[Developers] admb threading

Matthew Supernaw matthew.supernaw at noaa.gov
Tue Dec 4 10:59:27 PST 2012


Sure! Thats the branch I used. If you implement the DeepCopy functions, I will do the rest, including the write up!



Matthew Supernaw
Scientific Programmer
National Oceanic and Atmospheric Administration
National Marine Fisheries Service
Sustainable Fisheries Division
St. Petersburg, FL, 33701
Office 727-551-5606
Fax 727-824-5300

On Dec 4, 2012, at 1:46 PM, Johnoel Ancheta wrote:

> A branch for ADMB Thread development is available 
> 
> $ svn checkout http://www.admb-project.org/svn/branches/threaded2
> $ make linux
> $ make tests
> 
> If you would like to work together, please let me know.
> 
> Johnoel
> 
> 
> On Tue, Dec 4, 2012 at 8:39 AM, Matthew Supernaw <matthew.supernaw at noaa.gov> wrote:
> 
> So I just tried the threading example and it worked. 
>  
> A couple of questions:
> 
> 1. What are the consequences for modifying the copy constructor to make a deep copy(i'm sure there are many)? 
> 
> 2. Can "send_xxx_to_slave" be replaced with a deep copy function?
> 
> For instance:
> 
> df1b2variable DeepCopy(const df1b2variable &x){
> return deep_copy_of_x;
> }
> 
> 
> class ADMBThread{
> public:
> 
>  df1b2variable x;
> 
> 
> virtual void Run(){
> do something to x….
> }
> 
> };
> 
> 
> int main(){
>     df1b2variable x = rand();
>    ADMBThread thread;
> 
>    thread.x = DeepCopy(x);
> 
>    thread.Start();
> 
> }
> 
> 
> Thanks.
> 
> Matthew
> 
> 
> 
> 
> On Dec 4, 2012, at 9:19 AM, Matthew Supernaw wrote:
> 
>> 
>> Dave, 
>> 
>> You are correct, I didn't review your example code. I'll take a look.
>> 
>> Thanks for the architectural overview. It would be convenient if this information was recorded in software design document. 
>> 
>> 
>> 
>> "I guess you didn't bother wasting your time looking at my example for 
>> dvariables.
>> 
>> The big problem with these objects is not some trivial locking in the 
>> constructor etc.
>> It comes from the fact that the data structure which store all the 
>> information for
>> multiple levels of reverse AD are not thread safe. If you are doing 
>> df1b2variable
>> arithmetic each thread needs its own copy of these."
>> 
>> On Dec 3, 2012, at 2:39 PM, developers-request at admb-project.org wrote:
>> 
>>> Send Developers mailing list submissions to
>>> 	developers at admb-project.org
>>> 
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>>> 	http://lists.admb-project.org/mailman/listinfo/developers
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>>> When replying, please edit your Subject line so it is more specific
>>> than "Re: Contents of Developers digest..."
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>>> 
>>> Today's Topics:
>>> 
>>>   1. Re: admb threading (Matthew Supernaw)
>>> 
>>> 
>>> ----------------------------------------------------------------------
>>> 
>>> Message: 1
>>> Date: Mon, 3 Dec 2012 14:29:01 -0500
>>> From: Matthew Supernaw <matthew.supernaw at noaa.gov>
>>> To: developers at admb-project.org
>>> Subject: Re: [Developers] admb threading
>>> Message-ID: <C8E76651-698E-4D98-A995-40A2F259B069 at noaa.gov>
>>> Content-Type: text/plain; charset="us-ascii"
>>> 
>>> 
>>> Perhaps making admb type containers thread safe is a good place to start. This would make it easier to modify admb internally as well as allow end users to make their own applications concurrent.
>>> 
>>> I've started working on this issue for one of our staff. After profiling his model, I found nearly 70-80% of the runtime was in his user_function looping through a df1b2matrix and doing operations on its elements. In this particular case,
>>> admb is quite fast and is really just waiting for user_function evaluations(nested for loops). This is the perfect location for multi-threading.
>>> 
>>> 
>>> At the moment I'm working on a thread safe wrapper for df1b2matrix in order to speed up this particular model. This should be all that is needed for this particular case, but I suspect this cause may be a common.
>>> 
>>> 
>>> Attached is a simple platform independent threading library. 
