Decentralized replica exchange parallel tempering: an efficient implementation of parallel tempering using MPI and SPRNG

Authors:
Yaohang Li;Michael Mascagni;Andrey Gorin
Affiliations:
Department of Computer Science, North Carolina A&T State University, Greensboro, NC;Department of Computer Science, Florida State University, Tallahassee, FL;Division of Computer Science and Mathematics, Oak Ridge National Laboratory, Oak Ridge, TN
Venue:
ICCSA'07 Proceedings of the 2007 international conference on Computational science and its applications - Volume Part III
Year:
2007

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Abstract

Parallel Tempering (PT), also known as Replica Exchange, is a powerful Markov Chain Monte Carlo sampling approach which aims at reducing the relaxation time in simulations of physical systems. In this paper, we present a novel implementation of PT, so-called decentralized replica exchange PT, using MPI and the Scalable Parallel Random Number Generators (SPRNG) libraries. By adjusting the replica exchange operations in the original PT algorithm, and taking advantage of the characteristics of pseudorandom number generators, this implementation minimizes the overhead caused by interprocessor communication in replica exchange in PT. This enables one to efficiently apply PT to large-scale massively parallel systems. The efficiency of this implementation has been demonstrated in the context of various benchmark energy functions, such as the high-dimensional Rosenbrock function, and a rugged funnel-like function.