A Gentle Introduction to Kriging

Training by Martin Zaefferer

Gummersbach, 17 June 2016

When faced with expensive to evaluate optimization problems, one frequent approach is to replace the optimized objective function by a surrogate model. One popular choice of surrogate model is Kriging. Kriging understands observations as realizations of a Gaussian process. The popularity of Kriging is due to the fact that it not only produces accurate predictions, but also provides an estimate of the prediction uncertainty. This feature is used to balance exploration and exploitation in surrogate assisted optimization.

In this training, we introduce the modeling technique. We start by motivating Kriging with a simple, linear modeling problem that is solved by a classic regression approach. Then, Kriging is introduced and used to model a more complex problem. Finally, the uncertainty estimate of the model is presented and it is briefly explained how this is employed in optimization algorithms.

The training is based on R code to show that Kriging can very easily be implemented. All employed source code is included within the slides.

Grid’5000 Experimental Testbed

Training by Nouredine Melab and Jan Gmys

Bled, 20 May 2016

Grid’5000 is a French nation-wide experimental testbed dedicated to research and education related to parallel and/or distributed computing. This tutorial provides a fast handling of the Grid’5000 infrastructure through a lecture (1h) and a practical lab (2 to 3 hours).

The lecture starts with the presentation of the motivations, the objectives and architecture of the testbed. Then, the experimentation methodology is presented together with the associated software services and tools. The different steps of the methodology, including resource reservation, experiment deployment and system reconfiguration, monitoring, etc., are detailed and illustrated with some practical examples. Finally, some early significant experiments using Grid’5000 are reported.

The practical lab covers the major steps for conducting an experiment on the testbed using different tools: SSH, OAR, Monica, Kadeploy, etc. The lab starts with the connection procedure to Grid’5000. This step is then followed by interactive and passive resource reservation and supervision. An OpenMP program is used as a use case to illustrate the deployment of a parallel application. The lab is ended with the procedure illustrating the system reconfiguration for a special application deployment.

Training materials

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