High performance CPU/GPU clusters -Increasing throughput and decreasing latency by leveraging mechanical sympathy
Location:Legends Ballroom - Robinson-WhitmanAbstract:
Certain areas of finance, in particular Risk Management, have been running large compute clusters for years. However, simply relying on the cluster providers for orchestration does not necessarily lead to increased performance and definitely does not exploit the hardware resources efficiently. Similarly, various hardware acceleration devices such as FPGAs and GPUs have been gaining traction in finance, but leveraging them correctly in clusters raises the bar even higher. Achieving ROI on a large cluster of heterogeneous resources requires tailored data layouts and protocols, leverage of mechanical sympathy and specialized job orchestration algorithms. In this talk we explore some interesting strategies to increase cluster performance using techniques like topology-aware communication, job-aware caching, pre-fetching, real-time/streaming vs batch processing etc. We will also look into the techniques that are employed by some of the foremost technology pioneers and leaders in the cluster field and evaluate their applicability within the world of Finance.