A Partitioned Sparse Variational Gaussian Process for Fast, Distributed Spatial Modeling

The next generation of Department of Energy supercomputers will be capable of exascale computation. For these machines, far more computation will be possible than that which can be saved to disk. As a result, users will be unable to rely on post-hoc access to data for uncertainty quantification and other statistical analyses and there will be an urgent need for sophisticated machine learning algorithms which can be trained in situ. Algorithms deployed in this setting must be highly scalable, memory efficient and capable of handling data which is distributed across nodes as spatially contiguous partitions. One suitable approach involves fitting a sparse variational Gaussian process (SVGP) model independently and in parallel to each spatial partition. The resulting model is scalable, efficient and generally accurate, but produces the undesirable effect of constructing discontinuous response surfaces due to the disagreement between neighboring models at their shared boundary. In this paper, we extend this idea by allowing for a small amount of communication between neighboring spatial partitions which encourages better alignment of the local models, leading to smoother spatial predictions and a better fit in general. Due to our decentralized communication scheme, the proposed extension remains highly scalable and adds very little overhead in terms of computation (and none, in terms of memory). We demonstrate this Partitioned SVGP (PSVGP) approach for the Energy Exascale Earth System Model (E3SM) and compare the results to the independent SVGP case.