Computing probable maximum loss in catastrophe reinsurance portfolios on multi-core and many-core architectures

In the reinsurance market, the risks natural catastrophes pose to portfolios of properties must be quantified, so that they can be priced, and insurance offered. The analysis of such risks at a portfolio level requires a simulation of up to 800 000 trials with an average of 1000 catastrophic events per trial. This is sufficient to capture risk for a global multi-peril reinsurance portfolio covering a range of perils including earthquake, hurricane, tornado, hail, severe thunderstorm, wind storm, storm surge and riverine flooding, and wildfire. Such simulations are both computation and data intensive, making the application of high-performance computing techniques desirable.

In this paper, we explore the design and implementation of portfolio risk analysis on both multi-core and many-core computing platforms. Given a portfolio of property catastrophe insurance treaties, key risk measures, such as probable maximum loss, are computed by taking both primary and secondary uncertainties into account. Primary uncertainty is associated with whether or not an event occurs in a simulated year, while secondary uncertainty captures the uncertainty in the level of loss due to the use of simplified physical models and limitations in the available data. A combination of fast lookup structures, multi-threading and careful hand tuning of numerical operations is required to achieve good performance. Experimental results are reported for multi-core processors and systems using NVIDIA graphics processing unit and Intel Phi many-core accelerators.

Automating fault tolerance in high-performance computational biological jobs using multi-agent approaches

Background: Large-scale biological jobs on high-performance computing systems require manual intervention if one or more computing cores on which they execute fail. This places not only a cost on the maintenance of the job, but also a cost on the time taken for reinstating the job and the risk of losing data and execution accomplished by the job before it failed. Approaches which can proactively detect computing core failures and take action to relocate the computing core's job onto reliable cores can make a significant step towards automating fault tolerance. Method: This paper describes an experimental investigation into the use of multi-agent approaches for fault tolerance. Two approaches are studied, the first at the job level and the second at the core level. The approaches are investigated for single core failure scenarios that can occur in the execution of parallel reduction algorithms on computer clusters. A third approach is proposed that incorporates multi-agent technology both at the job and core level. Experiments are pursued in the context of genome searching, a popular computational biology application. Result: The key conclusion is that the approaches proposed are feasible for automating fault tolerance in high-performance computing systems with minimal human intervention. In a typical experiment in which the fault tolerance is studied, centralised and decentralised checkpointing approaches on an average add 90% to the actual time for executing the job. On the other hand, in the same experiment the multi-agent approaches add only 10% to the overall execution time

Exploiting Significance of Computations for Energy-Constrained Approximate Computing

Approximate execution is a viable technique for environments with energy constraints, provided that applications are given the mechanisms to produce outputs of the highest possible quality within the available energy budget. This paper introduces a framework for energy-constrained execution with controlled and graceful quality loss. A simple programming model allows developers to structure the computation in different tasks, and to express the relative importance of these tasks for the quality of the end result. For non-significant tasks, the developer can also supply less costly, approximate versions. The target energy consumption for a given execution is specified when the application is launched. A significance-aware runtime system employs an application-specific analytical energy model to decide how many cores to use for the execution, the operating frequency for these cores, as well as the degree of task approximation, so as to maximize the quality of the output while meeting the user-specified energy constraints. Evaluation on a dual-socket 16-core Intel platform using 9 benchmark kernels shows that the proposed framework picks the optimal configuration with high accuracy. Also, a comparison with loop perforation (a well-known compile-time approximation technique), shows that the proposed framework results in significantly higher quality for the same energy budget.

Building professionalism and employability skills: embedding employer engagement within first-year computing modules

This paper outlines a means of improving the employability skills of first-year university students through a closely integrated model of employer engagement within computer science modules. The outlined approach illustrates how employability skills, including communication, teamwork and time management skills, can be contextualised in a manner that directly relates to student learning but can still be linked forward into employment. The paper tests the premise that developing employability skills early within the curriculum will result in improved student engagement and learning within later modules. The paper concludes that embedding employer participation within first-year models can help relate a distant notion of employability into something of more immediate relevance in terms of how students can best approach learning. Further, by enhancing employability skills early within the curriculum, it becomes possible to improve academic attainment within later modules.

Bright Molecules for Sensing, Computing and Imaging: A Tale of Two Once-troubled Cities

The circumstances in Colombo, Sri Lanka, and in Belfast, Northern Ireland, which led to a) the generalization of luminescent PET (photoinduced electron transfer) sensing/switching as a design tool, b) the construction of a market-leading blood electrolyte analyzer and c) the invention of molecular logic-based computation as an experimental field, are delineated. Efforts to extend the philosophy of these approaches into issues of small object identification, nanometric mapping, animal visual perception and visual art are also outlined.

Partially Ordered Preferences in Decision Trees: Computing Strategies with Imprecision in Probabilities

Partially ordered preferences generally lead to choices that do not abide by standard expected utility guidelines; often such preferences are revealed by imprecision in probability values. We investigate five criteria for strategy selection in decision trees with imprecision in probabilities: “extensive” Γ-maximin and Γ-maximax, interval dominance, maximality and E-admissibility. We present algorithms that generate strategies for all these criteria; our main contribution is an algorithm for Eadmissibility that runs over admissible strategies rather than over sets of probability distributions.

QUADrATiC: scalable gene expression connectivity mapping for repurposing FDA-approved therapeutics

Background: Gene expression connectivity mapping has proven to be a powerful and flexible tool for research. Its application has been shown in a broad range of research topics, most commonly as a means of identifying potential small molecule compounds, which may be further investigated as candidates for repurposing to treat diseases. The public release of voluminous data from the Library of Integrated Cellular Signatures (LINCS) programme further enhanced the utilities and potentials of gene expression connectivity mapping in biomedicine. Results: We describe QUADrATiC (http://go.qub.ac.uk/QUADrATiC), a user-friendly tool for the exploration of gene expression connectivity on the subset of the LINCS data set corresponding to FDA-approved small molecule compounds. It enables the identification of compounds for repurposing therapeutic potentials. The software is designed to cope with the increased volume of data over existing tools, by taking advantage of multicore computing architectures to provide a scalable solution, which may be installed and operated on a range of computers, from laptops to servers. This scalability is provided by the use of the modern concurrent programming paradigm provided by the Akka framework. The QUADrATiC Graphical User Interface (GUI) has been developed using advanced Javascript frameworks, providing novel visualization capabilities for further analysis of connections. There is also a web services interface, allowing integration with other programs or scripts.Conclusions: QUADrATiC has been shown to provide an improvement over existing connectivity map software, in terms of scope (based on the LINCS data set), applicability (using FDA-approved compounds), usability and speed. It offers potential to biological researchers to analyze transcriptional data and generate potential therapeutics for focussed study in the lab. QUADrATiC represents a step change in the process of investigating gene expression connectivity and provides more biologically-relevant results than previous alternative solutions.