Learning Generalized Linear Models Over Normalized Data

Enterprise data analytics is a booming area in the data man-agement industry. Many companies are racing to develop toolkits that closely integrate statistical and machine learn-ing techniques with data management systems. Almost all such toolkits assume that the input to a learning algorithm is a single table. However, most relational datasets are not stored as single tables due to normalization. Thus, analysts often perform key-foreign key joins before learning on the join output. This strategy of learning after joins introduces redundancy avoided by normalization, which could lead to poorer end-to-end performance and maintenance overheads due to data duplication. In this work, we take a step towards enabling and optimizing learning over joins for a common class of machine learning techniques called generalized linear models that are solved using gradient descent algorithms in an RDBMS setting. We present alternative approaches to learn over a join that are easy to implement over existing RDBMSs. We introduce a new approach named factorized learning that pushes ML computations through joins and avoids redundancy in both I/O and computations. We study the tradeoff space for all our approaches both analytically and empirically. Our results show that factorized learning is often substantially faster than the alternatives, but is not always the fastest, necessitating a cost-based approach. We also discuss extensions of all our approaches to multi-table joins as well as to Hive

A Cost-based Optimizer for Gradient Descent Optimization

As the use of machine learning (ML) permeates into diverse application domains, there is an urgent need to support a declarative framework for ML. Ideally, a user will specify an ML task in a high-level and easy-to-use language and the framework will invoke the appropriate algorithms and system configurations to execute it. An important observation towards designing such a framework is that many ML tasks can be expressed as mathematical optimization problems, which take a specific form. Furthermore, these optimization problems can be efficiently solved using variations of the gradient descent (GD) algorithm. Thus, to decouple a user specification of an ML task from its execution, a key component is a GD optimizer. We propose a cost-based GD optimizer that selects the best GD plan for a given ML task. To build our optimizer, we introduce a set of abstract operators for expressing GD algorithms and propose a novel approach to estimate the number of iterations a GD algorithm requires to converge. Extensive experiments on real and synthetic datasets show that our optimizer not only chooses the best GD plan but also allows for optimizations that achieve orders of magnitude performance speed-up.Comment: Accepted at SIGMOD 201

BlinkML: Efficient Maximum Likelihood Estimation with Probabilistic Guarantees

The rising volume of datasets has made training machine learning (ML) models a major computational cost in the enterprise. Given the iterative nature of model and parameter tuning, many analysts use a small sample of their entire data during their initial stage of analysis to make quick decisions (e.g., what features or hyperparameters to use) and use the entire dataset only in later stages (i.e., when they have converged to a specific model). This sampling, however, is performed in an ad-hoc fashion. Most practitioners cannot precisely capture the effect of sampling on the quality of their model, and eventually on their decision-making process during the tuning phase. Moreover, without systematic support for sampling operators, many optimizations and reuse opportunities are lost. In this paper, we introduce BlinkML, a system for fast, quality-guaranteed ML training. BlinkML allows users to make error-computation tradeoffs: instead of training a model on their full data (i.e., full model), BlinkML can quickly train an approximate model with quality guarantees using a sample. The quality guarantees ensure that, with high probability, the approximate model makes the same predictions as the full model. BlinkML currently supports any ML model that relies on maximum likelihood estimation (MLE), which includes Generalized Linear Models (e.g., linear regression, logistic regression, max entropy classifier, Poisson regression) as well as PPCA (Probabilistic Principal Component Analysis). Our experiments show that BlinkML can speed up the training of large-scale ML tasks by 6.26x-629x while guaranteeing the same predictions, with 95% probability, as the full model.Comment: 22 pages, SIGMOD 201