MapReduce is Good Enough? If All You Have is a Hammer, Throw Away Everything That's Not a Nail!

Hadoop is currently the large-scale data analysis "hammer" of choice, but there exist classes of algorithms that aren't "nails", in the sense that they are not particularly amenable to the MapReduce programming model. To address this, researchers have proposed MapReduce extensions or alternative programming models in which these algorithms can be elegantly expressed. This essay espouses a very different position: that MapReduce is "good enough", and that instead of trying to invent screwdrivers, we should simply get rid of everything that's not a nail. To be more specific, much discussion in the literature surrounds the fact that iterative algorithms are a poor fit for MapReduce: the simple solution is to find alternative non-iterative algorithms that solve the same problem. This essay captures my personal experiences as an academic researcher as well as a software engineer in a "real-world" production analytics environment. From this combined perspective I reflect on the current state and future of "big data" research

Stochastic Training of Neural Networks via Successive Convex Approximations

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA) techniques. The basic idea is to iteratively replace the original (non-convex, highly dimensional) learning problem with a sequence of (strongly convex) approximations, which are both accurate and simple to optimize. Differently from similar ideas (e.g., quasi-Newton algorithms), the approximations can be constructed using only first-order information of the neural network function, in a stochastic fashion, while exploiting the overall structure of the learning problem for a faster convergence. We discuss several use cases, based on different choices for the loss function (e.g., squared loss and cross-entropy loss), and for the regularization of the NN's weights. We experiment on several medium-sized benchmark problems, and on a large-scale dataset involving simulated physical data. The results show how the algorithm outperforms state-of-the-art techniques, providing faster convergence to a better minimum. Additionally, we show how the algorithm can be easily parallelized over multiple computational units without hindering its performance. In particular, each computational unit can optimize a tailored surrogate function defined on a randomly assigned subset of the input variables, whose dimension can be selected depending entirely on the available computational power.Comment: Preprint submitted to IEEE Transactions on Neural Networks and Learning System

Metaheuristic approaches for the quartet method of hierarchical clustering

Given a set of objects and their pairwise distances, we wish to determine a visual representation of the data. We use the quartet paradigm to compute a hierarchy of clusters of the objects. The method is based on an NP-hard graph optimization problem called the Minimum Quartet Tree Cost problem. This paper presents and compares several metaheuristic approaches to approximate the optimal hierarchy. The performance of the algorithms is tested through extensive computational experiments and it is shown that the Reduced Variable Neighbourhood Search metaheuristic is the most effective approach to the problem, obtaining high quality solutions in short computational running times

Compressive Spectral Clustering

Spectral clustering has become a popular technique due to its high performance in many contexts. It comprises three main steps: create a similarity graph between N objects to cluster, compute the first k eigenvectors of its Laplacian matrix to define a feature vector for each object, and run k-means on these features to separate objects into k classes. Each of these three steps becomes computationally intensive for large N and/or k. We propose to speed up the last two steps based on recent results in the emerging field of graph signal processing: graph filtering of random signals, and random sampling of bandlimited graph signals. We prove that our method, with a gain in computation time that can reach several orders of magnitude, is in fact an approximation of spectral clustering, for which we are able to control the error. We test the performance of our method on artificial and real-world network data.Comment: 12 pages, 2 figure

A Bayesian alternative to mutual information for the hierarchical clustering of dependent random variables

The use of mutual information as a similarity measure in agglomerative hierarchical clustering (AHC) raises an important issue: some correction needs to be applied for the dimensionality of variables. In this work, we formulate the decision of merging dependent multivariate normal variables in an AHC procedure as a Bayesian model comparison. We found that the Bayesian formulation naturally shrinks the empirical covariance matrix towards a matrix set a priori (e.g., the identity), provides an automated stopping rule, and corrects for dimensionality using a term that scales up the measure as a function of the dimensionality of the variables. Also, the resulting log Bayes factor is asymptotically proportional to the plug-in estimate of mutual information, with an additive correction for dimensionality in agreement with the Bayesian information criterion. We investigated the behavior of these Bayesian alternatives (in exact and asymptotic forms) to mutual information on simulated and real data. An encouraging result was first derived on simulations: the hierarchical clustering based on the log Bayes factor outperformed off-the-shelf clustering techniques as well as raw and normalized mutual information in terms of classification accuracy. On a toy example, we found that the Bayesian approaches led to results that were similar to those of mutual information clustering techniques, with the advantage of an automated thresholding. On real functional magnetic resonance imaging (fMRI) datasets measuring brain activity, it identified clusters consistent with the established outcome of standard procedures. On this application, normalized mutual information had a highly atypical behavior, in the sense that it systematically favored very large clusters. These initial experiments suggest that the proposed Bayesian alternatives to mutual information are a useful new tool for hierarchical clustering