Distributed Generic Maximum Likelihood Package

GMLE - Distributed and Generic Maximum Likelihood Evaluation Package

What is GMLE?

GMLE is a distributed generic maximum likelihood evaluator implemented in the MPI/C and SALSA/Java programming languages. Users can define a function to be evaluated in a distributed fashion over distributed data. Different search methods can then be used to find the maximum likelihood. Currently, gradient descent, conjugate gradient descent, simplex and genetic search have been implemented for GMLE.

Updates

GMLE is now version 0.2.

Release Notes:

GMLE has been updated to use salsa 2.0 (salsa "lite"). This involves improved reduced memory overhead and improved performance.
The GeneticSearchProbabilistic search has been added for SALSA. This performs an asynchronous genetic search.
The SALSA Physics package has been updated to use GeneticSearchProbabilistic and GradientDescent.
The SALSA Astronomy package has been updated to use GeneticSearchProbabilistic and Simplex.

The package can be downloaded here.

Previous releases can be accessed here.

Publications

GMLE/MPI

Examples:

sum_of_squares.c

Evaluator API:

evaluator.h

Search Method APIs:

gradient_descent.h

genetic_search.h

simplex.h

Compilation:

sum_of_squares.c (from the gmle/mpi/sum_of_squares/ directory):

gmle/mpi/sum_of_squares/ $ mpicc -lm -o sum_of_squares sum_of_squares.c ../framework/*.c
gmle/mpi/sum_of_squares/ $ ./sum_of_squares

astronomy.c (from the /gmle/mpi/astronomy/ directory):

/gmle/mpi/astronomy/ $ mpicc -lm -o astronomy *.c ../framework/*.c
/gmle/mpi/astronomy/ $ ./astronomy

GMLE/SALSA

Examples:

SumOfSquares.salsa

Search Method APIs:

GradientDescent.salsa

GeneticSearch.salsa -- Under Development

GeneticSearchProbabilistic.salsa

Simplex.salsa

Compilation and Execution:

Download and install SALSA from here.
Compile the framework package (from the gmle/salsa/framework/ directory):

gmle/salsa/framework/ $ java salsac.SalsaCompiler. *.salsa
gmle/salsa/framework/ $ javac *.java

SumOfSquares.salsa (from the gmle/salsa/sum_of_squares/ directory):

gmle/salsa/sum_of_squares/ $ java salsac.SalsaCompiler. *.salsa
gmle/salsa/sum_of_squares/ $ javac *.java
gmle/salsa/sum_of_squares/ $ java gmle.salsa.sum_of_squares.SumOfSquares

Astronomy package (from the /gmle/mpi/astronomy/ directory):

gmle/salsa/astronomy/ $ java salsac.SalsaCompiler. *.salsa
gmle/salsa/astronomy/ $ javac *.java
gmle/salsa/astronomy/ $ java gmle.salsa.astronomy.MaxLikelihood

Physics package (from the /gmle/mpi/physics/ directory):

gmle/salsa/physics/ $ java salsac.SalsaCompiler. *.salsa
gmle/salsa/physics/ $ javac *.java
gmle/salsa/physics/ $ java gmle.salsa.physics.MaxLikelihood

Contact Information

Mailing List:

Astro (astro AT cs DOT rpi DOT edu)

Graduate Students:

Nathan Cole (colen2 AT rpi DOT edu)

Travis Desell (deselt AT rpi DOT edu)

Professors:

Malik Magdon-Ismail (magdon AT cs DOT rpi DOT edu)

Heidi Newberg (heidi AT rpi DOT edu)

Boleslaw Szymanski (szymansk AT cs DOT rpi DOT edu)

Carlos Varela (cvarela AT cs DOT rpi DOT edu)

Worldwide Computing Laboratory

Department of Computer Science

Rensselaer Polytechnic Institute