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We present a Markov Decision Process (MDP) approach to compute the optimal on-line speed scaling policy to minimize the energy consumption of a processor executing a finite or infinite set of jobs with real-time constraints. The policy is computed off-line but used on-line. We provide several qualitative properties of the optimal policy: monotonicity with respect to the jobs parameters, comparison with on-line deterministic algorithms. Numerical experiments show that our proposition performs well when compared with off-line optimal solutions and out-performs on-line solutions oblivious to statistical information on the jobs.

See LIG webpage.

Detecting Performance Outliers for Task-based HPC Applications in
multi-[CPU|GPU|Node] clusters

Programming paradigms in High-Performance Computing have
been shifting towards task-based models which are capable of
adapting readily to heterogeneous and scalable
supercomputers. Detecting performance outliers in such environments
is particularly difficult because it must consider architecture
heterogeneity and variability. In this work we present how we have
employed a very simple performance model to highlight task outliers
of the well-known tiled-based dense Cholesky factorization running
on top of StarPU-MPI, a runtime for task-based applications. Such
work has been integrated into our visualization framework based on the
R programming language and the tidyverse meta-package. Experiments
have been conducted in a controlled environment using the Chifflet
cluster at Lille, part of the Grid'5000 infrastructure, using up to
eight nodes, each one equipped with 28 cores and two GPUs. The
preliminary results, derived from collected traces, indicate that
explicit binding for the MPI and GPU-managing threads, within
StarPU, alleviate the issue, leading to performance gains.

Les algorithmes de non-regret sont souvent utilisés dans les jeux répétés où les joueurs ont peu d’information sur le jeu auquel ils jouent. Ces algorithmes garantissent que le regret de chaque joueur est sous-linéaire. La moyenne temporelle des stratégies choisies en suivant un algorithme de non-regret converge dans l’ensemble des équilibres corrélés. Cependant cela ne donne aucune information sur la convergence de la séquence de stratégies.
Nous nous sommes intéressés à la question « est-ce que la sequence de stratégie obtenue pas un algorithme de non regret converge vers un équilibre de Nash? ».
Dans cet exposé, je présenterai un algorithme de non regret appelé Hedge qui est une version d’algorithmes à poids exponentiels. En particulier, je discuterai la convergence des séquences de stratégies obtenues par Hedge en utilisant deux types d’informations accessibles aux joueurs.