Parallel variable selection for effective performance prediction

Conference · 10 July 2017

DOI:https://doi.org/10.1109/CCGRID.2017.47· OSTI ID:1827642

Wang, J; Yoo, W; Sim, A; Nugent, P; Wu, K

Large data analysis problems often involve a large number of variables, and the corresponding analysis algorithms may examine all variable combinations to find the optimal solution. For example, to model the time required to complete a scientific workflow, we need to consider the impact of dozens of parameters. To reduce the model building time and reduce the likelihood of overfitting, we look to variable selection methods to identify the critical variables for the performance model. In this work, we create a combination of variable selection and performance prediction methods that is as effective as the exhaustive search approach when the exhaustive search could be completed in a reasonable amount of time. To handle the cases where the exhaustive search is too time consuming, we develop the parallelized variable selection algorithm. Additionally, we develop a parallel grouping mechanism that further reduces the variable selection time by 70%.As a case study, we exercise the variable selection technique with the performance measurement data from the Palomar Transient Factory (PTF) workflow. The application scientists have determined that about 50 variables and parameters are important to the performance of the workflows. Our tests show that the Sequential Backward Selection algorithm is able to approximate the optimal subset relatively quickly. By reducing the number of variables used to build the model from 50 to 4, we are able to maintain the prediction quality while reducing the model building time by a factor of 6. Using the parallelization and grouping techniques we developed in this work, the variable selection process was reduced from over 18 hours to 15 minutes while ending up with the same variable subset.

• Research Organization: Lawrence Berkeley National Laboratory (LBNL), Berkeley, CA (United States)
• Sponsoring Organization: USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)
• DOE Contract Number: AC02-05CH11231
• OSTI ID: 1827642
• Country of Publication: United States
• Language: English