Value iteration can find the optimal replenishment policy for a perishable inventory problem, but is computationally demanding due to the large state spaces that are required to represent the age profile of stock. The parallel processing capabilities of modern GPUs can reduce the wall time required to run value iteration by updating many states simultaneously. The adoption of GPU-accelerated approaches has been limited in operational research relative to other fields like machine learning, in which new software frameworks have made GPU programming widely accessible. We used the Python library JAX to implement value iteration and simulators of the underlying Markov decision processes in a high-level API, and relied on this library's function transformations and compiler to efficiently utilize GPU hardware. Our method can extend use of value iteration to settings that were previously considered infeasible or impractical. We demonstrate this on example scenarios from three recent studies which include problems with over 16 million states and additional problem features, such as substitution between products, that increase computational complexity. We compare the performance of the optimal replenishment policies to heuristic policies, fitted using simulation optimization in JAX which allowed the parallel evaluation of multiple candidate policy parameters on thousands of simulated years. The heuristic policies gave a maximum optimality gap of 2.49%. Our general approach may be applicable to a wide range of problems in operational research that would benefit from large-scale parallel computation on consumer-grade GPU hardware.
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Traditional blockchain design gives miners or validators full control over transaction ordering, i.e.,~they can freely choose which transactions to include or exclude, as well as in which order. While not an issue initially, the emergence of decentralized finance has introduced new transaction order dependencies allowing parties in control of the ordering to make a profit by front-running others' transactions. In this work, we present the Decentralized Clock Network, a new approach for achieving fair transaction ordering. Users submit their transactions to the network's clocks, which run an agreement protocol that provides each transaction with a timestamp of receipt which is then used to define the transactions' order. By separating agreement from ordering, our protocol is efficient and has a simpler design compared to other available solutions. Moreover, our protocol brings to the blockchain world the paradigm of asynchronous fallback, where the algorithm operates with stronger fairness guarantees during periods of synchronous use, switching to an asynchronous mode only during times of increased network delay.
Ranging from NVIDIA GPUs to AMD GPUs and Intel GPUs: Given the heterogeneity of available accelerator cards within current supercomputers, portability is a key aspect for modern HPC applications. In Octo-Tiger, we rely on Kokkos and its various execution spaces for portable compute kernels. In turn, we use HPX to coordinate kernel launches, CPU tasks, and communication. This combination allows us to have a fine interleaving between portable CPU/GPU computations and communication, enabling scalability on various supercomputers. However, for HPX and Kokkos to work together optimally, we need to be able to treat Kokkos kernels as HPX tasks. Otherwise, instead of integrating asynchronous Kokkos kernel launches into HPX's task graph, we would have to actively wait for them with fence commands, which wastes CPU time better spent otherwise. Using an integration layer called HPX-Kokkos, treating Kokkos kernels as tasks already works for some Kokkos execution spaces (like the CUDA one), but not for others (like the SYCL one). In this work, we started making Octo-Tiger and HPX itself compatible with SYCL. To do so, we introduce numerous software changes, most notably an HPX-SYCL integration. This integration allows us to treat SYCL events as HPX tasks, which in turn allows us to better integrate Kokkos by extending the support of HPX-Kokkos to also fully support Kokkos' SYCL execution space. We show two ways to implement this HPX-SYCL integration and test them using Octo-Tiger and its Kokkos kernels, on both an NVIDIA A100 and an AMD MI100. We find modest, yet noticeable, speedups by enabling this integration, even when just running simple single-node scenarios with Octo-Tiger where communication and CPU utilization are not yet an issue.
Proof Blocks is a software tool that allows students to practice writing mathematical proofs by dragging and dropping lines instead of writing proofs from scratch. Proof Blocks offers the capability of assigning partial credit and providing solution quality feedback to students. This is done by computing the edit distance from a student's submission to some predefined set of solutions. In this work, we propose an algorithm for the edit distance problem that significantly outperforms the baseline procedure of exhaustively enumerating over the entire search space. Our algorithm relies on a reduction to the minimum vertex cover problem. We benchmark our algorithm on thousands of student submissions from multiple courses, showing that the baseline algorithm is intractable, and that our proposed algorithm is critical to enable classroom deployment. Our new algorithm has also been used for problems in many other domains where the solution space can be modeled as a DAG, including but not limited to Parsons Problems for writing code, helping students understand packet ordering in networking protocols, and helping students sketch solution steps for physics problems. Integrated into multiple learning management systems, the algorithm serves thousands of students each year.
Tensor network (TN) is a powerful framework in machine learning, but selecting a good TN model, known as TN structure search (TN-SS), is a challenging and computationally intensive task. The recent approach TNLS~\cite{li2022permutation} showed promising results for this task, however, its computational efficiency is still unaffordable, requiring too many evaluations of the objective function. We propose TnALE, a new algorithm that updates each structure-related variable alternately by local enumeration, \emph{greatly} reducing the number of evaluations compared to TNLS. We theoretically investigate the descent steps for TNLS and TnALE, proving that both algorithms can achieve linear convergence up to a constant if a sufficient reduction of the objective is \emph{reached} in each neighborhood. We also compare the evaluation efficiency of TNLS and TnALE, revealing that $\Omega(2^N)$ evaluations are typically required in TNLS for \emph{reaching} the objective reduction in the neighborhood, while ideally $O(N^2R)$ evaluations are sufficient in TnALE, where $N$ denotes the tensor order and $R$ reflects the \emph{``low-rankness''} of the neighborhood. Experimental results verify that TnALE can find practically good TN-ranks and permutations with vastly fewer evaluations than the state-of-the-art algorithms.
