arXiv subjects

Firas Hamze

Publications and source records attributed to Firas Hamze.

24 records · Page 2Linked to original sources

arXiv2011

Bayesian Optimization for Adaptive MCMC

This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to non-differentiable objective functions and trades off exploration and exploitation to reduce the number of potentially costly objective function evaluations. We demonstrate the strategy in the complex setting of sampling from constrained, discrete and densely connected probabilistic graphical models where, for each variation of the problem, one needs to adjust the parameters of the proposal mechanism automatically to ensure efficient mixing of the Markov chains.

stat.CO↗

arXiv2011

A Performance Comparison of CUDA and OpenCL

CUDA and OpenCL are two different frameworks for GPU programming. OpenCL is an open standard that can be used to program CPUs, GPUs, and other devices from different vendors, while CUDA is specific to NVIDIA GPUs. Although OpenCL promises a portable language for GPU programming, its generality may entail a performance penalty. In this paper, we use complex, near-identical kernels from a Quantum Monte Carlo application to compare the performance of CUDA and OpenCL. We show that when using NVIDIA compiler tools, converting a CUDA kernel to an OpenCL kernel involves minimal modifications. Making such a kernel compile with ATI's build tools involves more modifications. Our performance tests measure and compare data transfer times to and from the GPU, kernel execution times, and end-to-end application execution times for both CUDA and OpenCL.

cs.PF↗

arXiv2011

Investigating the Performance of an Adiabatic Quantum Optimization Processor

Adiabatic quantum optimization offers a new method for solving hard optimization problems. In this paper we calculate median adiabatic times (in seconds) determined by the minimum gap during the adiabatic quantum optimization for an NP-hard Ising spin glass instance class with up to 128 binary variables. Using parameters obtained from a realistic superconducting adiabatic quantum processor, we extract the minimum gap and matrix elements using high performance Quantum Monte Carlo simulations on a large-scale Internet-based computing platform. We compare the median adiabatic times with the median running times of two classical solvers and find that, for the considered problem sizes, the adiabatic times for the simulated processor architecture are about 4 and 6 orders of magnitude shorter than the two classical solvers' times. This shows that if the adiabatic time scale were to determine the computation time, adiabatic quantum optimization would be significantly superior to those classical solvers for median spin glass problems of at least up to 128 qubits. We also discuss important additional constraints that affect the performance of a realistic system.

quant-ph↗

arXiv2010

Robust Parameter Selection for Parallel Tempering

This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to poor equilibration of the simulation, especially for Ising spin systems that undergo $1^st$-order phase transitions. However, starting from an initial set of parameter values, the careful, iterative respacing of these values based on results with the previous set of values greatly improves equilibration. Example spin systems presented here appear in the context of Quantum Monte Carlo.

cond-mat.other↗

arXiv2010

Importance of Explicit Vectorization for CPU and GPU Software Performance

Much of the current focus in high-performance computing is on multi-threading, multi-computing, and graphics processing unit (GPU) computing. However, vectorization and non-parallel optimization techniques, which can often be employed additionally, are less frequently discussed. In this paper, we present an analysis of several optimizations done on both central processing unit (CPU) and GPU implementations of a particular computationally intensive Metropolis Monte Carlo algorithm. Explicit vectorization on the CPU and the equivalent, explicit memory coalescing, on the GPU are found to be critical to achieving good performance of this algorithm in both environments. The fully-optimized CPU version achieves a 9x to 12x speedup over the original CPU version, in addition to speedup from multi-threading. This is 2x faster than the fully-optimized GPU version.

cs.DC↗

arXiv2010

High-Performance Physics Simulations Using Multi-Core CPUs and GPGPUs in a Volunteer Computing Context

This paper presents two conceptually simple methods for parallelizing a Parallel Tempering Monte Carlo simulation in a distributed volunteer computing context, where computers belonging to the general public are used. The first method uses conventional multi-threading. The second method uses CUDA, a graphics card computing system. Parallel Tempering is described, and challenges such as parallel random number generation and mapping of Monte Carlo chains to different threads are explained. While conventional multi-threading on CPUs is well-established, GPGPU programming techniques and technologies are still developing and present several challenges, such as the effective use of a relatively large number of threads. Having multiple chains in Parallel Tempering allows parallelization in a manner that is similar to the serial algorithm. Volunteer computing introduces important constraints to high performance computing, and we show that both versions of the application are able to adapt themselves to the varying and unpredictable computing resources of volunteers' computers, while leaving the machines responsive enough to use. We present experiments to show the scalable performance of these two approaches, and indicate that the efficiency of the methods increases with bigger problem sizes.

cs.DC↗