High performance computing (HPC) facilities consist of a large number of interconnected computing units (or nodes) that execute highly complex scientific simulations to support scientific research. Monitoring such facilities, in real-time, is essential to ensure that the system operates at peak efficiency. Such systems are typically monitored using a variety of measurement and log data which capture the state of the various components within the system at regular intervals of time. As modern HPC systems grow in capacity and complexity, the data produced by current resource monitoring tools is at a scale that it is no longer feasible to be visually monitored by analysts. We propose a method that transforms the multi-dimensional output of resource monitoring tools to a low dimensional representation that facilitates the understanding of the behavior of a High Performance Computing (HPC) system. The proposed method automatically extracts the low-dimensional signal in the data which can be used to track the system efficiency and identify performance anomalies. The method models the resource usage data as a three dimensional tensor (capturing resource usage of all compute nodes for difference resources over time). A dynamic matrix factorization algorithm, called dynamicMF, is proposed to extract a low-dimensional temporal signal for each node, which is subsequently fed into an anomaly detector. Results on resource usage data collected from the Lonestar 4 system at the Texas Advanced Computing Center show that the identified anomalies are correlated with actual anomalous events reported in the system log messages.
Models for recommender systems use latent factors to explain the preferences and behaviors of users with respect to a set of items (e.g., movies, books, academic papers). Typically, the latent factors are assumed to be static and, given these factors, the observed pref- erences and behaviors of users are assumed to be generated without order. These assumptions limit the explorative and predictive capabilities of such models, since users' interests and item popularity may evolve over time. To address this, we propose dPF, a dynamic matrix factorization model based on the recent Poisson factorization model for recommendations. dPF models the time evolving latent factors with a Kalman filter and the actions with Poisson distributions. We derive a scalable variational inference algorithm to infer the latent factors. Finally, we demonstrate dPF on 10 years of user click data from arXiv.org, one of the largest repository of scientific papers and a formidable source of information about the behavior of scientists. Empirically we show performance improvement over both static and, more recently proposed, dynamic recommendation models. We also provide a thorough exploration of the inferred posteriors over the latent variables.