Accelerating MCMC via Parallel Predictive Prefetching

نویسندگان

  • Elaine Angelino
  • Eddie Kohler
  • Amos Waterland
  • Margo I. Seltzer
  • Ryan P. Adams
چکیده

Parallel predictive prefetching is a new framework for accelerating a large class of widelyused Markov chain Monte Carlo (MCMC) algorithms. It speculatively evaluates many potential steps of an MCMC chain in parallel while exploiting fast, iterative approximations to the target density. This can accelerate sampling from target distributions in Bayesian inference problems. Our approach takes advantage of whatever parallel resources are available, but produces results exactly equivalent to standard serial execution. In the initial burn-in phase of chain evaluation, we achieve speedup close to linear in the number of available cores.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Accelerating Markov Chain Monte Carlo via Parallel Predictive Prefetching a Dissertation Presented

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. This dissertation demonstrates that MCMC inference can be accelerated in a model of parallel computation that uses speculation to predict and complete computational work ahead of when it is known to be useful. By exploiting fast, iterative approximations to the target density...

متن کامل

Accelerating Markov chain Monte Carlo via parallel predictive prefetching

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. This dissertation demonstrates that MCMC inference can be accelerated in a model of parallel computation that uses speculation to predict and complete computational work ahead of when it is known to be useful. By exploiting fast, iterative approximations to the target density...

متن کامل

Predictive Prefetching for Parallel Hybrid Storage Systems

In this paper, we present a predictive prefetching mechanism that is based on probability graph approach to perform prefetching between different levels in a parallel hybrid storage system. The fundamental concept of our approach is to invoke parallel hybrid storage system’s parallelism and prefetch data among multiple storage levels (e.g. solid state disks, and hard disk drives) in parallel wi...

متن کامل

A Cost-Bene t Scheme for High Performance Predictive Prefetching

High-performance computing systems will increasingly rely on prefetching data from disk to overcome long disk access times and maintain high utilization of parallel I/O systems. This paper evaluates a prefetching technique that chooses which blocks to prefetch based on their probability of access and decides whether to prefetch a particular block at a given time using a cost-beneet analysis. Th...

متن کامل

Accelerating sequential programs on Chip Multiprocessors via Dynamic Prefetching Thread

A Dynamic Prefetching Thread scheme is proposed in this paper to accelerate sequential programs on Chip Multiprocessors. This scheme belongs to the hardware-generated thread-based prefetching technique and can decouple the performance and correctness to some extent. This paper describes the necessary hardware infrastructure supporting Dynamic Prefetching Thread on traditional Chip Multiprocesso...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2014