This article presents an innovative approach for developing an efficient reduced-order model to study the dispersion of urban air pollutants. The need for real-time air quality monitoring has become increasingly important, given the rise in pollutant emissions due to urbanization and its adverse effects on human health. The proposed methodology involves solving the linear advection-diffusion problem, where the solution of the Reynolds-averaged Navier-Stokes equations gives the convective field. At the same time, the source term consists of an empirical time series. However, the computational requirements of this approach, including microscale spatial resolution, repeated evaluation, and low time scale, necessitate the use of high-performance computing facilities, which can be a bottleneck for real-time monitoring. To address this challenge, a problem-specific methodology was developed that leverages a data-driven approach based on Proper Orthogonal Decomposition with regression (POD-R) coupled with Galerkin projection (POD-G) endorsed with the discrete empirical interpolation method (DEIM). The proposed method employs a feedforward neural network to non-intrusively retrieve the reduced-order convective operator required for online evaluation. The numerical framework was validated on synthetic emissions and real wind measurements. The results demonstrate that the proposed approach significantly reduces the computational burden of the traditional approach and is suitable for real-time air quality monitoring. Overall, the study advances the field of reduced order modeling and highlights the potential of data-driven approaches in environmental modeling and large-scale simulations.
Allocation and planning with a collection of tasks and a group of agents is an important problem in multiagent systems. One commonly faced bottleneck is scalability, as in general the multiagent model increases exponentially in size with the number of agents. We consider the combination of random task assignment and multiagent planning under multiple-objective constraints, and show that this problem can be decentralised to individual agent-task models. We present an algorithm of point-oriented Pareto computation, which checks whether a point corresponding to given cost and probability thresholds for our formal problem is feasible or not. If the given point is infeasible, our algorithm finds a Pareto-optimal point which is closest to the given point. We provide the first multi-objective model checking framework that simultaneously uses GPU and multi-core acceleration. Our framework manages CPU and GPU devices as a load balancing problem for parallel computation. Our experiments demonstrate that parallelisation achieves significant run time speed-up over sequential computation.
We propose a new auto-regressive model for the statistical analysis of multivariate distributional time series. The data of interest consist of a collection of multiple series of probability measures supported over a bounded interval of the real line, and that are indexed by distinct time instants. The probability measures are modelled as random objects in the Wasserstein space. We establish the auto-regressive model in the tangent space at the Lebesgue measure by first centering all the raw measures so that their Fr\'echet means turn to be the Lebesgue measure. Using the theory of iterated random function systems, results on the existence, uniqueness and stationarity of the solution of such a model are provided. We also propose a consistent estimator for the model coefficient. In addition to the analysis of simulated data, the proposed model is illustrated with two real data sets made of observations from age distribution in different countries and bike sharing network in Paris. Finally, due to the positive and boundedness constraints that we impose on the model coefficients, the proposed estimator that is learned under these constraints, naturally has a sparse structure. The sparsity allows furthermore the application of the proposed model in learning a graph of temporal dependency from the multivariate distributional time series.
We describe ACE0, a lightweight platform for evaluating the suitability and viability of AI methods for behaviour discovery in multiagent simulations. Specifically, ACE0 was designed to explore AI methods for multi-agent simulations used in operations research studies related to new technologies such as autonomous aircraft. Simulation environments used in production are often high-fidelity, complex, require significant domain knowledge and as a result have high R&D costs. Minimal and lightweight simulation environments can help researchers and engineers evaluate the viability of new AI technologies for behaviour discovery in a more agile and potentially cost effective manner. In this paper we describe the motivation for the development of ACE0.We provide a technical overview of the system architecture, describe a case study of behaviour discovery in the aerospace domain, and provide a qualitative evaluation of the system. The evaluation includes a brief description of collaborative research projects with academic partners, exploring different AI behaviour discovery methods.
Graph convolution networks (GCN) are increasingly popular in many applications, yet remain notoriously hard to train over large graph datasets. They need to compute node representations recursively from their neighbors. Current GCN training algorithms suffer from either high computational costs that grow exponentially with the number of layers, or high memory usage for loading the entire graph and node embeddings. In this paper, we propose a novel efficient layer-wise training framework for GCN (L-GCN), that disentangles feature aggregation and feature transformation during training, hence greatly reducing time and memory complexities. We present theoretical analysis for L-GCN under the graph isomorphism framework, that L-GCN leads to as powerful GCNs as the more costly conventional training algorithm does, under mild conditions. We further propose L^2-GCN, which learns a controller for each layer that can automatically adjust the training epochs per layer in L-GCN. Experiments show that L-GCN is faster than state-of-the-arts by at least an order of magnitude, with a consistent of memory usage not dependent on dataset size, while maintaining comparable prediction performance. With the learned controller, L^2-GCN can further cut the training time in half. Our codes are available at //github.com/Shen-Lab/L2-GCN.
Deep convolutional neural networks (CNNs) have recently achieved great success in many visual recognition tasks. However, existing deep neural network models are computationally expensive and memory intensive, hindering their deployment in devices with low memory resources or in applications with strict latency requirements. Therefore, a natural thought is to perform model compression and acceleration in deep networks without significantly decreasing the model performance. During the past few years, tremendous progress has been made in this area. In this paper, we survey the recent advanced techniques for compacting and accelerating CNNs model developed. These techniques are roughly categorized into four schemes: parameter pruning and sharing, low-rank factorization, transferred/compact convolutional filters, and knowledge distillation. Methods of parameter pruning and sharing will be described at the beginning, after that the other techniques will be introduced. For each scheme, we provide insightful analysis regarding the performance, related applications, advantages, and drawbacks etc. Then we will go through a few very recent additional successful methods, for example, dynamic capacity networks and stochastic depths networks. After that, we survey the evaluation matrix, the main datasets used for evaluating the model performance and recent benchmarking efforts. Finally, we conclude this paper, discuss remaining challenges and possible directions on this topic.
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