Distributed Bayesian Matrix Factorization with Limited Communication

Bayesian matrix factorization (BMF) is a powerful tool for producing low-rank representations of matrices and for predicting missing values and providing confidence intervals. Scaling up the posterior inference for massive-scale matrices is challenging and requires distributing both data and computation over many workers, making communication the main computational bottleneck. Embarrassingly parallel inference would remove the communication needed, by using completely independent computations on different data subsets, but it suffers from the inherent unidentifiability of BMF solutions. We introduce a hierarchical decomposition of the joint posterior distribution, which couples the subset inferences, allowing for embarrassingly parallel computations in a sequence of at most three stages. Using an efficient approximate implementation, we show improvements empirically on both real and simulated data. Our distributed approach is able to achieve a speed-up of almost an order of magnitude over the full posterior, with a negligible effect on predictive accuracy. Our method outperforms state-of-the-art embarrassingly parallel MCMC methods in accuracy, and achieves results competitive to other available distributed and parallel implementations of BMF.Comment: 28 pages, 8 figures. The paper is published in Machine Learning journal. An implementation of the method is is available in SMURFF software on github (bmfpp branch): https://github.com/ExaScience/smurf

Scalable distributed event detection for Twitter

Social media streams, such as Twitter, have shown themselves to be useful sources of real-time information about what is happening in the world. Automatic detection and tracking of events identified in these streams have a variety of real-world applications, e.g. identifying and automatically reporting road accidents for emergency services. However, to be useful, events need to be identified within the stream with a very low latency. This is challenging due to the high volume of posts within these social streams. In this paper, we propose a novel event detection approach that can both effectively detect events within social streams like Twitter and can scale to thousands of posts every second. Through experimentation on a large Twitter dataset, we show that our approach can process the equivalent to the full Twitter Firehose stream, while maintaining event detection accuracy and outperforming an alternative distributed event detection system