Reinforcement Learning (RL) has gained significant momentum in the development of network protocols. However, RL-based protocols are still in their infancy, and substantial research is required to build deployable solutions. Developing a protocol based on RL is a complex and challenging process that involves several model design decisions and requires significant training and evaluation in real and simulated network topologies. Network simulators offer an efficient training environment for RL-based protocols, because they are deterministic and can run in parallel. In this paper, we introduce RayNet, a scalable and adaptable simulation platform for the development of RL-based network protocols. RayNet integrates OMNeT++, a fully programmable network simulator, with Ray/RLlib, a scalable training platform for distributed RL. RayNet facilitates the methodical development of RL-based network protocols so that researchers can focus on the problem at hand and not on implementation details of the learning aspect of their research. We developed a simple RL-based congestion control approach as a proof of concept showcasing that RayNet can be a valuable platform for RL-based research in computer networks, enabling scalable training and evaluation. We compared RayNet with ns3-gym, a platform with similar objectives to RayNet, and showed that RayNet performs better in terms of how fast agents can collect experience in RL environments.
{"title":"RayNet: A Simulation Platform for Developing Reinforcement Learning-Driven Network Protocols","authors":"Luca Giacomoni, Basil Benny, George Parisis","doi":"10.1145/3653975","DOIUrl":"https://doi.org/10.1145/3653975","url":null,"abstract":"<p>Reinforcement Learning (RL) has gained significant momentum in the development of network protocols. However, RL-based protocols are still in their infancy, and substantial research is required to build deployable solutions. Developing a protocol based on RL is a complex and challenging process that involves several model design decisions and requires significant training and evaluation in real and simulated network topologies. Network simulators offer an efficient training environment for RL-based protocols, because they are deterministic and can run in parallel. In this paper, we introduce <i>RayNet</i>, a scalable and adaptable simulation platform for the development of RL-based network protocols. RayNet integrates OMNeT++, a fully programmable network simulator, with Ray/RLlib, a scalable training platform for distributed RL. RayNet facilitates the methodical development of RL-based network protocols so that researchers can focus on the problem at hand and not on implementation details of the learning aspect of their research. We developed a simple RL-based congestion control approach as a proof of concept showcasing that RayNet can be a valuable platform for RL-based research in computer networks, enabling scalable training and evaluation. We compared RayNet with <i>ns3-gym</i>, a platform with similar objectives to RayNet, and showed that RayNet performs better in terms of how fast agents can collect experience in RL environments.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"24 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140600049","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn
We propose a general purpose confidence interval procedure (CIP) for statistical functionals constructed using data from a stationary time series. The procedures we propose are based on derived distribution-free analogues of the χ2 and Student’s t random variables for the statistical functional context, and hence apply in a wide variety of settings including quantile estimation, gradient estimation, M-estimation, CVAR-estimation, and arrival process rate estimation, apart from more traditional statistical settings. Like the method of subsampling, we use overlapping batches of time series data to estimate the underlying variance parameter; unlike subsampling and the bootstrap, however, we assume that the implied point estimator of the statistical functional obeys a central limit theorem (CLT) to help identify the weak asymptotics (called OB-x limits, x=I,II,III) of batched Studentized statistics. The OB-x limits, certain functionals of the Wiener process parameterized by the size of the batches and the extent of their overlap, form the essential machinery for characterizing dependence, and consequently the correctness of the proposed CIPs. The message from extensive numerical experimentation is that in settings where a functional CLT on the point estimator is in effect, using large overlapping batches alongside OB-x critical values yields confidence intervals that are often of significantly higher quality than those obtained from more generic methods like subsampling or the bootstrap. We illustrate using examples from CVaR estimation, ARMA parameter estimation, and NHPP rate estimation; R and MATLAB code for OB-x critical values is available at web.ics.purdue.edu/ ∼ pasupath.