>>> 
>>> 
>>> My strategy for making df1b2matrix thread safe is to wrap it as follows:
>>> 
>>> 
>>> 11 #include <admodel.h>
>>> 12 #include "Threads.hpp"
>>> 13 
>>> 14 
>>> 15 namespace admb {
>>> 16
>>> 17   class ts_df1b2matrix {
>>> 18 
>>> 19         int allocated(void) {
>>> 20             noaa::threads::Lock(mutex_);
>>> 21             df1b2matrix_.allocated();
>>> 22         }
>>> 23 
>>> 24         void initialize(void) {
>>> 25             noaa::threads::Lock(mutex_);
>>> 26             df1b2matrix_.initialize();
>>> 27 
>>> 28         }
>>> 29 
>>> 30         ~ts_df1b2matrix() {
>>> 31             noaa::threads::Lock(mutex_);
>>> 32             ~df1b2matrix_;
>>> 33         }
>>> 34 
>>> 35         int rowmin(void) const {
>>> 36             noaa::threads::Lock(mutex_);
>>> 37             df1b2matrix_.rowmin();
>>> 38         }
>>> 39 
>>> 40         int indexmin(void) const {
>>> 41             noaa::threads::Lock(mutex_);
>>> 42             df1b2matrix_.indexmin();
>>> 43         }
>>> 44 
>>> 45         int indexmax(void) const {
>>> 46             noaa::threads::Lock(mutex_);
>>> 47             df1b2matrix_.indexmax();
>>> 48         }
>>> 49 
>>> 50         int rowmax(void) const {
>>> 51             noaa::threads::Lock(mutex_);
>>> 52             df1b2matrix_.rowmax();
>>> 53         }
>>> 54 
>>> 55         int size(void) const {
>>> 56             noaa::threads::Lock(mutex_);
>>> 57             df1b2matrix_.size();
>>> 58         }
>>> 59 
>>> 60         ts_df1b2matrix(int nrl, int nrh) {
>>> 61             noaa::threads::Lock(mutex_);
>>> 62             df1b2matrix_(nrl, nrh);
>>> 63         }
>>> 64 
>>> 65         ts_df1b2matrix(const df1b2matrix &other) {
>>> 66             noaa::threads::Lock(mutex_);
>>> 67             df1b2matrix_(other);
>>> 68         }
>>> 69 
>>> 70         ts_df1b2matrix(const ts_df1b2matrix &other) {
>>> 71             noaa::threads::Lock(mutex_);
>>> 72               noaa::threads::Lock2(other.mutex_);
>>> 73             df1b2matrix_(other.df1b2matrix_);
>>> 74         }
>>> 75 
>>> 76         ts_df1b2matrix(int nrl, int nrh, const index_type &ncl, const index_type &nch) {
>>> 77             noaa::threads::Lock(mutex_);
>>> 78             df1b2matrix(nrl, nrh, ncl, nch);
>>> 79         }
>>> 80 
>>> 81          ts_df1b2matrix& operator=(const df3_one_matrix &other) {
>>> 82             noaa::threads::Lock(mutex_);
>>> 83             this->df1b2matrix_ = other;
>>> 84         }
>>> 85  
>>> .
>>> .
>>> .
>>> .
>>> 
>>> 162 
>>> 163     private:
>>> 164         mutable noaa::threads::Mutex mutex_;
>>> 165         df1b2matrix df1b2matrix_;
>>> 166 
>>> 167 
>>> 168     };
>>> 
>>> 
>>> The call "noaa::threads::Lock(mutex_); " will lock the function and then unlock it as it goes out of scope.
>>> I'll be happy to pass the finished product for review.
>>> 
>>> 
>>> 
>>> 
>>> 
>>> 
>>> 
>>> 
>>> 
>>> 
>>> Matthew Supernaw
>>> Scientific Programmer
>>> National Oceanic and Atmospheric Administration
>>> National Marine Fisheries Service
>>> Sustainable Fisheries Division
>>> St. Petersburg, FL, 33701
>>> Office 727-551-5606
>>> Fax 727-824-5300
>>> 
>>> On Nov 29, 2012, at 3:00 PM, developers-request at admb-project.org wrote:
>>> 
>>>> Send Developers mailing list submissions to
>>>> 	developers at admb-project.org
>>>> 
>>>> To subscribe or unsubscribe via the World Wide Web, visit
>>>> 	http://lists.admb-project.org/mailman/listinfo/developers
>>>> or, via email, send a message with subject or body 'help' to
>>>> 	developers-request at admb-project.org
>>>> 
>>>> You can reach the person managing the list at
>>>> 	developers-owner at admb-project.org
>>>> 
>>>> When replying, please edit your Subject line so it is more specific
>>>> than "Re: Contents of Developers digest..."
>>>> 
>>>> 
>>>> Today's Topics:
>>>> 
>>>>  1. Re: admb threading (Mark Maunder)
>>>>  2. Re: admb threading (dave fournier)
>>>> 
>>>> 
>>>> ----------------------------------------------------------------------
>>>> 
>>>> Message: 1
>>>> Date: Thu, 29 Nov 2012 17:50:41 +0000
>>>> From: Mark Maunder <mmaunder at iattc.org>
>>>> To: dave fournier <davef at otter-rsch.com>,
>>>> 	"developers at admb-project.org"	<developers at admb-project.org>
>>>> Subject: Re: [Developers] admb threading
>>>> Message-ID:
>>>> 	<339913E1960AE142A9373DFCD849F3DA325FA148 at mail1.lajolla.iattc.org>
>>>> Content-Type: text/plain; charset="us-ascii"
>>>> 
>>>> What about the calculation of the hessian, which can be quite long on parameter rich models.
