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1. Synthesizing Precise Static Analyzers for Automatic Differentiation

   https://doi.org/10.1145/3622867  

   Laurel, Jacob ; Qian, Siyuan Brant ; Singh, Gagandeep ; Misailovic, Sasa ( October 2023 , Proceedings of the ACM on Programming Languages)

   We present Pasado, a technique for synthesizing precise static analyzers for Automatic Differentiation. Our technique allows one to automatically construct a static analyzer specialized for the Chain Rule, Product Rule, and Quotient Rule computations for Automatic Differentiation in a way that abstracts all of the nonlinear operations of each respective rule simultaneously. By directly synthesizing an abstract transformer for the composite expressions of these 3 most common rules of AD, we are able to obtain significant precision improvement compared to prior works which compose standard abstract transformers together suboptimally. We prove our synthesized static analyzers sound and additionally demonstrate the generality of our approach by instantiating these AD static analyzers with different nonlinear functions, different abstract domains (both intervals and zonotopes) and both forward-mode and reverse-mode AD.

   We evaluate Pasado on multiple case studies, namely soundly computing bounds on a neural network’s local Lipschitz constant, soundly bounding the sensitivities of financial models, certifying monotonicity, and lastly, bounding sensitivities of the solutions of differential equations from climate science and chemistry for verified ranges of initial conditions and parameters. The local Lipschitz constants computed by Pasado on our largest CNN are up to 2750× more precise compared to the existing state-of-the-art zonotope analysis. The bounds obtained on the sensitivities of the climate, chemical, and financial differential equation solutions are between 1.31 − 2.81× more precise (on average) compared to a state-of-the-art zonotope analysis.

    

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2. GPU Accelerated Automatic Differentiation With Clad

   Ifrim, Ioana ; Vassilev, Vassil ; Lange, David ( October 2022 , 20th International Workshop on Advanced Computing and Analysis Techniques in Physics Research)

   Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics to High Energy Physics. Computing gradients with the help of AD is guaranteed to be more precise than the numerical alternative and have a low, constant factor more arithmetical operations compared to the original function. Moreover, AD applications to domain problems typically are computationally bound. They are often limited by the computational requirements of high-dimensional parameters and thus can benefit from parallel implementations on graphics processing units (GPUs). Clad aims to enable differential analysis for C/C++ and CUDA and is a compiler-assisted AD tool available both as a compiler extension and in ROOT. Moreover, Clad works as a plugin extending the Clang compiler; as a plugin extending the interactive interpreter Cling; and as a Jupyter kernel extension based on xeus-cling. We demonstrate the advantages of parallel gradient computations on GPUs with Clad. We explain how to bring forth a new layer of optimization and a proportional speed up by extending Clad to support CUDA. The gradients of well-behaved C++ functions can be automatically executed on a GPU. The library can be easily integrated into existing frameworks or used interactively. Furthermore, we demonstrate the achieved application performance improvements, including (~10x) in ROOT histogram fitting and corresponding performance gains from offloading to GPUs. 

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3. Reverse-mode automatic differentiation and optimization of GPU kernels via enzyme

   https://doi.org/10.1145/3458817.3476165  

   Moses, William S. ; Churavy, Valentin ; Paehler, Ludger ; Hückelheim, Jan ; Narayanan, Sri Hari ; Schanen, Michel ; Doerfert, Johannes ( November 2021 , SC '21: Proceedings of the International Conference for High Performance Computing, Networking, Storage and Analysis)

   Computing derivatives is key to many algorithms in scientific computing and machine learning such as optimization, uncertainty quantification, and stability analysis. Enzyme is a LLVM compiler plugin that performs reverse-mode automatic differentiation (AD) and thus generates high performance gradients of programs in languages including C/C++, Fortran, Julia, and Rust. Prior to this work, Enzyme and other AD tools were not capable of generating gradients of GPU kernels. Our paper presents a combination of novel techniques that make Enzyme the first fully automatic reversemode AD tool to generate gradients of GPU kernels. Since unlike other tools Enzyme performs automatic differentiation within a general-purpose compiler, we are able to introduce several novel GPU and AD-specific optimizations. To show the generality and efficiency of our approach, we compute gradients of five GPU-based HPC applications, executed on NVIDIA and AMD GPUs. All benchmarks run within an order of magnitude of the original program's execution time. Without GPU and AD-specific optimizations, gradients of GPU kernels either fail to run from a lack of resources or have infeasible overhead. Finally, we demonstrate that increasing the problem size by either increasing the number of threads or increasing the work per thread, does not substantially impact the overhead from differentiation. 

