Korali - CSE-Lab...Korali Problem SolYer EYalXaWion E[ecXWion GaXVVian ProceVV Model GaXVVian...
Transcript of Korali - CSE-Lab...Korali Problem SolYer EYalXaWion E[ecXWion GaXVVian ProceVV Model GaXVVian...
Korali a High-Performance Multi-Intrusive Bayesian Inference Software for Large-Scale Scientific Models
G. Arampatzis, S. Martin, D. Wälchli, and P. Koumoutsakos
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ysh7 ysh,new
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stretching shear
#i = ( Q1,i, Q2,i, µ0,i, �st,i ), i = 1, 2 #i = ( Q1,i, Q2,i, µ0,i, Q3,i, Q4,i, ,�sh,i ), i = 3, . . . , 7
#new = ( Q1, Q2, µ0, Q3, Q4,�sh, �st )
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• Optimal Sensor Placement
• Hierarchical Bayesian Infernce
p(ϑ1 |d1, ℳ1)
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U(s) =
Z
Y
Z
Rlog
p(y|r, s)p(y|s) p(r) p(y|r, s) dr dy
s? = argmaxs
U(s)
Korali
Problem
Solver
Evaluation
Execution
GaussianProcess
Model
GaussianProcess
Bayesian
Direct
Inference
Hierarchical
Reference
Custom
Psi
Theta
Executor
Optimiser
Sampler
CMA- ES
CCMA- ES
LM- CMA- ES
DEA
Rprop
Conduit
Concurent
Distributed
Sequantial
MCMC
DRAM
TMCMC
Extensible
Ease of Use
Motivation
Workflow
Worker 0
Rank 0 (Core 0)
Rank 1 (Core 1)
Worker 1
Rank 0 (Core 2)
Rank 1 (Core 3)
Worker 2
Rank 0 (Core 4)
Rank 1 (Core 5)
Worker 3
Rank 0 (Core 6)
Rank 1 (Core 7)
Experiment I
Solver Problem
Conduit
waiting for sample
Generate Samples
Preprocess Samples
Postprocess Results
Distribute Samples
CollectResults
Experiment II
Solver Problem
Preprocess Samples
Postprocess Results
Update State
Generate Samples
Engine finsihed
busy
Update State
Start Generation
Run Experiment
Check Termination
waiting for sample
Korali Supervisor Supercomputer
p(# | d) = p(d |#) p(#)p(d)
• Bayesian Inference
Load Balance
Unba
lanc
edBa
lanc
ed
ScalableComputational
Model Relaxation
time (hours)
Job 1
CheckPoint 1
Job 2
Resume
O(1000) Nodes
CheckPoint 2
CheckPoint N
Fault Tolerant system error