons, Ltd. Most HPC systems are clusters of shared memory nodes. Parallel programming must combine the distributed memory parallelization on the node interconnect with the shared memory parallelization inside each node. The hybrid MPI+OpenMP programming model is compared with pure MPI, compiler based parallelization, and other parallel programming models on hybrid architectures. The paper focuses on bandwidth and latency aspects, and also on whether programming paradigms can separate the optimization of communication and computation. Benchmark results are presented for hybrid and pure MPI communication. This paper analyzes the strengths and weaknesses of several parallel programming models on clusters of SMP nodes. We propose a novel asynchronous parallel algorithmic framework for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth regularizer, subject to both convex and nonconvex constraints. The proposed framework hinges on successive convex approximation techniques and a novel probabilistic model that captures key elements of modern computational architectures and asynchronous implementations in a more faithful way than current state of the art models. Key features of the proposed framework are: i) it accommodates inconsistent read, meaning that components of the vector variables may be written by some cores while being simultaneously read by others; ii) it covers in a unified way several different specific solution methods, and iii) it accommodates a variety of possible parallel computing architectures. Almost sure convergence to stationary solutions is proved. Numerical results, reported in the companion paper, on both convex and nonconvex problems show our method can consistently outperform existing parallel asynchronous algorithms.