GPU Recommendation for Parallel Computing

2019 2 14
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Hi. I am trying speed up a boosted tree learning algorithm via parfor. I have been able to get it running on AWS, but this hasn't proven to be an ideal solution for development work, as AWS charges a lot for keeping the cluster in an online state and takes a fair amount of time to change the state from offline to online. And so, I am interested in exploring the possibility of doing some of the development work using a local GPU cluster instead of AWS. Can you recommend a decent GPU (@ ~$1000) for a problem that requires 100-500 iterations, each of which takes around 3 minutes to run in serial on a decent laptop, and relies on around 200MB of data to be passed and processed by each worker? Or is this not a sensible route to pursue given my problem and budget? I just don't have a good sense of the extent to which such a problem could be parallelized using a single GPU (and whether the memory or the processing capacity of the individual GPU workers will be the binding constraint).

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Matt J
Matt J 2019-2-14
编辑：Matt J 2019-2-14
Well, a single GPU doesn't have the same functionality as a cluster. It doesn't let you run arbitrary programs on each of its cores in parallel. If you show us what computations your are doing, and relevant matrix sizes, the forum may be able to give more pertinent advice.
Josh Coval
Josh Coval 2019-2-14
Got it. That's quite helpful. The loop I'm trying to speed up is as follows:
parfor w = 1:W
t0 = ndx(w);
ndxt = 1:t0;
if t0 <= params.tree.HL ; continue; end
data1_w = data1(:,:,ndxt); % 8x8x200000 ~45MB
data2_w = data2(:,:,ndxt); % 8x8x200000 ~45MB
data3_w = data3(:,:,ndxt); % 8x8x200000 ~45MB
data4_w = data4(ndxt,:); % 8x200000 ~5MB
data5_w = data5(ndxt,:); % 14x200000 ~19MB
forestCell{w} = growForestp(data1_w, data2_w, data3_w, data4_w, data5_w, params); % ~1MB
end
not sure if this clarifies things sufficiently. As I mentioned, growForestp takes around 3 minutes to run.
Matt J
Matt J 2019-2-14
It's a good start, but we need to see the slow part of the code, presumably growForestp, if we're to recommend ways to optimize it.
Josh Coval
Josh Coval 2019-2-14
I'm afraid I may get into trouble if I post much of growForestp (and it also has a large number of lines). That having been said, I'm not really looking to optimize the growForestp code so much as identify a good hardware setup that will allow it to be run in parallel locally instead of on AWS. But I totally understand that this may not give you enough information for you to provide any additional guidance -- and I do appreciate your pointing out that a single local GPU will be a poor substitute.

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Matt J
Matt J 2019-2-14
编辑：Matt J 2019-2-14

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Well, the one general thing I can say is that if you convert all of the variables data1...data5 variables to gpuArray objects, then the manipulations done by growForestp would likely be considerably faster assuming they consist of a lot of matrix arithmetic. In other words, you can use the GPU to gain speed in other ways besides just deploying parallel instances of growForestp.
I don't know what kind of GPU resources the AWS offers. Maybe each cluster node has its own GPU? If you want to implement on your own local cluster sharing a single GPU, I would probably go with the GeForce GTX Titan X (which has 12 GB RAM) or the GeForce GTX 1080 Ti (which has 9 GB RAM). That should easily accomodate jobs from at least 20 parallel workers. Of course, I am not sure what the communications overhead would be from 20 workers trying to share/access a single GPU card...

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Josh Coval
Josh Coval 2019-2-14
super helpful. thanks!
Walter Roberson
Walter Roberson 2019-2-14
Mathworks recommends against sharing a gpu between parallel workers . The communication overhead of synch is one of the most expensive gpu operations .

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