High Performance Parallel Algorithms for the Tucker Decomposition of Sparse Tensors

International audience—We investigate an efficient parallelization of a class of algorithms for the well-known Tucker decomposition of general N-dimensional sparse tensors. The targeted algorithms are iterative and use the alternating least squares method. At each iteration, for each dimension of an N-dimensional input tensor, the following operations are performed: (i) the tensor is multiplied with (N − 1) matrices (TTMc step); (ii) the product is then converted to a matrix; and (iii) a few leading left singular vectors of the resulting matrix are computed (TRSVD step) to update one of the matrices for the next TTMc step. We propose an efficient parallelization of these algorithms for the current parallel platforms with multicore nodes. We discuss a set of preprocessing steps which takes all computational decisions out of the main iteration of the algorithm and provides an intuitive shared-memory parallelism for the TTM and TRSVD steps. We propose a coarse and a fine-grain parallel algorithm in a distributed memory environment, investigate data dependencies, and identify efficient communication schemes. We demonstrate how the computation of singular vectors in the TRSVD step can be carried out efficiently following the TTMc step. Finally, we develop a hybrid MPI-OpenMP implementation of the overall algorithm and report scalability results on up to 4096 cores on 256 nodes of an IBM BlueGene/Q supercomputer

A Unified Optimization Approach for Sparse Tensor Operations on GPUs

Sparse tensors appear in many large-scale applications with multidimensional and sparse data. While multidimensional sparse data often need to be processed on manycore processors, attempts to develop highly-optimized GPU-based implementations of sparse tensor operations are rare. The irregular computation patterns and sparsity structures as well as the large memory footprints of sparse tensor operations make such implementations challenging. We leverage the fact that sparse tensor operations share similar computation patterns to propose a unified tensor representation called F-COO. Combined with GPU-specific optimizations, F-COO provides highly-optimized implementations of sparse tensor computations on GPUs. The performance of the proposed unified approach is demonstrated for tensor-based kernels such as the Sparse Matricized Tensor- Times-Khatri-Rao Product (SpMTTKRP) and the Sparse Tensor- Times-Matrix Multiply (SpTTM) and is used in tensor decomposition algorithms. Compared to state-of-the-art work we improve the performance of SpTTM and SpMTTKRP up to 3.7 and 30.6 times respectively on NVIDIA Titan-X GPUs. We implement a CANDECOMP/PARAFAC (CP) decomposition and achieve up to 14.9 times speedup using the unified method over state-of-the-art libraries on NVIDIA Titan-X GPUs

Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

On Optimizing Distributed Tucker Decomposition for Dense Tensors

The Tucker decomposition expresses a given tensor as the product of a small core tensor and a set of factor matrices. Apart from providing data compression, the construction is useful in performing analysis such as principal component analysis (PCA)and finds applications in diverse domains such as signal processing, computer vision and text analytics. Our objective is to develop an efficient distributed implementation for the case of dense tensors. The implementation is based on the HOOI (Higher Order Orthogonal Iterator) procedure, wherein the tensor-times-matrix product forms the core routine. Prior work have proposed heuristics for reducing the computational load and communication volume incurred by the routine. We study the two metrics in a formal and systematic manner, and design strategies that are optimal under the two fundamental metrics. Our experimental evaluation on a large benchmark of tensors shows that the optimal strategies provide significant reduction in load and volume compared to prior heuristics, and provide up to 7x speed-up in the overall running time.Comment: Preliminary version of the paper appears in the proceedings of IPDPS'1