Abstract
The solution of sparse linear systems, a fundamental and resource-intensive task in scientific computing, can be approached through multiple algorithms. Using an algorithm well adapted to characteristics of the task can significantly enhance the performance, such as reducing the time required for the operation, without compromising the quality of the result. However, the “best” solution method can vary even across linear systems generated in course of the same PDE-based simulation, thereby making solver selection a very challenging problem. In this paper, we use a machine learning technique, Alternating Decision Trees (ADT), to select efficient solvers based on the properties of sparse linear systems and runtime-dependent features, such as the stages of simulation. We demonstrate the effectiveness of this method through empirical results over linear systems drawn from computational fluid dynamics and magnetohydrodynamics applications. The results also demonstrate that using ADT can resolve the problem of “over-fitting”, which occurs when limited amount of data is available.
This work was sponsored in part by the U.S. National Science Foundation under award 04-06403 to the University of Tennessee, with subcontracts to Columbia University, the University of California at San Diego, and the College of Information Science and Technology at the University of Nebraska, Omaha.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
Notes
- 1.
This work was sponsored in part by the U.S. National Science Foundation under award 04-06403 to the University of Tennessee, with subcontracts to Columbia University, the University of California at San Diego, and the College of Information Science and Technology at the University of Nebraska, Omaha.
- 2.
We say that a set of examples is drawn Independently and Identically Distributed (IID) according to \(\mathcal{D}\) if they can be seen as independent draws from the fixed distribution \(\mathcal{D}\). In other words, if they are independent random variables all having distribution \(\mathcal{D}\).
References
Axelsson O (1987) A survey of preconditioned iterative methods for linear systems of equations. BIT
Balay S, Buschelman K, Gropp W, Kaushik D, Knepley M, McInnes L, Smith BF, Zhang H (2004) PETSc users manual. Technical Report ANL-95/11 - Revision 2.2.1, Argonne National Laboratory, http://www.mcs.anl.gov/petsc
Barrett R, Berry M, Dongarra J, Eijkhout V, Romine C (1996) Algorithmic bombardment for the iterative solution of linear systems: a polyiterative approach. J Comput Appl Math 74:91–110
Bennett BAV, Smooke MD (1999) Local rectangular refinement with application to nonreacting and reacting fluid flow problems. J Comput Phys 151:648–727
Bhowmick S, McInnes LC, Norris B, Raghavan P (2003) The role of multi-method linear solvers in pde-based simulations. In: Sloot PMA, Tan CJK, Dongarra JJ, Hoekstra AG (eds) Lecture Notes in computer science, computational science and its applications-ICCSA 2003, vol 2667. Springer, pp 828–839
Bhowmick S, Raghavan P, McInnes L, Norris B (2004) Faster PDE-based simulations using robust composite linear solvers. Future Generation Comput Syst 20:373–386
Bhowmick S, Raghavan P, Teranishi K (2002) A combinatorial scheme for developing efficient composite solvers. In: Sloot PMA, Tan CJK, Dongarra JJ, Hoekstra AG (eds) Lecture notes in computer science, computational science-ICCS 2002, vol 2330. Springer, pp 325–334
Bhowmick S, Toth B, Raghavan P (2009) Towards low-cost, high-accuracy classifiers for linear solver selection. In: ICCS (1), pp 463–472
Breiman L (1998) Arcing classifiers. Ann Stat 26(3):801–849
Davis T (1997) University of Florida Sparse Matrix Collection. NA Digest, 97(23). http://www.cise.ufl.edu/research/sparse/matrices
Demmel J, Dongarra J, Eijkhout V, Fuentes E, Petitet A, Vuduc R, Whaley RC, Yelick K (2004) Self adapting linear algebra algorithms and software. IEEE Proceedings
Dongarra J, Eijkhout V (2003) Self adapting numerical algorithm for next generation applications. Int J High Perform Comput Appl 17(2):125–132
Dongarra J, Eijkhout V (2003) Self-adapting numerical software and automatic tuning of heuristics. In: Proceedings of the International Conference on Computational Science, June 2–4, 2003, St. Petersburg (Russia) and Melbourne (Australia), Lecture Notes in Computer Science 2660, Springer, pp 759–770
Driven-Cavity. Nonlinear Driven Cavity and Pseudotransient Timestepping in 2D. http://www-unix.mcs.anl.gov/petsc/petsc-as/snapshots/petsc-current/src/snes/examples/tutorials/ex27.c.html.
