Balancing the Communication Load of Asynchronously Parallelized Machine Learning Algorithms

Stochastic Gradient Descent (SGD) is the standard numerical method used to solve the core optimization problem for the vast majority of machine learning (ML) algorithms. In the context of large scale learning, as utilized by many Big Data applications, efficient parallelization of SGD is in the focus of active research. Recently, we were able to show that the asynchronous communication paradigm can be applied to achieve a fast and scalable parallelization of SGD. Asynchronous Stochastic Gradient Descent (ASGD) outperforms other, mostly MapReduce based, parallel algorithms solving large scale machine learning problems. In this paper, we investigate the impact of asynchronous communication frequency and message size on the performance of ASGD applied to large scale ML on HTC cluster and cloud environments. We introduce a novel algorithm for the automatic balancing of the asynchronous communication load, which allows to adapt ASGD to changing network bandwidths and latencies.Comment: arXiv admin note: substantial text overlap with arXiv:1505.0495

A Tale of Two Data-Intensive Paradigms: Applications, Abstractions, and Architectures

Scientific problems that depend on processing large amounts of data require overcoming challenges in multiple areas: managing large-scale data distribution, co-placement and scheduling of data with compute resources, and storing and transferring large volumes of data. We analyze the ecosystems of the two prominent paradigms for data-intensive applications, hereafter referred to as the high-performance computing and the Apache-Hadoop paradigm. We propose a basis, common terminology and functional factors upon which to analyze the two approaches of both paradigms. We discuss the concept of "Big Data Ogres" and their facets as means of understanding and characterizing the most common application workloads found across the two paradigms. We then discuss the salient features of the two paradigms, and compare and contrast the two approaches. Specifically, we examine common implementation/approaches of these paradigms, shed light upon the reasons for their current "architecture" and discuss some typical workloads that utilize them. In spite of the significant software distinctions, we believe there is architectural similarity. We discuss the potential integration of different implementations, across the different levels and components. Our comparison progresses from a fully qualitative examination of the two paradigms, to a semi-quantitative methodology. We use a simple and broadly used Ogre (K-means clustering), characterize its performance on a range of representative platforms, covering several implementations from both paradigms. Our experiments provide an insight into the relative strengths of the two paradigms. We propose that the set of Ogres will serve as a benchmark to evaluate the two paradigms along different dimensions.Comment: 8 pages, 2 figure

Challenges of Big Data Analysis

Big Data bring new opportunities to modern society and challenges to data scientists. On one hand, Big Data hold great promises for discovering subtle population patterns and heterogeneities that are not possible with small-scale data. On the other hand, the massive sample size and high dimensionality of Big Data introduce unique computational and statistical challenges, including scalability and storage bottleneck, noise accumulation, spurious correlation, incidental endogeneity, and measurement errors. These challenges are distinguished and require new computational and statistical paradigm. This article give overviews on the salient features of Big Data and how these features impact on paradigm change on statistical and computational methods as well as computing architectures. We also provide various new perspectives on the Big Data analysis and computation. In particular, we emphasis on the viability of the sparsest solution in high-confidence set and point out that exogeneous assumptions in most statistical methods for Big Data can not be validated due to incidental endogeneity. They can lead to wrong statistical inferences and consequently wrong scientific conclusions