Accelerating performance inference over closed systems by asymptotic methods
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Accepted version
Author(s)
Casale, G
Type
Conference Paper
Abstract
Recent years have seen a rapid growth of interest in exploiting monitoring
data collected from enterprise applications for automated management and performance feedbacks. In spite of this trend, even simple performance inference problems involving queueing theoretic formulas often incur computational bottlenecks, for example upon computing likelihoods in models of batch systems. Motivated by this issue, we revisit the solution of multiclass closed queueing networks, which are popular models used to describe batch and distributed applications with parallelism constraints.
We first prove that the normalizing constant of the equilibrium state probabilities of a closed model can be reformulated in an exact manner as a multidimensional integral over the unit simplex. This gives as a by-product the first exact expressions for the multiclass normalizing constant that are both tractable and explicit. We then derive a novel method based on cubature rules to efficiently evaluate the proposed integral form in small and medium-sized models. For large models, we propose novel asymptotic expansions and Monte Carlo sampling methods to efficiently and accurately approximate normalizing constants and likelihoods. We illustrate the resulting accuracy gains in problems involving optimization-based inference.
data collected from enterprise applications for automated management and performance feedbacks. In spite of this trend, even simple performance inference problems involving queueing theoretic formulas often incur computational bottlenecks, for example upon computing likelihoods in models of batch systems. Motivated by this issue, we revisit the solution of multiclass closed queueing networks, which are popular models used to describe batch and distributed applications with parallelism constraints.
We first prove that the normalizing constant of the equilibrium state probabilities of a closed model can be reformulated in an exact manner as a multidimensional integral over the unit simplex. This gives as a by-product the first exact expressions for the multiclass normalizing constant that are both tractable and explicit. We then derive a novel method based on cubature rules to efficiently evaluate the proposed integral form in small and medium-sized models. For large models, we propose novel asymptotic expansions and Monte Carlo sampling methods to efficiently and accurately approximate normalizing constants and likelihoods. We illustrate the resulting accuracy gains in problems involving optimization-based inference.
Date Issued
2017-06-01
Date Acceptance
2017-01-05
Citation
Proceedings of the ACM on Measurement and Analysis of Computing Systems, 2017, 1 (1), pp.64-64
ISBN
9781450321389
ISSN
2476-1249
Publisher
ACM
Start Page
64
End Page
64
Journal / Book Title
Proceedings of the ACM on Measurement and Analysis of Computing Systems
Volume
1
Issue
1
Copyright Statement
© ACM, 2017. This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution.The definitive version was published in http://dx.doi.org/10.1145/1235
Sponsor
Commission of the European Communities
Engineering & Physical Science Research Council (EPSRC)
Identifier
https://dl.acm.org/doi/10.1145/3078505.3078514
Grant Number
644869
EP/L00738X/1
Source
ACM SIGMETRICS
Publication Status
Published
Start Date
2017-06-05
Finish Date
2017-06-09
Coverage Spatial
Urbana-Champaign, Illinois, USA
Date Publish Online
2017-06