Computation-at-risk: assessing job portfolio management risk on clusters

Abstract

In this paper we introduce the concept of Computationat-Risk, CaR, a methodology, procedure, and quantity of computational risk and reward resulting from running a particular portfolio of jobs on a cluster under a specific queue policy. Modeled after Value-at-Risk, VaR, from the financial community, CaR introduces the new element of computational risk into the management of a computational cluster. Specifically, administrators of clusters and other large-scale computing systems must deal with a wide range of job sizes, often up to eight orders of magnitude in the number of cycles. Such a job portfolio has implicit risks and rewards to performance both for certain types of jobs and to the facility overall. In this paper we quantify the risk and reward in terms of makespan and expansion factor. We assess the risk/reward profile for two categories of job portfolios, one with respect to queue settings and the other in terms of job sizes. These assessments provide a means for evaluating which queue policies or job sizes have the best risk/reward characteristics in terms of performance. We found that looser constraints on queue policy in the form run-time limits were beneficial from a risk/reward and CaR perspective. This information can be used by administrators to modify queue policy and by users to tailor the size of their jobs.

Towards Risk Evaluation of Denial-of-Service Vulnerabilities in Security Protocols

“…The success of Value-at-Risk in financial community has inspired many researches in applying it to the risk management of computer and networking systems [8][9] . But the community has not yet laid out the evaluation of the DoS vulnerability in security protocols.…”

“…Although proposed in financial community, VaR is not a new comer for computer scientists and engineers. Kleban and Clearwater did the first job employing the idea of VaR to evaluate the risk of computer systems [8][9] , however, little effort has been made to apply VaR to the risk evaluation of security protocols since then. Value-at-Risk has a solid mathematical foundation and has achieved a great success in financial risk evaluation.…”

Integrated Risk Analysis for a Commercial Computing Service in Utility Computing

“…Various other works [12,15,16,22] have addressed some form of risk in computing jobs. In [12] and [22], the risk of paying penalties to compensate users is minimized so as not to reduce the profit of service providers.…”

“…In [12] and [22], the risk of paying penalties to compensate users is minimized so as not to reduce the profit of service providers. Computation-atRisk [15,16] determines the risk of completing jobs later than expected based on either the makespan (response time) or the expansion factor (slowdown). GridIS [31] shows that a conservative provider earns much less profit due to accepting too few jobs to run, as compared to an aggressive provider who earn more profit even though more jobs result in deadline violations.…”