{"title":"Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation","authors":"Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn","doi":"10.1145/3649437","DOIUrl":"https://doi.org/10.1145/3649437","url":null,"abstract":"<p>We propose a general purpose confidence interval procedure (CIP) for statistical functionals constructed using data from a stationary time series. The procedures we propose are based on derived distribution-free analogues of the <i>χ</i><sup>2</sup> and Student’s <i>t</i> random variables for the statistical functional context, and hence apply in a wide variety of settings including quantile estimation, gradient estimation, M-estimation, CVAR-estimation, and arrival process rate estimation, apart from more traditional statistical settings. Like the method of subsampling, we use overlapping batches of time series data to estimate the underlying variance parameter; unlike subsampling and the bootstrap, however, we assume that the implied point estimator of the statistical functional obeys a central limit theorem (CLT) to help identify the weak asymptotics (called OB-x limits, x=I,II,III) of batched Studentized statistics. The OB-x limits, certain functionals of the Wiener process parameterized by the size of the batches and the extent of their overlap, form the essential machinery for characterizing dependence, and consequently the correctness of the proposed CIPs. The message from extensive numerical experimentation is that in settings where a functional CLT on the point estimator is in effect, using <i>large overlapping batches</i> alongside OB-x critical values yields confidence intervals that are often of significantly higher quality than those obtained from more generic methods like subsampling or the bootstrap. We illustrate using examples from CVaR estimation, ARMA parameter estimation, and NHPP rate estimation; R and MATLAB code for OB-x critical values is available at <monospace>web.ics.purdue.edu/ ∼ pasupath</monospace>.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"17 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140124327","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Elkin Cruz-Camacho, Siyuan Qian, Ankit Shukla, Neil McGlohon, Shaloo Rakheja, Christopher D. Carothers
Spintronics devices that use the spin of electrons as the information state variable have the potential to emulate neuro-synaptic dynamics and can be realized within a compact form-factor, while operating at ultra-low energy-delay point. In this paper, we benchmark the performance of a spintronics hardware platform designed for handling neuromorphic tasks.
To explore the benefits of spintronics-based hardware on realistic neuromorphic workloads, we developed a Parallel Discrete-Event Simulation model called Doryta, which is further integrated with a materials-to-systems benchmarking framework. The benchmarking framework allows us to obtain quantitative metrics on the throughput and energy of spintronics-based neuromorphic computing and compare these against standard CMOS-based approaches. Although spintronics hardware offers significant energy and latency advantages, we find that for larger neuromorphic circuits, the performance is limited by the interconnection networks rather than the spintronics-based neurons and synapses. This limitation can be overcome by architectural changes to the network.
Through Doryta we are also able to show the power of neuromorphic computing by simulating Conway’s Game of Life (GoL), thus showing that it is Turing complete. We show that Doryta obtains over 300 × speedup using 1,024 CPU cores when tested on a convolutional, sparse, neural architecture. When scaled-up 64 times, to a 200 million neuron model, the simulation ran in 3:42 minutes for a total of 2000 virtual clock steps. The conservative approach of execution was found to be faster in most cases than the optimistic approach, even when a tie-breaking mechanism to guarantee deterministic execution, was deactivated.
{"title":"Performance Evaluation of Spintronic-Based Spiking Neural Networks Using Parallel Discrete-Event Simulation","authors":"Elkin Cruz-Camacho, Siyuan Qian, Ankit Shukla, Neil McGlohon, Shaloo Rakheja, Christopher D. Carothers","doi":"10.1145/3649464","DOIUrl":"https://doi.org/10.1145/3649464","url":null,"abstract":"<p>Spintronics devices that use the spin of electrons as the information state variable have the potential to emulate neuro-synaptic dynamics and can be realized within a compact form-factor, while operating at ultra-low energy-delay point. In this paper, we benchmark the performance of a spintronics hardware platform designed for handling neuromorphic tasks. </p><p>To explore the benefits of spintronics-based hardware on realistic neuromorphic workloads, we developed a Parallel Discrete-Event Simulation model called Doryta, which is further integrated with a materials-to-systems benchmarking framework. The benchmarking framework allows us to obtain quantitative metrics on the throughput and energy of spintronics-based neuromorphic computing and compare these against standard CMOS-based approaches. Although spintronics hardware offers significant energy and latency advantages, we find that for larger neuromorphic circuits, the performance is limited by the interconnection networks rather than the spintronics-based neurons and synapses. This limitation can be overcome by architectural changes to the network. </p><p>Through Doryta we are also able to show the power of neuromorphic computing by simulating Conway’s Game of Life (GoL), thus showing that it is Turing complete. We show that Doryta obtains over 300 × speedup using 1,024 CPU cores when tested on a convolutional, sparse, neural architecture. When scaled-up 64 times, to a 200 million neuron model, the simulation ran in 3:42 minutes for a total of 2000 virtual clock steps. The conservative approach of execution was found to be faster in most cases than the optimistic approach, even when a tie-breaking mechanism to guarantee deterministic execution, was deactivated.