  Heterogeneous computing, which combines devices with different architectures,
is rising in popularity, and promises increased performance combined with
reduced energy consumption. OpenCL has been proposed as a standard for
programing such systems, and offers functional portability. It does, however,
suffer from poor performance portability, code tuned for one device must be
re-tuned to achieve good performance on another device. In this paper, we use
machine learning-based auto-tuning to address this problem. Benchmarks are run
on a random subset of the entire tuning parameter configuration space, and the
results are used to build an artificial neural network based model. The model
can then be used to find interesting parts of the parameter space for further
search. We evaluate our method with different benchmarks, on several devices,
including an Intel i7 3770 CPU, an Nvidia K40 GPU and an AMD Radeon HD 7970
GPU. Our model achieves a mean relative error as low as 6.1%, and is able to
find configurations as little as 1.3% worse than the global minimum.
