A Reduction of the Elastic Net to Support Vector Machines with an Application to GPU Computing

The past years have witnessed many dedicated open-source projects that built and maintain implementations of Support Vector Machines (SVM), parallelized for GPU, multi-core CPUs and distributed systems. Up to this point, no comparable effort has been made to parallelize the Elastic Net, despite its popularity in many high impact applications, including genetics, neuroscience and systems biology. The first contribution in this paper is of theoretical nature. We establish a tight link between two seemingly different algorithms and prove that Elastic Net regression can be reduced to SVM with squared hinge loss classification. Our second contribution is to derive a practical algorithm based on this reduction. The reduction enables us to utilize prior efforts in speeding up and parallelizing SVMs to obtain a highly optimized and parallel solver for the Elastic Net and Lasso. With a simple wrapper, consisting of only 11 lines of MATLAB code, we obtain an Elastic Net implementation that naturally utilizes GPU and multi-core CPUs. We demonstrate on twelve real world data sets, that our algorithm yields identical results as the popular (and highly optimized) glmnet implementation but is one or several orders of magnitude faster.Comment: 10 page

Distributed Training Large-Scale Deep Architectures

Scale of data and scale of computation infrastructures together enable the current deep learning renaissance. However, training large-scale deep architectures demands both algorithmic improvement and careful system configuration. In this paper, we focus on employing the system approach to speed up large-scale training. Via lessons learned from our routine benchmarking effort, we first identify bottlenecks and overheads that hinter data parallelism. We then devise guidelines that help practitioners to configure an effective system and fine-tune parameters to achieve desired speedup. Specifically, we develop a procedure for setting minibatch size and choosing computation algorithms. We also derive lemmas for determining the quantity of key components such as the number of GPUs and parameter servers. Experiments and examples show that these guidelines help effectively speed up large-scale deep learning training

Sparse multinomial kernel discriminant analysis (sMKDA)

Dimensionality reduction via canonical variate analysis (CVA) is important for pattern recognition and has been extended variously to permit more flexibility, e.g. by "kernelizing" the formulation. This can lead to over-fitting, usually ameliorated by regularization. Here, a method for sparse, multinomial kernel discriminant analysis (sMKDA) is proposed, using a sparse basis to control complexity. It is based on the connection between CVA and least-squares, and uses forward selection via orthogonal least-squares to approximate a basis, generalizing a similar approach for binomial problems. Classification can be performed directly via minimum Mahalanobis distance in the canonical variates. sMKDA achieves state-of-the-art performance in terms of accuracy and sparseness on 11 benchmark datasets

BarrierPoint: sampled simulation of multi-threaded applications

Sampling is a well-known technique to speed up architectural simulation of long-running workloads while maintaining accurate performance predictions. A number of sampling techniques have recently been developed that extend well- known single-threaded techniques to allow sampled simulation of multi-threaded applications. Unfortunately, prior work is limited to non-synchronizing applications (e.g., server throughput workloads); requires the functional simulation of the entire application using a detailed cache hierarchy which limits the overall simulation speedup potential; leads to different units of work across different processor architectures which complicates performance analysis; or, requires massive machine resources to achieve reasonable simulation speedups. In this work, we propose BarrierPoint, a sampling methodology to accelerate simulation by leveraging globally synchronizing barriers in multi-threaded applications. BarrierPoint collects microarchitecture-independent code and data signatures to determine the most representative inter-barrier regions, called barrierpoints. BarrierPoint estimates total application execution time (and other performance metrics of interest) through detailed simulation of these barrierpoints only, leading to substantial simulation speedups. Barrierpoints can be simulated in parallel, use fewer simulation resources, and define fixed units of work to be used in performance comparisons across processor architectures. Our evaluation of BarrierPoint using NPB and Parsec benchmarks reports average simulation speedups of 24.7x (and up to 866.6x) with an average simulation error of 0.9% and 2.9% at most. On average, BarrierPoint reduces the number of simulation machine resources needed by 78x