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"99 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140047707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper considers a discrete optimization via simulation (DOvS) problem defined on a graph embedded in the high-dimensional integer grid. Several DOvS algorithms that model the responses at the solutions as a realization of a Gaussian Markov random field (GMRF) have been proposed exploiting its inferential power and computational benefits. However, the computational cost of inference increases exponentially in dimension. We propose the projected Gaussian Markov improvement algorithm (pGMIA), which projects the solution space onto a lower-dimensional space creating the region-layer graph to reduce the cost of inference. Each node on the region-layer graph can be mapped to a set of solutions projected to the node; these solutions form a lower-dimensional solution-layer graph. We define the response at each region-layer node to be the average of the responses within the corresponding solution-layer graph. From this relation, we derive the region-layer GMRF to model the region-layer responses. The pGMIA alternates between the two layers to make a sampling decision at each iteration; it first selects a region-layer node based on the lower-resolution inference provided by the region-layer GMRF, then makes a sampling decision among the solutions within the solution-layer graph of the node based on the higher-resolution inference from the solution-layer GMRF. To solve even higher-dimensional problems (e.g., 100 dimensions), we also propose the pGMIA+: a multi-layer extension of the pGMIA.We show that both pGMIA and pGMIA+ converge to the optimum almost surely asymptotically and empirically demonstrate their competitiveness against state-of-the-art high-dimensional Bayesian optimization algorithms.
{"title":"Projected Gaussian Markov Improvement Algorithm for High-dimensional Discrete Optimization via Simulation","authors":"Xinru Li, Eunhye Song","doi":"10.1145/3649463","DOIUrl":"https://doi.org/10.1145/3649463","url":null,"abstract":"<p>This paper considers a discrete optimization via simulation (DOvS) problem defined on a graph embedded in the high-dimensional integer grid. Several DOvS algorithms that model the responses at the solutions as a realization of a Gaussian Markov random field (GMRF) have been proposed exploiting its inferential power and computational benefits. However, the computational cost of inference increases exponentially in dimension. We propose the projected Gaussian Markov improvement algorithm (pGMIA), which projects the solution space onto a lower-dimensional space creating the region-layer graph to reduce the cost of inference. Each node on the region-layer graph can be mapped to a set of solutions projected to the node; these solutions form a lower-dimensional solution-layer graph. We define the response at each region-layer node to be the average of the responses within the corresponding solution-layer graph. From this relation, we derive the region-layer GMRF to model the region-layer responses. The pGMIA alternates between the two layers to make a sampling decision at each iteration; it first selects a region-layer node based on the lower-resolution inference provided by the region-layer GMRF, then makes a sampling decision among the solutions within the solution-layer graph of the node based on the higher-resolution inference from the solution-layer GMRF. To solve even higher-dimensional problems (e.g., 100 dimensions), we also propose the pGMIA+: a multi-layer extension of the pGMIA.We show that both pGMIA and pGMIA+ converge to the optimum almost surely asymptotically and empirically demonstrate their competitiveness against state-of-the-art high-dimensional Bayesian optimization algorithms.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"63 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140002077","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
David Julien, Gilles Ardourel, Guillaume Cantin, Benoît Delahaye
We propose a simulation-based technique for the parameterization and the stability analysis of parametric Ordinary Differential Equations. This technique is an adaptation of Statistical Model Checking, often used to verify the validity of biological models, to the setting of Ordinary Differential Equations systems. The aim of our technique is to estimate the probability of satisfying a given property under the variability of the parameter or initial condition of the ODE, with any metrics of choice. To do so, we discretize the values space and use statistical model checking to evaluate each individual value w.r.t. provided data. Contrary to other existing methods, we provide statistical guarantees regarding our results that take into account the unavoidable approximation errors introduced through the numerical integration of the ODE system performed while simulating. In order to show the potential of our technique, we present its application to two case studies taken from the literature, one relative to the growth of a jellyfish population, and the other concerning a well-known oscillator model.
