Presentation is loading. Please wait.

Presentation is loading. Please wait.

Authors: M. Tomassini , M Oussaidene , B. Chopard and O. Pictet

Similar presentations


Presentation on theme: "Authors: M. Tomassini , M Oussaidene , B. Chopard and O. Pictet"— Presentation transcript:

1 Authors: M. Tomassini , M Oussaidene , B. Chopard and O. Pictet
Parallel Genetic Programming And Its Application To Trading Model Induction Authors: M. Tomassini , M Oussaidene , B. Chopard and O. Pictet

2 Load Balancing Task : Fitness Computation of a Genetic Program
Task Size: Time Complexity of a Genetic Program to be Evaluated

3 Types of Load Balancing
Static Round Robin Policy ith Task assigned to Processor i/m Dynamic Greedy Heuristic Processing Nodes Mi (i = 1…..m) Tasks Tj (j = 1….p) Size of Task Cj

4 Dynamic Load Balancing Algorithm
Sort Cj in Downward Order Initialize workload li to zero For all Tasks find Mi*, the least loaded processor such that li* <= lk , for all k Assign Tj to Mi* , Li* = Li* + Cj

5 Parallel Programming Performance
For Speedup Measurement , they have a fixed problem size. Speedup Measurement on two different problem instances for both scheduling algorithms : Measurement n d p g A 1000 6 100 B 12 10

6 Parallel Programming Performance

7 Time Complexity and Scalability Analysis
Sequential Time : Tseq = αmpC* p : population size n : problem size C* : average population complexity α : average time required to perform each arithmetic operation

8 Time Complexity and Scalability Analysis
Parallel Time : lmax <= pC*/m + Cmax Approximately : lmax = pC*/m Evaluation of G.P. for n fitness cases: Tcomp = αnpC*/m

9 Time Complexity and Scalability Analysis
Communication Time : Tcom = pтs + тdΘ(pC*) Total Parallel Time : Tpar = Tcomp + Tcom Tpar ≈ αnpC*/m + ßpC*

10 Speedup Speedup on m processors:
S = αnm/(αn + ßm) For Fixed problem size n, speedup saturates to n(α/ß). For a given no. of processes m, nearly linear speedups are obtained.

11 Scalability Scalability: E = S/m = αn/(αn + ßm)
F(m) = n = (E/1 – E)(ß/α)m where, isoefficiency function F(m) indicates how the problem size n must grow as the no. of processes m increases in order to obtain a given efficiency E.

12 Trading Model Performance


Download ppt "Authors: M. Tomassini , M Oussaidene , B. Chopard and O. Pictet"

Similar presentations


Ads by Google