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4. A dual number abstraction for static analysis of Clarke Jacobians

   https://doi.org/10.1145/3498718  

   Laurel, Jacob ; Yang, Rem ; Singh, Gagandeep ; Misailovic, Sasa ( January 2022 , Proceedings of the ACM on Programming Languages)

   We present a novel abstraction for bounding the Clarke Jacobian of a Lipschitz continuous, but not necessarily differentiable function over a local input region. To do so, we leverage a novel abstract domain built upon dual numbers, adapted to soundly over-approximate all first derivatives needed to compute the Clarke Jacobian. We formally prove that our novel forward-mode dual interval evaluation produces a sound, interval domain-based over-approximation of the true Clarke Jacobian for a given input region. Due to the generality of our formalism, we can compute and analyze interval Clarke Jacobians for a broader class of functions than previous works supported – specifically, arbitrary compositions of neural networks with Lipschitz, but non-differentiable perturbations. We implement our technique in a tool called DeepJ and evaluate it on multiple deep neural networks and non-differentiable input perturbations to showcase both the generality and scalability of our analysis. Concretely, we can obtain interval Clarke Jacobians to analyze Lipschitz robustness and local optimization landscapes of both fully-connected and convolutional neural networks for rotational, contrast variation, and haze perturbations, as well as their compositions. 

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5. A Deep Learning-Based Real-time Seizure Detection System

   https://doi.org/10.1109/SPMB50085.2020.9353623  

   Shawki, N. ; Elseify, T. ; Cap, T. ; Shah, V. ; Obeid, I. ; Picone, J. ( December 2020 , Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium (SPMB))

   Obeid, Iyad Selesnick (Ed.)

