VegasFlow: accelerating Monte Carlo simulation across platforms
Abstract
In this work we demonstrate the usage of the VegasFlow library on multidevice situations: multi-GPU in one single node and multi-node in a cluster. VegasFlow is a new software for fast evaluation of highly parallelizable integrals based on Monte Carlo integration. It is inspired by the Vegas algorithm, very often used as the driver of cross section integrations and based on Google's powerful TensorFlow library. In this proceedings we consider a typical multi-GPU configuration to benchmark how different batch sizes can increase (or decrease) the performance on a Leading Order example integration.
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