Sebastián Dormido Canto

Parallel dynamic programming on clusters of workstations

The standard DP (dynamic programming) algorithms are limited by the substantial computational demands they put on contemporary serial computers. In this work, the theory behind the solution to serial monadic dynamic programming problems highlights the theory and application of parallel dynamic programming on a general-purpose architecture (cluster or network of workstations). A simple and well-known technique, message passing, is considered. Several parallel serial monadic DP algorithms are proposed, based on the parallelization in the state variables and the parallelization in the decision variables. Algorithms with no interpolation are also proposed. It is demonstrated how constraints introduce load unbalance which affect scalability and how this problem is inherent to DP.

SOM and Feature Weights Based Method for Dimensionality Reduction in Large Gauss Linear Models

Discovering the most important variables is a crucial step for accelerating model building without losing potential predictive power of the data. In many practical problems is necessary to discover the dependant variables and the ones that are redundant. In this paper an automatic method for discovering the most important signals or characteristics to build data-driven models is presented. This method was developed thinking in a very high dimensionality inputs spaces, where many variables are independent, but existing many others which are combinations of the independent ones. The base of the method are the SOM neural network and a method for feature weighting very similar to Linear Discriminant Analysis (LDA) with some modifications.