Parallelizing support vector machines for scalable image annotation

This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Machine learning techniques have facilitated image retrieval by automatically classifying and annotating images with keywords. Among them Support Vector Machines (SVMs) are used extensively due to their generalization properties. However, SVM training is notably a computationally intensive process especially when the training dataset is large. In this thesis distributed computing paradigms have been investigated to speed up SVM training, by partitioning a large training dataset into small data chunks and process each chunk in parallel utilizing the resources of a cluster of computers. A resource aware parallel SVM algorithm is introduced for large scale image annotation in parallel using a cluster of computers. A genetic algorithm based load balancing scheme is designed to optimize the performance of the algorithm in heterogeneous computing environments. SVM was initially designed for binary classifications. However, most classification problems arising in domains such as image annotation usually involve more than two classes. A resource aware parallel multiclass SVM algorithm for large scale image annotation in parallel using a cluster of computers is introduced. The combination of classifiers leads to substantial reduction of classification error in a wide range of applications. Among them SVM ensembles with bagging is shown to outperform a single SVM in terms of classification accuracy. However, SVM ensembles training are notably a computationally intensive process especially when the number replicated samples based on bootstrapping is large. A distributed SVM ensemble algorithm for image annotation is introduced which re-samples the training data based on bootstrapping and training SVM on each sample in parallel using a cluster of computers. The above algorithms are evaluated in both experimental and simulation environments showing that the distributed SVM algorithm, distributed multiclass SVM algorithm, and distributed SVM ensemble algorithm, reduces the training time significantly while maintaining a high level of accuracy in classifications

Autoencoding the Retrieval Relevance of Medical Images

Content-based image retrieval (CBIR) of medical images is a crucial task that can contribute to a more reliable diagnosis if applied to big data. Recent advances in feature extraction and classification have enormously improved CBIR results for digital images. However, considering the increasing accessibility of big data in medical imaging, we are still in need of reducing both memory requirements and computational expenses of image retrieval systems. This work proposes to exclude the features of image blocks that exhibit a low encoding error when learned by a $n/p/n$ autoencoder ($p\!<\!n$). We examine the histogram of autoendcoding errors of image blocks for each image class to facilitate the decision which image regions, or roughly what percentage of an image perhaps, shall be declared relevant for the retrieval task. This leads to reduction of feature dimensionality and speeds up the retrieval process. To validate the proposed scheme, we employ local binary patterns (LBP) and support vector machines (SVM) which are both well-established approaches in CBIR research community. As well, we use IRMA dataset with 14,410 x-ray images as test data. The results show that the dimensionality of annotated feature vectors can be reduced by up to 50% resulting in speedups greater than 27% at expense of less than 1% decrease in the accuracy of retrieval when validating the precision and recall of the top 20 hits.Comment: To appear in proceedings of The 5th International Conference on Image Processing Theory, Tools and Applications (IPTA'15), Nov 10-13, 2015, Orleans, Franc

Database Learning: Toward a Database that Becomes Smarter Every Time

In today's databases, previous query answers rarely benefit answering future queries. For the first time, to the best of our knowledge, we change this paradigm in an approximate query processing (AQP) context. We make the following observation: the answer to each query reveals some degree of knowledge about the answer to another query because their answers stem from the same underlying distribution that has produced the entire dataset. Exploiting and refining this knowledge should allow us to answer queries more analytically, rather than by reading enormous amounts of raw data. Also, processing more queries should continuously enhance our knowledge of the underlying distribution, and hence lead to increasingly faster response times for future queries. We call this novel idea---learning from past query answers---Database Learning. We exploit the principle of maximum entropy to produce answers, which are in expectation guaranteed to be more accurate than existing sample-based approximations. Empowered by this idea, we build a query engine on top of Spark SQL, called Verdict. We conduct extensive experiments on real-world query traces from a large customer of a major database vendor. Our results demonstrate that Verdict supports 73.7% of these queries, speeding them up by up to 23.0x for the same accuracy level compared to existing AQP systems.Comment: This manuscript is an extended report of the work published in ACM SIGMOD conference 201