我们提出了一种基于模拟的参数化技术和参数常微分方程稳定性分析技术。这种技术是统计模型检查(Statistical Model Checking)的一种改良,通常用于验证生物模型的有效性,也适用于常微分方程系统。我们的技术旨在估算在常微分方程参数或初始条件变化的情况下,满足给定属性的概率。为此,我们对数值空间进行离散化处理,并使用统计模型检查来根据所提供的数据评估每个单独的数值。与其他现有方法不同的是,我们对结果提供统计保证,其中考虑到了模拟时通过对 ODE 系统进行数值积分而引入的不可避免的近似误差。为了展示我们技术的潜力,我们将其应用于文献中的两个案例研究,一个与水母种群的增长有关,另一个与著名的振荡器模型有关。
{"title":"End-to-End Statistical Model Checking for Parameterization and Stability Analysis of ODE Models","authors":"David Julien, Gilles Ardourel, Guillaume Cantin, Benoît Delahaye","doi":"10.1145/3649438","DOIUrl":"https://doi.org/10.1145/3649438","url":null,"abstract":"<p>We propose a simulation-based technique for the parameterization and the stability analysis of parametric Ordinary Differential Equations. This technique is an adaptation of Statistical Model Checking, often used to verify the validity of biological models, to the setting of Ordinary Differential Equations systems. The aim of our technique is to estimate the probability of satisfying a given property under the variability of the parameter or initial condition of the ODE, with any metrics of choice. To do so, we discretize the values space and use statistical model checking to evaluate each individual value w.r.t. provided data. Contrary to other existing methods, we provide statistical guarantees regarding our results that take into account the unavoidable approximation errors introduced through the numerical integration of the ODE system performed while simulating. In order to show the potential of our technique, we present its application to two case studies taken from the literature, one relative to the growth of a jellyfish population, and the other concerning a well-known oscillator model.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"13 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139951027","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Moon Gi Seok, Wen Jun Tan, Boyi Su, Wentong Cai, Jisu Kwon, Seon Han Choi
Smart manufacturing utilizes digital twins that are virtual forms of their production plants for analyzing and optimizing decisions. Digital twins have been mainly developed as discrete-event models (DEMs) to represent the detailed and stochastic dynamics of productions in the plants. The optimum decision is achieved after simulating the DEM-based digital twins under various what-if decision candidates; thus, simulation acceleration is crucial for rapid optimum determination for given problems. For the acceleration of discrete-event simulations, adaptive abstraction-level conversion approaches have been previously proposed to switch active models of each machine group between a set of DEM components and a corresponding lookup table-based mean-delay model during runtime. The switching is decided by detecting the machine group’s convergence into (or divergence from) a steady state. However, there is a tradeoff between speedup and accuracy loss in the adaptive abstraction convertible simulation (AACS), and inaccurate simulation can degrade the quality of the optimum (i.e., the distance between the calculated optimum and the actual optimum). In this paper, we propose a simulation-based optimization (SBO) that optimizes the problem based on a genetic algorithm (GA) while tuning specific hyperparameters (related to the tradeoff control) to maximize the speedup of AACS under a specified accuracy constraint. For each individual, the proposed method distributes the overall computing budget for multiple simulation runs (considering the digital twin’s probabilistic property) into the hyperparameter optimization (HPO) and fitness evaluation. We propose an efficient HPO method that manages multiple Gaussian process models (as speedup-estimation models) to acquire promising optimal hyperparameter candidates (that maximize the simulation speedups) with few attempts. The method also reduces each individual’s exploration overhead (as the population evolves) by estimating each hyperparameter’s expected speedup using previous exploration results of neighboring individuals without actual simulation executions. The proposed method was applied to optimize raw-material releases of a large-scale manufacturing system to prove the concept and evaluate the performance under various situations.