>>>> Profile likelihoods would also be another easy one  
>>>> 
>>>> 
>>>> -----Original Message-----
>>>> From: developers-bounces at admb-project.org [mailto:developers-bounces at admb-project.org] On Behalf Of dave fournier
>>>> Sent: Thursday, November 29, 2012 9:26 AM
>>>> To: developers at admb-project.org
>>>> Subject: Re: [Developers] admb threading
>>>> 
>>>> On 12-11-29 09:11 AM, Hans J. Skaug wrote:
>>>> 
>>>> The obvious transparent one is the -ndb (num der blocks) which was already set up for mult-threading, and I recall Derek was doing something with that, but I never heard about it again, and it is not for separable models.  For separable models one could split up the separable function calls by different threads in a transparent manner.  Both of these involve using the __thread declaration to deal with some global data structures.  The real point of my proof of concept example was to demonstrate that this can be done quite easily.
>>>> 
>>>> 
>>>> 
>>>>> Both are useful, but currently "transparent to the user" is the most important.
>>>>> 
>>>>> hans
>>>>> 
>>>>>> -----Original Message-----
>>>>>> From: developers-bounces at admb-project.org [mailto:developers- 
>>>>>> bounces at admb-project.org] On Behalf Of Mark Maunder
>>>>>> Sent: Thursday, November 29, 2012 8:23 AM
>>>>>> To: John Sibert; ADMB Developers
>>>>>> Subject: Re: [Developers] admb threading
>>>>>> 
>>>>>> parallel code that is "transparent" to the user
>>>>>> 
>>>>>> -----Original Message-----
>>>>>> From: developers-bounces at admb-project.org [mailto:developers- 
>>>>>> bounces at admb-project.org] On Behalf Of John Sibert
>>>>>> Sent: Wednesday, November 28, 2012 4:30 PM
>>>>>> To: ADMB Developers
>>>>>> Subject: [Developers] admb threading
>>>>>> 
>>>>>> Johnoel and I need some feedback about how to approach threading. 
>>>>>> Dave has provided a nice proof of concept using pthreads to implement 
>>>>>> parallel processing on larger chunks of code. This approach is likely 
>>>>>> to have the biggest performance improvement, but seems application 
>>>>>> specific and would require more expertize on the part of users.
>>>>>> 
>>>>>> Alternatively it is possible to implement threading internally in the 
>>>>>> ADMB libraries, concentrating on smaller chunks of code, for instance 
>>>>>> the solve(...) function. This approach would probably have smaller 
>>>>>> performance payoff in most applications, but would be more transparent to users.
>>>>>> 
>>>>>> In principle, the two approaches are not mutually exclusive.
>>>>>> 
>>>>>> So my question to the ADMB Developer group is what did we mean when 
>>>>>> we assigned a high priority to parallelization?  Do we want parallel 
>>>>>> code that is "transparent" to the user (if so what parts of the would 
>>>>>> have the highest priority)? Or do we want to develop tools that allow 
>>>>>> users to create their on threaded code for specific applications? 
>>>>>> (Don't tell me both.)
>>>>>> 
>>>>>> Cheers,
>>>>>> John
>>>>>> PS enjoy the attached.
>>>>>> 
>>>>>> --
>>>>>> John Sibert
>>>>>> Emeritus Researcher, SOEST
>>>>>> University of Hawaii at Manoa
>>>>>> 
>>>>>> Visit the ADMB project http://admb-project.org/
>>>>>> 
>>>>>> _______________________________________________
>>>>>> Developers mailing list
>>>>>> Developers at admb-project.org
>>>>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>>> _______________________________________________
>>>>> Developers mailing list
>>>>> Developers at admb-project.org
>>>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>> 
>>>> _______________________________________________
>>>> Developers mailing list
>>>> Developers at admb-project.org
>>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>> 
>>>> 
>>>> ------------------------------
>>>> 
>>>> Message: 2
>>>> Date: Thu, 29 Nov 2012 09:53:45 -0800
>>>> From: dave fournier <davef at otter-rsch.com>
>>>> To: Mark Maunder <mmaunder at iattc.org>
>>>> Cc: "developers at admb-project.org" <developers at admb-project.org>
>>>> Subject: Re: [Developers] admb threading
>>>> Message-ID: <50B7A129.5030200 at otter-rsch.com>
>>>> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>>>> 
>>>> On 12-11-29 09:50 AM, Mark Maunder wrote:
>>>> 
>>>> The biggest improvement to the profile likelihood would be to replace 
>>>> the current
>>>> penalty function method with the augmented Lagrangian.
