STAC Report: Intel GPUs under STAC-A2 (derivatives risk)

SUT with 4 Intel GPUs in Dell liquid-cooled server sets records.

18 October 2023

STAC recently performed the first STAC-A2 Benchmark tests on Intel’s Data Center GPUs. This is also the first liquid-cooled system with publicly disclosed STAC-A2 audit results. The stack featured 4 x Intel® Data Center GPU Max 1550 accelerators and included 2 x Intel® Xeon® Platinum 8468 processors at 2.1 GHz in a Dell PowerEdge XE9640 system with 32 GiB of memory and ran Ubuntu Linux 22.04.3 LTS. The server had patches applied to mitigate Spectre & Meltdown security vulnerabilities.

The STAC Report is available here.

STAC-A2 is the technology benchmark standard based on financial market risk analysis. Designed by quants and technologists from some of the world's largest banks, STAC-A2 reports the performance, scaling, quality, and resource efficiency of any technology stack that is able to handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).

Intel wished to highlight several results from this report:

• Compared to all publicly reported solutions to date, this solution set numerous performance and efficiency records, including (but not limited to):
• The fastest warm¹ (0.405 s) and cold² (1.09 s) times in the large problem size benchmarks
• A space efficiency³ (238 options / hour / cu. In.) 2.3x better than the previous best result
• The best energy efficiency⁴ (314,493 options / kWh), 1.0% better than the previous record
• Compared to a system using 8 x GPUs (SUT ID NVDA230721), this solution delivered:
• 78% of the throughput⁵
• 98% of the speed in warm runs in the baseline problem size benchmark⁶
• 1.7x the speed in cold runs of the large problem size benchmark²
• 1.2x the speed in warm runs of the large problem size benchmark¹
• 4.3x the space efficiency³
• Compared to a solution featuring 2 x Intel® Xeon® Platinum 8480+ (Sapphire Rapids) processors and the previous Intel STAC Pack (SUT ID INTC230524), this solution delivered:
• 4.0x and 2.0x better performance in warm⁶ and cold⁷ runs (respectively) of the baseline problem size benchmarks
• 6.9x and 4.4x better performance in warm¹ and cold² runs (respectively) of the large problem size benchmarks
• 7.9x better throughput⁵
• 7.0x improvement in space efficiency³ and 2.7x improvement in energy efficiency⁴

For details, please see the report at the link above. Premium subscribers have access to the code used in this project as well as the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.

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¹STAC-A2.β2.GREEKS.10-100k-1260.TIME.WARM
²STAC-A2.β2.GREEKS.10-100k-1260.TIME.COLD
³STAC-A2.β2.HPORTFOLIO.SPACE_EFF
⁴STAC-A2.β2.HPORTFOLIO.ENERG_EFF
⁵STAC-A2.β2.HPORTFOLIO.SPEED
⁶STAC-A2.β2.GREEKS.TIME.WARM
⁷STAC-A2.β2.GREEKS.TIME.COLD