智能制造利用数字孪生来分析和优化决策,数字孪生是生产工厂的虚拟形式。数字孪生主要是作为离散事件模型(DEM)开发的,用于表示工厂生产的详细随机动态。最佳决策是在模拟基于 DEM 的数字孪生模型的各种假设决策候选方案后实现的;因此,模拟加速对于快速确定特定问题的最佳决策至关重要。为了加速离散事件仿真,之前有人提出了自适应抽象级转换方法,在运行期间在一组 DEM 组件和相应的基于查找表的平均延迟模型之间切换每个机器组的活动模型。切换是通过检测机器组收敛到(或偏离)稳定状态来决定的。然而,在自适应抽象可转换仿真(AACS)中,速度提升与精度损失之间存在权衡,不准确的仿真会降低最优结果的质量(即计算出的最优结果与实际最优结果之间的距离)。在本文中,我们提出了一种基于仿真的优化(SBO)方法,它基于遗传算法(GA)对问题进行优化,同时调整特定的超参数(与权衡控制有关),以在指定的精度约束下最大限度地提高 AACS 的速度。对于每个个体,建议的方法将多次模拟运行的总体计算预算(考虑到数字孪生的概率属性)分配到超参数优化(HPO)和适配性评估中。我们提出了一种高效的 HPO 方法,该方法可管理多个高斯过程模型(作为加速度估算模型),从而以较少的尝试获得有希望的最优超参数候选值(最大化仿真加速度)。该方法还通过使用相邻个体之前的探索结果估算每个超参数的预期加速度,而无需实际模拟执行,从而减少了每个个体的探索开销(随着群体的发展)。我们将所提出的方法应用于优化大规模制造系统的原材料释放,以证明这一概念并评估其在各种情况下的性能。
{"title":"Hyperparameter Tuning with Gaussian Processes for Optimal Abstraction Control in Simulation-based Optimization of Smart Semiconductor Manufacturing Systems","authors":"Moon Gi Seok, Wen Jun Tan, Boyi Su, Wentong Cai, Jisu Kwon, Seon Han Choi","doi":"10.1145/3646549","DOIUrl":"https://doi.org/10.1145/3646549","url":null,"abstract":"<p>Smart manufacturing utilizes digital twins that are virtual forms of their production plants for analyzing and optimizing decisions. Digital twins have been mainly developed as discrete-event models (DEMs) to represent the detailed and stochastic dynamics of productions in the plants. The optimum decision is achieved after simulating the DEM-based digital twins under various what-if decision candidates; thus, simulation acceleration is crucial for rapid optimum determination for given problems. For the acceleration of discrete-event simulations, adaptive abstraction-level conversion approaches have been previously proposed to switch active models of each machine group between a set of DEM components and a corresponding lookup table-based mean-delay model during runtime. The switching is decided by detecting the machine group’s convergence into (or divergence from) a steady state. However, there is a tradeoff between speedup and accuracy loss in the adaptive abstraction convertible simulation (AACS), and inaccurate simulation can degrade the quality of the optimum (i.e., the distance between the calculated optimum and the actual optimum). In this paper, we propose a simulation-based optimization (SBO) that optimizes the problem based on a genetic algorithm (GA) while tuning specific hyperparameters (related to the tradeoff control) to maximize the speedup of AACS under a specified accuracy constraint. For each individual, the proposed method distributes the overall computing budget for multiple simulation runs (considering the digital twin’s probabilistic property) into the hyperparameter optimization (HPO) and fitness evaluation. We propose an efficient HPO method that manages multiple Gaussian process models (as speedup-estimation models) to acquire promising optimal hyperparameter candidates (that maximize the simulation speedups) with few attempts. The method also reduces each individual’s exploration overhead (as the population evolves) by estimating each hyperparameter’s expected speedup using previous exploration results of neighboring individuals without actual simulation executions. The proposed method was applied to optimize raw-material releases of a large-scale manufacturing system to prove the concept and evaluate the performance under various situations.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"6 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139903945","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Randomized quasi-Monte Carlo methods have been introduced with the main purpose of yielding a computable measure of error for quasi-Monte Carlo approximations through the implicit application of a central limit theorem over independent randomizations. But to increase precision for a given computational budget, the number of independent randomizations is usually set to a small value so that a large number of points are used from each randomized low-discrepancy sequence to benefit from the fast convergence rate of quasi-Monte Carlo. While a central limit theorem has been previously established for a specific but computationally expensive type of randomization, it is also known in general that fixing the number of randomizations and increasing the length of the sequence used for quasi-Monte Carlo can lead to a non-Gaussian limiting distribution. This paper presents sufficient conditions on the relative growth rates of the number of randomizations and the quasi-Monte Carlo sequence length to ensure a central limit theorem and also an asymptotically valid confidence interval. We obtain several results based on the Lindeberg condition for triangular arrays and expressed in terms of the regularity of the integrand and the convergence speed of the quasi-Monte Carlo method. We also analyze the resulting estimator’s convergence rate.
