112,252 research outputs found

    A randomised primal-dual algorithm for distributed radio-interferometric imaging

    Get PDF
    Next generation radio telescopes, like the Square Kilometre Array, will acquire an unprecedented amount of data for radio astronomy. The development of fast, parallelisable or distributed algorithms for handling such large-scale data sets is of prime importance. Motivated by this, we investigate herein a convex optimisation algorithmic structure, based on primal-dual forward-backward iterations, for solving the radio interferometric imaging problem. It can encompass any convex prior of interest. It allows for the distributed processing of the measured data and introduces further flexibility by employing a probabilistic approach for the selection of the data blocks used at a given iteration. We study the reconstruction performance with respect to the data distribution and we propose the use of nonuniform probabilities for the randomised updates. Our simulations show the feasibility of the randomisation given a limited computing infrastructure as well as important computational advantages when compared to state-of-the-art algorithmic structures.Comment: 5 pages, 3 figures, Proceedings of the European Signal Processing Conference (EUSIPCO) 2016, Related journal publication available at https://arxiv.org/abs/1601.0402

    High-performance Kernel Machines with Implicit Distributed Optimization and Randomization

    Full text link
    In order to fully utilize "big data", it is often required to use "big models". Such models tend to grow with the complexity and size of the training data, and do not make strong parametric assumptions upfront on the nature of the underlying statistical dependencies. Kernel methods fit this need well, as they constitute a versatile and principled statistical methodology for solving a wide range of non-parametric modelling problems. However, their high computational costs (in storage and time) pose a significant barrier to their widespread adoption in big data applications. We propose an algorithmic framework and high-performance implementation for massive-scale training of kernel-based statistical models, based on combining two key technical ingredients: (i) distributed general purpose convex optimization, and (ii) the use of randomization to improve the scalability of kernel methods. Our approach is based on a block-splitting variant of the Alternating Directions Method of Multipliers, carefully reconfigured to handle very large random feature matrices, while exploiting hybrid parallelism typically found in modern clusters of multicore machines. Our implementation supports a variety of statistical learning tasks by enabling several loss functions, regularization schemes, kernels, and layers of randomized approximations for both dense and sparse datasets, in a highly extensible framework. We evaluate the ability of our framework to learn models on data from applications, and provide a comparison against existing sequential and parallel libraries.Comment: Work presented at MMDS 2014 (June 2014) and JSM 201
    • …
    corecore