The Multicore Multithreaded Microprocessor maximizes parallelism on a chip for the optimal system performance, such that its popularity is growing rapidly in high-performance computing. It increases the complexity in resource distribution on a chip by leading it to two directions: isolation and unification. On one hand, multiple cores are implemented to deliver the computation and memory accessing resources to more than one thread at the same time. Nevertheless, it limits the threads’ access to resources in different cores, even if extensively demanded. On the other hand, simultaneous multithreaded architectures unify the domestic execu- tion resources together for concurrently running threads. In such an environment, threads are greatly affected by the inter-thread interference. Moreover, the impacts of the complicated distribution are enlarged by variation in workload behaviors. As a result, the microprocessor requires an adaptive management scheme to schedule threads throughout different cores and coordinate them within cores. In this study, an adaptive thread management scheme was proposed, integrating both hardware and software approaches. The instruction fetch policy at the hardware level took the responsibility by prioritizing domestic threads, while the Operating System scheduler at the software level was used to pair threads dynami- vi cally to multiple cores. The tie between them was the proposed online linear model, which was dynamically constructed for every thread based on data misses by the regression algorithm. Consequently, the hardware part of the proposed scheme proactively granted higher priority to the threads with less predicted long-latency loads, expecting they would better utilize the shared execution resources. Mean- while, the software part was invoked by such a model upon significant changes in the execution phases and paired threads with different demands to the same core to minimize competition on the chip. The proposed scheme was compared to its peer designs and overall 43% speedup was achieved by the integrated approach over the combination of two baseline policies in hardware and software, respectively. The overhead was examined carefully regarding power, area, storage and latency, as well as the relationship between the overhead and the performance.

In this work, we study and extend algorithms for Sparse Regression and Causal Inference problems. Both the problems are fundamental in the area of Data Science. The goal of regression problem is to nd out the \best" relationship between an output variable and input variables, given samples of the input and output values. We consider sparse regression under a high-dimensional linear model with strongly correlated variables, situations which cannot be handled well using many existing model selection algorithms. We study the performance of the popular feature selection algorithms such as LASSO, Elastic Net, BoLasso, Clustered Lasso as well as Projected Gradient Descent algorithms under this setting in terms of their running time, stability and consistency in recovering the true support. We also propose a new feature selection algorithm, BoPGD, which cluster the features rst based on their sample correlation and do subsequent sparse estimation using a bootstrapped variant of the projected gradient descent method with projection on the non-convex L0 ball. We attempt to characterize the efficiency and consistency of our algorithm by performing a host of experiments on both synthetic and real world datasets. Discovering causal relationships, beyond mere correlation, is widely recognized as a fundamental problem. The Causal Inference problems use observations to infer the underlying causal structure of the data generating process. The input to these problems is either a multivariate time series or i.i.d sequences and the output is a Feature Causal Graph where the nodes correspond to the variables and edges capture the direction of causality. For high dimensional datasets, determining the causal relationships becomes a challenging task because of the curse of dimensionality. Graphical modeling of temporal data based on the concept of \Granger Causality" has gained much attention in this context. The blend of Granger methods along with model selection techniques, such as LASSO, enables efficient discovery of a \sparse" sub-set of causal variables in high dimensional settings. However, these temporal causal methods use an input parameter, L, the maximum time lag. This parameter is the maximum gap in time between the occurrence of the output phenomenon and the causal input stimulus. How-ever, in many situations of interest, the maximum time lag is not known, and indeed, finding the range of causal e ects is an important problem. In this work, we propose and evaluate a data-driven and computationally efficient method for Granger causality inference in the Vector Auto Regressive (VAR) model without foreknowledge of the maximum time lag. We present two algorithms Lasso Granger++ and Group Lasso Granger++ which not only constructs the hypothesis feature causal graph, but also simultaneously estimates a value of maxlag (L) for each variable by balancing the trade-o between \goodness of t" and \model complexity".