{"title":"Sufficient Conditions for Central Limit Theorems and Confidence Intervals for Randomized Quasi-Monte Carlo Methods","authors":"Marvin K. Nakayama, Bruno Tuffin","doi":"10.1145/3643847","DOIUrl":"https://doi.org/10.1145/3643847","url":null,"abstract":"<p>Randomized quasi-Monte Carlo methods have been introduced with the main purpose of yielding a computable measure of error for quasi-Monte Carlo approximations through the implicit application of a central limit theorem over independent randomizations. But to increase precision for a given computational budget, the number of independent randomizations is usually set to a small value so that a large number of points are used from each randomized low-discrepancy sequence to benefit from the fast convergence rate of quasi-Monte Carlo. While a central limit theorem has been previously established for a specific but computationally expensive type of randomization, it is also known in general that fixing the number of randomizations and increasing the length of the sequence used for quasi-Monte Carlo can lead to a non-Gaussian limiting distribution. This paper presents sufficient conditions on the relative growth rates of the number of randomizations and the quasi-Monte Carlo sequence length to ensure a central limit theorem and also an asymptotically valid confidence interval. We obtain several results based on the Lindeberg condition for triangular arrays and expressed in terms of the regularity of the integrand and the convergence speed of the quasi-Monte Carlo method. We also analyze the resulting estimator’s convergence rate.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"13 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139767333","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Xiaoliang Wu, Alexander Kolar, Joaquin Chung, Dong Jin, Martin Suchara, Rajkumar Kettimuthu
Quantum network simulators offer the opportunity to cost-efficiently investigate potential avenues for building networks that scale with the number of users, communication distance, and application demands by simulating alternative hardware designs and control protocols. Several quantum network simulators have been recently developed with these goals in mind. As the size of the simulated networks increases, however, sequential execution becomes time-consuming. Parallel execution presents a suitable method for scalable simulations of large-scale quantum networks, but the unique attributes of quantum information create unexpected challenges. In this work, we identify requirements for parallel simulation of quantum networks and develop the first parallel discrete-event quantum network simulator by modifying the existing serial simulator SeQUeNCe. Our contributions include the design and development of a quantum state manager (QSM) that maintains shared quantum information distributed across multiple processes. We also optimize our parallel code by minimizing the overhead of the QSM and decreasing the amount of synchronization needed among processes. Using these techniques, we observe a speedup of 2 to 25 times when simulating a 1,024-node linear network topology using 2 to 128 processes. We also observe an efficiency greater than 0.5 for up to 32 processes in a linear network topology of the same size and with the same workload. We repeat this evaluation with a randomized workload on a caveman network. We also introduce several methods for partitioning networks by mapping them to different parallel simulation processes. We have released the parallel SeQUeNCe simulator as an open-source tool alongside the existing sequential version.
