ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation

doi:10.18637/jss.v100.i07

ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation

2021-01-01

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DOI：10.18637/jss.v100.i07

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Abstract

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ABCpy is a highly modular scientific library for approximate Bayesian computation (ABC) written in Python. The main contribution of this paper is to document a software engineering effort that enables domain scientists to easily apply ABC to their research without being ABC experts; using ABCpy they can easily run large parallel simulations without much knowledge about parallelization. Further, ABCpy enables ABC experts to easily develop new inference schemes and evaluate them in a standardized environment and to extend the library with new algorithms. These benefits come mainly from the modularity of ABCpy. We give an overview of the design of ABCpy and provide a performance evaluation concentrating on parallelization. This points us towards the inherent imbalance in some of the ABC algorithms. We develop a dynamic scheduling MPI implementation to mitigate this issue and evaluate the various ABC algorithms according to their adaptability towards high-performance computing.

Keywords:

ABC

HPC

Spark

MPI

parallel

imbalance

Python library

ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation

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