>>>> 
>>>>> What about the calculation of the hessian, which can be quite long on parameter rich models.
>>>>> Profile likelihoods would also be another easy one
>>>>> 
>>>>> 
>>>>> -----Original Message-----
>>>>> From: developers-bounces at admb-project.org [mailto:developers-bounces at admb-project.org] On Behalf Of dave fournier
>>>>> Sent: Thursday, November 29, 2012 9:26 AM
>>>>> To: developers at admb-project.org
>>>>> Subject: Re: [Developers] admb threading
>>>>> 
>>>>> On 12-11-29 09:11 AM, Hans J. Skaug wrote:
>>>>> 
>>>>> The obvious transparent one is the -ndb (num der blocks) which was already set up for mult-threading, and I recall Derek was doing something with that, but I never heard about it again, and it is not for separable models.  For separable models one could split up the separable function calls by different threads in a transparent manner.  Both of these involve using the __thread declaration to deal with some global data structures.  The real point of my proof of concept example was to demonstrate that this can be done quite easily.
>>>>> 
>>>>> 
>>>>> 
>>>>>> Both are useful, but currently "transparent to the user" is the most important.
>>>>>> 
>>>>>> hans
>>>>>> 
>>>>>>> -----Original Message-----
>>>>>>> From: developers-bounces at admb-project.org [mailto:developers-
>>>>>>> bounces at admb-project.org] On Behalf Of Mark Maunder
>>>>>>> Sent: Thursday, November 29, 2012 8:23 AM
>>>>>>> To: John Sibert; ADMB Developers
>>>>>>> Subject: Re: [Developers] admb threading
>>>>>>> 
>>>>>>> parallel code that is "transparent" to the user
>>>>>>> 
>>>>>>> -----Original Message-----
>>>>>>> From: developers-bounces at admb-project.org [mailto:developers-
>>>>>>> bounces at admb-project.org] On Behalf Of John Sibert
>>>>>>> Sent: Wednesday, November 28, 2012 4:30 PM
>>>>>>> To: ADMB Developers
>>>>>>> Subject: [Developers] admb threading
>>>>>>> 
>>>>>>> Johnoel and I need some feedback about how to approach threading.
>>>>>>> Dave has provided a nice proof of concept using pthreads to implement
>>>>>>> parallel processing on larger chunks of code. This approach is likely
>>>>>>> to have the biggest performance improvement, but seems application
>>>>>>> specific and would require more expertize on the part of users.
>>>>>>> 
>>>>>>> Alternatively it is possible to implement threading internally in the
>>>>>>> ADMB libraries, concentrating on smaller chunks of code, for instance
>>>>>>> the solve(...) function. This approach would probably have smaller
>>>>>>> performance payoff in most applications, but would be more transparent to users.
>>>>>>> 
>>>>>>> In principle, the two approaches are not mutually exclusive.
>>>>>>> 
>>>>>>> So my question to the ADMB Developer group is what did we mean when
>>>>>>> we assigned a high priority to parallelization?  Do we want parallel
>>>>>>> code that is "transparent" to the user (if so what parts of the would
>>>>>>> have the highest priority)? Or do we want to develop tools that allow
>>>>>>> users to create their on threaded code for specific applications?
>>>>>>> (Don't tell me both.)
>>>>>>> 
>>>>>>> Cheers,
>>>>>>> John
>>>>>>> PS enjoy the attached.
>>>>>>> 
>>>>>>> --
>>>>>>> John Sibert
>>>>>>> Emeritus Researcher, SOEST
>>>>>>> University of Hawaii at Manoa
>>>>>>> 
>>>>>>> Visit the ADMB project http://admb-project.org/
>>>>>>> 
>>>>>>> _______________________________________________
>>>>>>> Developers mailing list
>>>>>>> Developers at admb-project.org
>>>>>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>>>> _______________________________________________
>>>>>> Developers mailing list
>>>>>> Developers at admb-project.org
>>>>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>>> _______________________________________________
>>>>> Developers mailing list
>>>>> Developers at admb-project.org
>>>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>> 
>>>> 
>>>> 
>>>> ------------------------------
>>>> 
>>>> _______________________________________________
>>>> Developers mailing list
>>>> Developers at admb-project.org
>>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>> 
>>>> 
>>>> End of Developers Digest, Vol 45, Issue 5
>>>> *****************************************
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>>> 
>>> _______________________________________________
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>>> Developers at admb-project.org
>>> http://lists.admb-project.org/mailman/listinfo/developers
>>> 
>>> 
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>> 
> 
> 
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> Developers mailing list
> Developers at admb-project.org
> http://lists.admb-project.org/mailman/listinfo/developers
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