   Electroencephalography (EEG) is a popular clinical monitoring tool used for diagnosing brain-related disorders such as epilepsy [1]. As monitoring EEGs in a critical-care setting is an expensive and tedious task, there is a great interest in developing real-time EEG monitoring tools to improve patient care quality and efficiency [2]. However, clinicians require automatic seizure detection tools that provide decisions with at least 75% sensitivity and less than 1 false alarm (FA) per 24 hours [3]. Some commercial tools recently claim to reach such performance levels, including the Olympic Brainz Monitor [4] and Persyst 14 [5]. In this abstract, we describe our efforts to transform a high-performance offline seizure detection system [3] into a low latency real-time or online seizure detection system. An overview of the system is shown in Figure 1. The main difference between an online versus offline system is that an online system should always be causal and has minimum latency which is often defined by domain experts. The offline system, shown in Figure 2, uses two phases of deep learning models with postprocessing [3]. The channel-based long short term memory (LSTM) model (Phase 1 or P1) processes linear frequency cepstral coefficients (LFCC) [6] features from each EEG channel separately. We use the hypotheses generated by the P1 model and create additional features that carry information about the detected events and their confidence. The P2 model uses these additional features and the LFCC features to learn the temporal and spatial aspects of the EEG signals using a hybrid convolutional neural network (CNN) and LSTM model. Finally, Phase 3 aggregates the results from both P1 and P2 before applying a final postprocessing step. The online system implements Phase 1 by taking advantage of the Linux piping mechanism, multithreading techniques, and multi-core processors. To convert Phase 1 into an online system, we divide the system into five major modules: signal preprocessor, feature extractor, event decoder, postprocessor, and visualizer. The system reads 0.1-second frames from each EEG channel and sends them to the feature extractor and the visualizer. The feature extractor generates LFCC features in real time from the streaming EEG signal. Next, the system computes seizure and background probabilities using a channel-based LSTM model and applies a postprocessor to aggregate the detected events across channels. The system then displays the EEG signal and the decisions simultaneously using a visualization module. The online system uses C++, Python, TensorFlow, and PyQtGraph in its implementation. The online system accepts streamed EEG data sampled at 250 Hz as input. The system begins processing the EEG signal by applying a TCP montage [8]. Depending on the type of the montage, the EEG signal can have either 22 or 20 channels. To enable the online operation, we send 0.1-second (25 samples) length frames from each channel of the streamed EEG signal to the feature extractor and the visualizer. Feature extraction is performed sequentially on each channel. The signal preprocessor writes the sample frames into two streams to facilitate these modules. In the first stream, the feature extractor receives the signals using stdin. In parallel, as a second stream, the visualizer shares a user-defined file with the signal preprocessor. This user-defined file holds raw signal information as a buffer for the visualizer. The signal preprocessor writes into the file while the visualizer reads from it. Reading and writing into the same file poses a challenge. The visualizer can start reading while the signal preprocessor is writing into it. To resolve this issue, we utilize a file locking mechanism in the signal preprocessor and visualizer. Each of the processes temporarily locks the file, performs its operation, releases the lock, and tries to obtain the lock after a waiting period. The file locking mechanism ensures that only one process can access the file by prohibiting other processes from reading or writing while one process is modifying the file [9]. The feature extractor uses circular buffers to save 0.3 seconds or 75 samples from each channel for extracting 0.2-second or 50-sample long center-aligned windows. The module generates 8 absolute LFCC features where the zeroth cepstral coefficient is replaced by a temporal domain energy term. For extracting the rest of the features, three pipelines are used. The differential energy feature is calculated in a 0.9-second absolute feature window with a frame size of 0.1 seconds. The difference between the maximum and minimum temporal energy terms is calculated in this range. Then, the first derivative or the delta features are calculated using another 0.9-second window. Finally, the second derivative or delta-delta features are calculated using a 0.3-second window [6]. The differential energy for the delta-delta features is not included. In total, we extract 26 features from the raw sample windows which add 1.1 seconds of delay to the system. We used the Temple University Hospital Seizure Database (TUSZ) v1.2.1 for developing the online system [10]. The statistics for this dataset are shown in Table 1. A channel-based LSTM model was trained using the features derived from the train set using the online feature extractor module. A window-based normalization technique was applied to those features. In the offline model, we scale features by normalizing using the maximum absolute value of a channel [11] before applying a sliding window approach. Since the online system has access to a limited amount of data, we normalize based on the observed window. The model uses the feature vectors with a frame size of 1 second and a window size of 7 seconds. We evaluated the model using the offline P1 postprocessor to determine the efficacy of the delayed features and the window-based normalization technique. As shown by the results of experiments 1 and 4 in Table 2, these changes give us a comparable performance to the offline model. The online event decoder module utilizes this trained model for computing probabilities for the seizure and background classes. These posteriors are then postprocessed to remove spurious detections. The online postprocessor receives and saves 8 seconds of class posteriors in a buffer for further processing. It applies multiple heuristic filters (e.g., probability threshold) to make