ataxali / kmeans_gpu_R

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Time Series Clustering using K-Means Algorithm and Optimizations with Rcpp and GPUTools

Motivation

In this project I explored the clustering and computing performance of the K-Means algorithm. In the final report, I discuss the algorithmic complexity and nuances of K-Means (Lloyd’s Algorithm). The first section is concluded by conducting a case study that employs clustering and Monte-Carlo simulation on time series data.

In the second section of the report, I implemented one computationally complex subtask of the K-Means algorithm in 3 different programming archetypes. The performance of an iterative Rcpp implementation is compared against a vectorized R solution. Next, I introduce some facts about running R programs on umich’s Flux GPU cluster, and summarize the performance of an R implementation that takes advantage of GPU acceleration. I close with a short summary of the types of problems that are best suited for each programming archetype.

Please see the include report for details

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Language:R 97.5%Language:C++ 2.5%