{"title":"Parallel Simulation of Quantum Networks with Distributed Quantum State Management","authors":"Xiaoliang Wu, Alexander Kolar, Joaquin Chung, Dong Jin, Martin Suchara, Rajkumar Kettimuthu","doi":"10.1145/3634701","DOIUrl":"https://doi.org/10.1145/3634701","url":null,"abstract":"<p>Quantum network simulators offer the opportunity to cost-efficiently investigate potential avenues for building networks that scale with the number of users, communication distance, and application demands by simulating alternative hardware designs and control protocols. Several quantum network simulators have been recently developed with these goals in mind. As the size of the simulated networks increases, however, sequential execution becomes time-consuming. Parallel execution presents a suitable method for scalable simulations of large-scale quantum networks, but the unique attributes of quantum information create unexpected challenges. In this work, we identify requirements for parallel simulation of quantum networks and develop the first parallel discrete-event quantum network simulator by modifying the existing serial simulator SeQUeNCe. Our contributions include the design and development of a quantum state manager (QSM) that maintains shared quantum information distributed across multiple processes. We also optimize our parallel code by minimizing the overhead of the QSM and decreasing the amount of synchronization needed among processes. Using these techniques, we observe a speedup of 2 to 25 times when simulating a 1,024-node linear network topology using 2 to 128 processes. We also observe an efficiency greater than 0.5 for up to 32 processes in a linear network topology of the same size and with the same workload. We repeat this evaluation with a randomized workload on a caveman network. We also introduce several methods for partitioning networks by mapping them to different parallel simulation processes. We have released the parallel SeQUeNCe simulator as an open-source tool alongside the existing sequential version.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"177 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139645592","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Andrey Kofnov, Marcel Moosbrugger, Miroslav Stankovič, Ezio Bartocci, Efstathia Bura
Many stochastic continuous-state dynamical systems can be modeled as probabilistic programs with nonlinear non-polynomial updates in non-nested loops. We present two methods, one approximate and one exact, to automatically compute, without sampling, moment-based invariants for such probabilistic programs as closed-form solutions parameterized by the loop iteration. The exact method applies to probabilistic programs with trigonometric and exponential updates and is embedded in the Polar tool. The approximate method for moment computation applies to any nonlinear random function as it exploits the theory of polynomial chaos expansion to approximate non-polynomial updates as the sum of orthogonal polynomials. This translates the dynamical system to a non-nested loop with polynomial updates, and thus renders it conformable with the Polar tool that computes the moments of any order of the state variables. We evaluate our methods on an extensive number of examples ranging from modeling monetary policy to several physical motion systems in uncertain environments. The experimental results demonstrate the advantages of our approach with respect to the current state-of-the-art.
{"title":"Exact and Approximate Moment Derivation for Probabilistic Loops With Non-Polynomial Assignments","authors":"Andrey Kofnov, Marcel Moosbrugger, Miroslav Stankovič, Ezio Bartocci, Efstathia Bura","doi":"10.1145/3641545","DOIUrl":"https://doi.org/10.1145/3641545","url":null,"abstract":"<p>Many stochastic continuous-state dynamical systems can be modeled as probabilistic programs with nonlinear non-polynomial updates in non-nested loops. We present two methods, one approximate and one exact, to automatically compute, without sampling, moment-based invariants for such probabilistic programs as closed-form solutions parameterized by the loop iteration. The exact method applies to probabilistic programs with trigonometric and exponential updates and is embedded in the <span>Polar</span> tool. The approximate method for moment computation applies to any nonlinear random function as it exploits the theory of polynomial chaos expansion to approximate non-polynomial updates as the sum of orthogonal polynomials. This translates the dynamical system to a non-nested loop with polynomial updates, and thus renders it conformable with the <span>Polar</span> tool that computes the moments of any order of the state variables. We evaluate our methods on an extensive number of examples ranging from modeling monetary policy to several physical motion systems in uncertain environments. The experimental results demonstrate the advantages of our approach with respect to the current state-of-the-art.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"38 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-01-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139560165","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian optimisation, which builds a response surface model based on the data collected so far, and uses the mean and uncertainty predicted by the model to decide what information to collect next. In this paper, we propose a generalisation of the well-known Knowledge Gradient acquisition function that allows it to handle constraints. We empirically compare the new algorithm with four other state-of-the-art constrained Bayesian optimisation algorithms and demonstrate its superior performance. We also prove theoretical convergence in the infinite budget limit.
{"title":"Bayesian Optimisation for Constrained Problems","authors":"Juan Ungredda, Juergen Branke","doi":"10.1145/3641544","DOIUrl":"https://doi.org/10.1145/3641544","url":null,"abstract":"<p>Many real-world optimisation problems such as hyperparameter tuning in machine learning or simulation-based optimisation can be formulated as expensive-to-evaluate black-box functions. A popular approach to tackle such problems is Bayesian optimisation, which builds a response surface model based on the data collected so far, and uses the mean and uncertainty predicted by the model to decide what information to collect next. In this paper, we propose a generalisation of the well-known Knowledge Gradient acquisition function that allows it to handle constraints. We empirically compare the new algorithm with four other state-of-the-art constrained Bayesian optimisation algorithms and demonstrate its superior performance. We also prove theoretical convergence in the infinite budget limit.</p>","PeriodicalId":50943,"journal":{"name":"ACM Transactions on Modeling and Computer Simulation","volume":"56 1","pages":""},"PeriodicalIF":0.9,"publicationDate":"2024-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139516607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}