Drucker H, Cortes C (1996) Boosting decision trees. In: NIPS8, pp 479–485
Duff IS, Erisman AM, Rei JK (1986) Direct methods for sparse matrices. Clarendon, Oxford
Eijkhout V, Fuentes E Anamod online documentation. http://www.tacc.utexas.edu/~eijkhout/doc/anamod/html/
Eijkhout V, Fuentes E A proposed standard for numerical metadata. submitted to ACM Trans Math Software
Ern A, Giovangigli V, Keyes DE, Smooke MD (1994) Towards polyalgorithmic linear system solvers for nonlinear elliptic problems. SIAM J Sci Comput 15(3):681–703
Falgout RD, Yang UM (2002) hypre: A library of high performance preconditioners. In: International Conference on Computational Science, vol 3. pp 632–641
Freund Y, Mason L (1999) The alternating decision tree learning algorithm. In: Proceedings of the 16th International Conference on Machine Learning. pp 124–133
Freund Y, Schapire RE (1997) A decision-theoretic generalization of on-line learning and an application to boosting. J Comput Syst Sci 55(1):119–139
Freund Y, Schapire RE (1999) A short introduction to boosting. J Jpn Society Artif Intell 14(5):771–780
Fuentes E (2007) Statistical and machine learning techniques applied to algorithm selection for solving sparse linear systems. Doctoral Dissertation, University of Tennessee
Gannon D, Bramley R, Stuckey T, Balasubramanian J, Villacis J, Akman E, Berg F, Diwan S, Govindaraju M (2000) The linear system analyzer. In: Houstis EN, Rice JR, Gallopoulos E, Bramley R (eds) Enabling technologies for computational science. Kluwer, Dordrecht
Gropp WD, Keyes DE, McInnes LC, Tidriri MD (2000) Globalized Newton-Krylov-Schwarz algorithms and software for parallel implicit CFD. Int J High Perform Comput Appl 14: 102–136
Hastie T, Tibshirani R, Friedman JH (2001) The elements of statistical learning. Springer
Holloway A, Chen T-Y (2007) Neural networks for predicting the behavior of preconditioned iterative solvers. To appear in the International Conference on Computational Science
Holloway A, Chen T-Y (2007) Neural networks for predicting the behavior of preconditioned iterative solvers. In: ICCS ’07: Proceedings of the 7th international conference on Computational Science, Part I, Springer, Berlin, Heidelberg, pp 302–309
Houstis EN, Catlin AC, Rice JR, Verykios VS, Ramakrishnan N, Houstis CE (2000) PYTHIA-II: a knowledge/database system for managing performance data and recommending scientific software. Trans Math Softw 26(2):227–253
Kelley CT, Keyes DE (1998) Convergence analysis of pseudo-transient continuation. SIAM J Numer Anal 35:508–523
Kuefler E, Chen T-Y (2008) On using reinforcement learning to solve sparse linear systems. In: ICCS ’08: Proceedings of the 8th international conference on Computational Science, Part I, Springer, Berlin, Heidelberg, pp 955–964
LCRC. Argonne National Laboratory Computing Project. http://www.lcrc.anl.gov/jazz/index.php
M3D-Home. http://w3.pppl.gov/~jchen/index.html
McCormick SF, Copper Mountain Conference on Multigrid Methods (1988) In: McCormick SF, Dekker M (eds) Multigrid methods: theory, applications, and supercomputing. New York
McInnes L, Norris B, Bhowmick S, Raghavan P (2003) Adaptive sparse linear solvers for implicit cfd using Newton-Krylov algorithms. In: Proceedings of the Second MIT Conference on Computational Fluid and Solid Mechanics, June 17–20
MLJava. http://seed.ucsd.edu/twiki/bin/view/Softtools/MLJavaPage
Nocedal J, Wright SJ (1999) Numerical optimization. Springer, New York
Park W, Belova EV, Fu GY, Tang XZ, Strauss HR, Sugiyama LE (1999) Plasma simulation studies using multilevel physics models. Phys Plasmas 6(5):1796–1803
Quinlan JR (1996) Bagging, boosting, and C4.5. In: Proceedings of the Thirteenth National Conference on Artificial Intelligence, pp 725–730
Saad Y (1995) Iterative methods for sparse linear systems. PWS Publishing
Schapire RE (1990) The strength of weak learnability. Mach Learn 5(2):197–227
SPOOLES. Sparse direct solver. http://www.netlib.org/linalg/spooles/spooles.2.2.html
SuperLU. Sparse direct solver. http://crd.lbl.gov/~xiaoye/SuperLU
Wikipedia. Receiver operating characteristic. http://en.wikipedia.org/wiki/Receiver_operating_characteristic
Witten IH, Frank E (2005) Data mining:practical machine learning tools and techniques, 2nd edn. Morgan Kaufmann
Witten IH, Frank E (2005) Data mining: practical machine learning tools and techniques. Morgan Kaufmann, San Francisco
Xu S, Zhang J. A data mining approach to matrix preconditioning problem. In: Proceedings of the Eighth Workshop on Mining Scientific and Engineering Datasets (MSD05)
Acknowledgments
We would like to thank Jin Chen of the Princeton Plasma Physics Lab for providing us with the M3D matrices. We are also grateful to Raphael Pelossof of Columbia University for his package to render ROC curves from the MLJava output files.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2011 Springer New York
About this chapter
Cite this chapter
Bhowmick, S., Eijkhout, V., Freund, Y., Fuentes, E., Keyes, D. (2011). Application of Alternating Decision Trees in Selecting Sparse Linear Solvers. In: Naono, K., Teranishi, K., Cavazos, J., Suda, R. (eds) Software Automatic Tuning. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-6935-4_10
Download citation
DOI: https://doi.org/10.1007/978-1-4419-6935-4_10
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-6934-7
Online ISBN: 978-1-4419-6935-4
eBook Packages: EngineeringEngineering (R0)