Engineering topics

Morozov, D

Publications and source records attributed to Morozov, D.

2 records

DOE OSTI2018

Communication-avoiding optimization methods for distributed massive-scale sparse inverse covariance estimation

Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ≈819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2013

Distributed merge trees

Improved simulations and sensors are producing datasets whose increasing complexity exhausts our ability to visualize and comprehend them directly. To cope with this problem, we can detect and extract significant features in the data and use them as the basis for subsequent analysis. Topological methods are valuable in this context because they provide robust and general feature definitions. As the growth of serial computational power has stalled, data analysis is becoming increasingly dependent on massively parallel machines. To satisfy the computational demand created by complex datasets, algorithms need to effectively utilize these computer architectures. The main strength of topological methods, their emphasis on global information, turns into an obstacle during parallelization. We present two approaches to alleviate this problem. We develop a distributed representation of the merge tree that avoids computing the global tree on a single processor and lets us parallelize subsequent queries. To account for the increasing number of cores per processor, we develop a new data structure that lets us take advantage of multiple shared-memory cores to parallelize the work on a single node. Finally, we present experiments that illustrate the strengths of our approach as well as help identify future challenges. Copyright © 2013 ACM 978-1-4503-1922-5/13/ 02...$15.00.

Morozov, D↗