scaling matlab - mathworks · summary - scale your applications beyond the desktop learn more:...
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1© 2015 The MathWorks, Inc.
Scaling MATLAB
for Your Organisation and Beyond
Rory Adams
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MATLAB at Scale
Front-end scaling
▪ Scale with increasing access requests
Back-end scaling
▪ Scale with increasing computational intensity
▪ Scale with increasing data volumes
Cluster
Cloud
Spark +
Hadoop
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MATLAB at Scale
Back-end scaling
▪ Scale with increasing computational intensity
▪ Scale with increasing data volumes
Cluster
Cloud
Spark +
Hadoop
Front-end scaling
▪ Scale with increasing access requests
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Key Takeaways
1. Share applications and algorithms with anyone
2. Integrate MATLAB functions into existing workflows and
development platforms.
3. Deploy MATLAB applications to service simultaneous
requests via web or cloud frameworks.
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MATLAB Programs Can be Shared With Anyone
Share With Other MATLAB Users Share With People Who do Not Have MATLAB
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Share with MATLAB Users
▪ Directly share MATLAB files
▪ Package an App
▪ Package Entire Toolboxes
AppsFiles
.mltbx
Custom Toolbox
MATLAB
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Scale Up Sharing with MATLAB Users
Icons from www.flaticon.com
File Exchange:
MATLAB Minimart
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MATLAB Programs Can be Shared With Anyone
Share With Other MATLAB Users Share With People Who do Not Have MATLAB
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Application Author
End User
1
2
Share Applications Built Completely in MATLAB
MATLAB
ExcelAdd-in Hadoop
StandaloneApplication
Toolboxes
MATLAB Compiler
MATLAB
Runtime3 • Royalty-free Sharing
• IP Protection via Encryption
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Excel Add-In – Solar Analysis
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1
2
Integrate MATLAB-based Components With Your Own
Software
MATLAB
Toolboxes
MATLAB
Runtime
Application Author
Software Developer
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MATLABProduction
ServerC/C++
Java
.NET
Python
MATLAB Compiler SDK
• Royalty-free Sharing
• IP Protection via Encryption
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Scaling up: Load Forecasting Demo
MATLAB Production Server(s)
HTML
XML
Java Script
Web Server(s)
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MATLAB and MATLAB Production Server
▪ The easiest and most productive environment to take your enterprise
analytics or IoT solution from idea to a scalable production solution
Idea Production
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MATLAB Production ServerEnterprise Class Framework For Running Packaged MATLAB Programs
▪ Server software
– Manages packaged MATLAB
programs and worker pool
▪ MATLAB Runtime libraries
– Single server can use runtimes from
different releases
▪ RESTful JSON interface and
lightweight client library
– Isolates the MATLAB processing
– Access using native data types
MATLAB Production Server
MATLAB
Runtime
Request Broker
&
Program
ManagerEnterprise
ApplicationRESTful
JSON
Enterprise
Application
MPS Client
Library
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Scale Up with MATLAB Production Server™
▪ Scalable and reliable– Service large numbers of concurrent requests
– Add capacity or redundancy with additional
servers
▪ Directly deploy MATLAB programs
into production– Automatically deploy updates without server
restarts
– Most efficient path for creating enterprise
applications
MATLAB Production
Server(s)
HTML
XML
Java ScriptWeb
Server(s)
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MATLAB
MATLAB
Compiler SDK
Customer examples: Financial customer advisory service
MATLAB Production Server
Request
BrokerAlgorithm
Developers
Request
Broker
Request
Broker
o Saved € 2 million
annually for an
external system
o Quicker
implementation of
adjustments in source
code by the
quantitative analysts
o Knowledge + MATLAB
= Build your own
systems
Global
financial
institution with
European HQ
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MATLAB
MATLAB
Compiler SDK
Industrial IoT Analytics on AWS
MATLAB Production Server
Request
Broker
Algorithm
Developers
Industrial Equipment
• Networked
communication
• Embedded sensors
• Data reduction
Business
Systems
Users
Global industrial
equipment
manufacturer
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MATLAB Production Server
Request
Broker
Building Automation IoT Analytics on Azure
Building/HVAC
automation
control system
• Variety of
sensors and
controls
• Networked
communication
• Data reduction
Azure
EventHub
Azure
BlobAzure
SQL
MATLAB
MATLAB
Compiler SDK
Algorithm
Developers
Business
Systems
Users
Global heavy duty
electrical equipment
manufacturer
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Development
Enterprise
Application
Developer
Production
MATLAB
Developer
Production Deployment Workflow
MATLAB Production Server
MATLAB Production Server
Deployable
Archive
Web
Application
...
Function Call
MATLAB
Algorithm
MATLAB
Compiler SDK
Initial Test
Application
Debug Algorithm
Verify data
handling and
initial behavior
Web
ApplicationDeployable
Archives
Function Calls
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Databases
Cloud
Storage
IoT
Visualization
Web
Custom App
Public Cloud Private Cloud
Technology Stack
Platform
Data Business System
MATLAB
Production Server
Analytics
Request
Broker
Azure
Blob
MATLAB
Distributed
Computing
Server
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MATLAB at Scale
Front-end scaling
▪ Scale with increasing access requests
Back-end scaling
▪ Scale with increasing computational intensity
▪ Scale with increasing data volumes
Cluster
Cloud
Spark +
Hadoop
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Key Takeaways
1. Leverage parallel computing
2. Handle big data
3. Seamlessly scale from your desktop to clusters or the
cloud
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Classification learner demo One click to
toggle the use
of parallel
Run classification
learner quick to
train classifiers in
parallel instead of
one by one
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Parallel-enabled ToolboxesEnable acceleration by setting a flag or preference
Optimization
Statistics and
Machine Learning
Neural NetworksImage Processing
Computer Vision
Signal Processing and
Communications
Other Parallel-enabled Toolboxes
Simulink Control
Design
Simulink/Embedded
Coder
Simulink Design
Optimization
Communication
Systems Toolbox
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Independent Tasks or IterationsSimple programming constructs: parfor, parfeval
▪ Examples: parameter sweeps, Monte Carlo simulations
▪ No dependencies or communications between tasks
MATLAB client
MATLAB workers
Time Time
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Run multiple parallel simulations from the parsim command
Run Simulink multiple simulations
in parallel with simplified workflow
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Parallel ComputingMulticore Desktops
Core 3
Core 1 Core 2
Core 4
Worker Worker
Worker Worker
MATLAB multicore
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“…we can run simulations in parallel,
and with a twelve-core computer we see
an almost twelvefold increase in speed.”
