High-performance Kernel Machines with Implicit Distributed Optimization and Randomization

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

SHADHO: Massively Scalable Hardware-Aware Distributed Hyperparameter Optimization

Computer vision is experiencing an AI renaissance, in which machine learning models are expediting important breakthroughs in academic research and commercial applications. Effectively training these models, however, is not trivial due in part to hyperparameters: user-configured values that control a model's ability to learn from data. Existing hyperparameter optimization methods are highly parallel but make no effort to balance the search across heterogeneous hardware or to prioritize searching high-impact spaces. In this paper, we introduce a framework for massively Scalable Hardware-Aware Distributed Hyperparameter Optimization (SHADHO). Our framework calculates the relative complexity of each search space and monitors performance on the learning task over all trials. These metrics are then used as heuristics to assign hyperparameters to distributed workers based on their hardware. We first demonstrate that our framework achieves double the throughput of a standard distributed hyperparameter optimization framework by optimizing SVM for MNIST using 150 distributed workers. We then conduct model search with SHADHO over the course of one week using 74 GPUs across two compute clusters to optimize U-Net for a cell segmentation task, discovering 515 models that achieve a lower validation loss than standard U-Net.Comment: 10 pages, 6 figure

Parallel processing and expert systems

Whether it be monitoring the thermal subsystem of Space Station Freedom, or controlling the navigation of the autonomous rover on Mars, NASA missions in the 1990s cannot enjoy an increased level of autonomy without the efficient implementation of expert systems. Merely increasing the computational speed of uniprocessors may not be able to guarantee that real-time demands are met for larger systems. Speedup via parallel processing must be pursued alongside the optimization of sequential implementations. Prototypes of parallel expert systems have been built at universities and industrial laboratories in the U.S. and Japan. The state-of-the-art research in progress related to parallel execution of expert systems is surveyed. The survey discusses multiprocessors for expert systems, parallel languages for symbolic computations, and mapping expert systems to multiprocessors. Results to date indicate that the parallelism achieved for these systems is small. The main reasons are (1) the body of knowledge applicable in any given situation and the amount of computation executed by each rule firing are small, (2) dividing the problem solving process into relatively independent partitions is difficult, and (3) implementation decisions that enable expert systems to be incrementally refined hamper compile-time optimization. In order to obtain greater speedups, data parallelism and application parallelism must be exploited