VegasFlow: Accelerating Monte Carlo simulation across multiple hardware platforms

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.本研究提出VegasFlow，一款面向硬件加速平台、基于蒙特卡洛积分（Monte Carlo integration）技术的高维积分快速评估软件。诸多科学领域的计算与仿真任务复杂度持续攀升，助力此类任务发展的计算工具也随之同步迭代演进。VegasFlow可令开发者将硬件或平台实现的各类复杂工作全权交由该库处理，使其能够专注于手头的核心研究问题。该软件的设计灵感源自粒子物理领域中被广泛用作截面积分计算主流方案的Vegas算法，并基于谷歌（Google）旗下功能强大的TensorFlow库开发而成。本研究针对多款消费级与专业级图形处理器（Graphics Processing Unit, GPU）及中央处理器（Central Processing Unit, CPU），对该库的性能开展了基准测试。