Jonathan Fiévez
Carnegie Wave Energy
Carnegie Wave Energy
Develop unique technology for generating
electric power from ocean waves
Aberdeen Asset Management
Improve asset allocation strategies with
machine learning techniques
“… can develop prototypes to test machine learning
techniques quickly… get rapid, reliable results by
running the algorithms with large financial data sets on
a distributed computing cluster.”
Emilio Llorente-Cano
Aberdeen Asset Management
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Processor: Intel Xeon E5-class v2
16 physical cores per node
MATLAB R2016a
Workers
in pool
Compute time
(minutes)
160e3
values
400
values
25
values
1 140 0.38 0.03
10 15 0.05 0.01
20 8.0 0.03 0.01
40 4.2 0.02 0.01
80 2.1 0.02 0.01
100 1.8 0.02 0.01
Why parallel computing mattersScaling case study with a compute cluster
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Cluster
Parallel Computing – Scaling UpClusters/Cloud
Worker Worker Worker Worker Worker Worker
Worker Worker Worker Worker Worker Worker
WorkerWorkerWorkerWorkerWorkerWorker
Worker Worker Worker Worker Worker Worker
Parallel Computing Toolbox MATLAB Distributed Computing Toolbox
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Considerations When Scaling to Clusters
▪ Workers need access to your code
▪ Workers need access to the data
▪ Operating system independent file path management
– fileparts, fullfile, filesep
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MATLAB at Scale
Front-end scaling
▪ Scale with increasing access requests
Back-end scaling
▪ Scale with increasing computational intensity
▪ Scale with increasing data volumes
Cluster
Cloud
Spark +
Hadoop
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Large Data Options
Data fits in memory of pool
▪ Distributed arrays
– Look like normal MATLAB
variables
Data does not fit in memory (Big Data)
▪ Tall arrays
▪ Looks like normal MATLAB variables
▪ Custom map-reduce functions
▪ Can be painful to learn
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tall arrays
▪ Data doesn’t fit into memory
▪ Lots of observations - “tall”
▪ Looks like a normal MATLAB array
– Numeric types, tables, datetimes, strings, etc…
– Basic math, stats, indexing, etc.
– Statistics and Machine Learning Toolbox
(clustering, classification, etc.)
tall array
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tall arraySingle
Machine
Memory
tall arrays
▪ Automatically breaks data up into
small “chunks” that fit in memory
▪ “Chunk” processing is handled
automatically
▪ Processing code for tall arrays is
the same as ordinary arrays
Single
Machine
MemoryProcess
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tall array
Cluster of
Machines
Memory
Single
Machine
Memory
tall arrays - Scaling
▪ Process several “chunks” at once
▪ Scale up to clusters
Single
Machine
MemoryProcess
Single
Machine
MemoryProcess
Single
Machine
MemoryProcess
Single
Machine
MemoryProcess
Single
Machine
MemoryProcess
Single
Machine
MemoryProcess
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Big Data workflow
PROCESS AND ANALYZE
Adapt traditional processing tools or
learn new tools to work with Big Data
ACCESS
More data and collections
of files than fit in memory
SCALE
To Big Data systems
like Hadoop
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Example: Scaling up to Spark and Hadoop
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▪ Tall arraysMATLAB
▪ 100’s of functions supportedMATLABStatistics and Machine Learning Toolbox
▪ Run in parallelParallel Computing Toolbox
Using Tall Arrays
Local diskShared folders
DatabasesHDFS
▪ Run in parallel on Spark clustersMATLAB Distributed Computing Server
▪ Deploy MATLAB applications as standalone applications on Spark clustersMATLAB Compiler
Spark + Hadoop
▪ Run in parallel on compute clustersMATLAB Distributed Computing Server
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Summary - Scale your applications beyond the desktop
Learn More: Parallel Computing on the Cloud
Option Parallel Computing Toolbox
Description Explicit desktop scaling
Maximum
workersNo limit
Hardware Desktop
Availability Worldwide
MATLAB Distributed
Computing Server
for Amazon EC2
Scale to EC2 with some
customization
256
Amazon EC2
United States, Canada and other
select countries in Europe
MATLAB Distributed
Computing Server
for Custom Cloud
Scale to custom cloud
No limit
Amazon EC2,
Microsoft Azure,Others
Worldwide
MATLAB Distributed
Computing Server
Scale to clusters
No limit
Any
Worldwide
MATLAB Distributed
Computing Server
for Hadoop + Spark
Scale to custom cloud
No limit
Hadoop + Spark
Worldwide
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MATLAB at Scale
Back-end scaling
▪ Scale with increasing computational intensity
▪ Scale with increasing data volumes
Cluster
Cloud
Spark +
Hadoop
Front-end scaling
▪ Scale with increasing access requests
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