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Deep Gaussian process with multitask and transfer learning for performance optimization

We combine Deep Gaussian Processes with multitask and transfer learning for the performance modeling and optimization of HPC applications. Deep Gaussian processes merge the uncertainty quantification advantage of Gaussian Processes with the predictive power of deep learning. Multitask and transfer learning allow for improved learning efficiency when several similar tasks are to be learned simultaneously and when previous learned models are sought to help in the learning of new tasks, respectively. A comparison with state-of-the-art autotuners shows the advantage of our approach on two application problems.