VegasFlow: accelerating Monte Carlo simulation across multiple hardware platforms
This software addresses the need for faster Monte Carlo simulations in scientific fields like particle physics, though it is incremental as it builds on existing algorithms and libraries.
The authors tackled the problem of evaluating high-dimensional integrals using Monte Carlo methods by developing VegasFlow, a software that delegates hardware implementation complexities to the library, resulting in performance benchmarks across various GPUs and CPUs.
We present VegasFlow, a new software for fast evaluation of high dimensional integrals based on Monte Carlo integration techniques designed for platforms with hardware accelerators. The growing complexity of calculations and simulations in many areas of science have been accompanied by advances in the computational tools which have helped their developments. VegasFlow enables developers to delegate all complicated aspects of hardware or platform implementation to the library so they can focus on the problem at hand. This software is inspired on the Vegas algorithm, ubiquitous in the particle physics community as the driver of cross section integration, and based on Google's powerful TensorFlow library. We benchmark the performance of this library on many different consumer and professional grade GPUs and CPUs.