Proximal Multitask Learning over Networks with Sparsity-inducing Coregularization

In this work, we consider multitask learning problems where clusters of nodes are interested in estimating their own parameter vector. Cooperation among clusters is beneficial when the optimal models of adjacent clusters have a good number of similar entries. We propose a fully distributed algorithm for solving this problem. The approach relies on minimizing a global mean-square error criterion regularized by non-differentiable terms to promote cooperation among neighboring clusters. A general diffusion forward-backward splitting strategy is introduced. Then, it is specialized to the case of sparsity promoting regularizers. A closed-form expression for the proximal operator of a weighted sum of $\ell_1$-norms is derived to achieve higher efficiency. We also provide conditions on the step-sizes that ensure convergence of the algorithm in the mean and mean-square error sense. Simulations are conducted to illustrate the effectiveness of the strategy

Taking advantage of hybrid systems for sparse direct solvers via task-based runtimes

The ongoing hardware evolution exhibits an escalation in the number, as well as in the heterogeneity, of computing resources. The pressure to maintain reasonable levels of performance and portability forces application developers to leave the traditional programming paradigms and explore alternative solutions. PaStiX is a parallel sparse direct solver, based on a dynamic scheduler for modern hierarchical manycore architectures. In this paper, we study the benefits and limits of replacing the highly specialized internal scheduler of the PaStiX solver with two generic runtime systems: PaRSEC and StarPU. The tasks graph of the factorization step is made available to the two runtimes, providing them the opportunity to process and optimize its traversal in order to maximize the algorithm efficiency for the targeted hardware platform. A comparative study of the performance of the PaStiX solver on top of its native internal scheduler, PaRSEC, and StarPU frameworks, on different execution environments, is performed. The analysis highlights that these generic task-based runtimes achieve comparable results to the application-optimized embedded scheduler on homogeneous platforms. Furthermore, they are able to significantly speed up the solver on heterogeneous environments by taking advantage of the accelerators while hiding the complexity of their efficient manipulation from the programmer.Comment: Heterogeneity in Computing Workshop (2014