an overall decision by combining events across the channels. These filters evaluate the average confidence, the duration of a seizure, and the channels where the seizures were observed. The postprocessor delivers the label and confidence to the visualizer. The visualizer starts to display the signal as soon as it gets access to the signal file, as shown in Figure 1 using the “Signal File” and “Visualizer” blocks. Once the visualizer receives the label and confidence for the latest epoch from the postprocessor, it overlays the decision and color codes that epoch. The visualizer uses red for seizure with the label SEIZ and green for the background class with the label BCKG. Once the streaming finishes, the system saves three files: a signal file in which the sample frames are saved in the order they were streamed, a time segmented event (TSE) file with the overall decisions and confidences, and a hypotheses (HYP) file that saves the label and confidence for each epoch. The user can plot the signal and decisions using the signal and HYP files with only the visualizer by enabling appropriate options. For comparing the performance of different stages of development, we used the test set of TUSZ v1.2.1 database. It contains 1015 EEG records of varying duration. The any-overlap performance [12] of the overall system shown in Figure 2 is 40.29% sensitivity with 5.77 FAs per 24 hours. For comparison, the previous state-of-the-art model developed on this database performed at 30.71% sensitivity with 6.77 FAs per 24 hours [3]. The individual performances of the deep learning phases are as follows: Phase 1’s (P1) performance is 39.46% sensitivity and 11.62 FAs per 24 hours, and Phase 2 detects seizures with 41.16% sensitivity and 11.69 FAs per 24 hours. We trained an LSTM model with the delayed features and the window-based normalization technique for developing the online system. Using the offline decoder and postprocessor, the model performed at 36.23% sensitivity with 9.52 FAs per 24 hours. The trained model was then evaluated with the online modules. The current performance of the overall online system is 45.80% sensitivity with 28.14 FAs per 24 hours. Table 2 summarizes the performances of these systems. The performance of the online system deviates from the offline P1 model because the online postprocessor fails to combine the events as the seizure probability fluctuates during an event. The modules in the online system add a total of 11.1 seconds of delay for processing each second of the data, as shown in Figure 3. In practice, we also count the time for loading the model and starting the visualizer block. When we consider these facts, the system consumes 15 seconds to display the first hypothesis. The system detects seizure onsets with an average latency of 15 seconds. Implementing an automatic seizure detection model in real time is not trivial. We used a variety of techniques such as the file locking mechanism, multithreading, circular buffers, real-time event decoding, and signal-decision plotting to realize the system. A video demonstrating the system is available at: https://www.isip.piconepress.com/projects/nsf_pfi_tt/resources/videos/realtime_eeg_analysis/v2.5.1/video_2.5.1.mp4. The final conference submission will include a more detailed analysis of the online performance of each module. ACKNOWLEDGMENTS Research reported in this publication was most recently supported by the National Science Foundation Partnership for Innovation award number IIP-1827565 and the Pennsylvania Commonwealth Universal Research Enhancement Program (PA CURE). Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the official views of any of these organizations. REFERENCES [1] A. Craik, Y. He, and J. L. Contreras-Vidal, “Deep learning for electroencephalogram (EEG) classification tasks: a review,” J. Neural Eng., vol. 16, no. 3, p. 031001, 2019. https://doi.org/10.1088/1741-2552/ab0ab5. [2] A. C. Bridi, T. Q. Louro, and R. C. L. Da Silva, “Clinical Alarms in intensive care: implications of alarm fatigue for the safety of patients,” Rev. Lat. Am. Enfermagem, vol. 22, no. 6, p. 1034, 2014. https://doi.org/10.1590/0104-1169.3488.2513. [3] M. Golmohammadi, V. Shah, I. Obeid, and J. Picone, “Deep Learning Approaches for Automatic Seizure Detection from Scalp Electroencephalograms,” in Signal Processing in Medicine and Biology: Emerging Trends in Research and Applications, 1st ed., I. Obeid, I. Selesnick, and J. Picone, Eds. New York, New York, USA: Springer, 2020, pp. 233–274. https://doi.org/10.1007/978-3-030-36844-9_8. [4] “CFM Olympic Brainz Monitor.” [Online]. Available: https://newborncare.natus.com/products-services/newborn-care-products/newborn-brain-injury/cfm-olympic-brainz-monitor. [Accessed: 17-Jul-2020]. [5] M. L. Scheuer, S. B. Wilson, A. Antony, G. Ghearing, A. Urban, and A. I. Bagic, “Seizure Detection: Interreader Agreement and Detection Algorithm Assessments Using a Large Dataset,” J. Clin. Neurophysiol., 2020. https://doi.org/10.1097/WNP.0000000000000709. [6] A. Harati, M. Golmohammadi, S. Lopez, I. Obeid, and J. Picone, “Improved EEG Event Classification Using Differential Energy,” in Proceedings of the IEEE Signal Processing in Medicine and Biology Symposium, 2015, pp. 1–4. https://doi.org/10.1109/SPMB.2015.7405421. [7] V. Shah, C. Campbell, I. Obeid, and J. Picone, “Improved Spatio-Temporal Modeling in Automated Seizure Detection using Channel-Dependent Posteriors,” Neurocomputing, 2021. [8] W. Tatum, A. Husain, S. Benbadis, and P. Kaplan, Handbook of EEG Interpretation. New York City, New York, USA: Demos Medical Publishing, 2007. [9] D. P. Bovet and C. Marco, Understanding the Linux Kernel, 3rd ed. O’Reilly Media, Inc., 2005. https://www.oreilly.com/library/view/understanding-the-linux/0596005652/. [10] V. Shah et al., “The Temple University Hospital Seizure Detection Corpus,” Front. Neuroinform., vol. 12, pp. 1–6, 2018. https://doi.org/10.3389/fninf.2018.00083. [11] F. Pedregosa et al., “Scikit-learn: Machine Learning in Python,” J. Mach. Learn. Res., vol. 12, pp. 2825–2830, 2011. https://dl.acm.org/doi/10.5555/1953048.2078195. [12] J. Gotman, D. Flanagan, J. Zhang, and B. Rosenblatt, “Automatic seizure detection in the newborn: Methods and initial evaluation,” Electroencephalogr. Clin. Neurophysiol., vol. 103, no. 3, pp. 356–362, 1997. https://doi.org/10.1016/S0013-4694(97)00003-9. 

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