Multiclass Data Segmentation using Diffuse Interface Methods on Graphs

We present two graph-based algorithms for multiclass segmentation of high-dimensional data. The algorithms use a diffuse interface model based on the Ginzburg-Landau functional, related to total variation compressed sensing and image processing. A multiclass extension is introduced using the Gibbs simplex, with the functional's double-well potential modified to handle the multiclass case. The first algorithm minimizes the functional using a convex splitting numerical scheme. The second algorithm is a uses a graph adaptation of the classical numerical Merriman-Bence-Osher (MBO) scheme, which alternates between diffusion and thresholding. We demonstrate the performance of both algorithms experimentally on synthetic data, grayscale and color images, and several benchmark data sets such as MNIST, COIL and WebKB. We also make use of fast numerical solvers for finding the eigenvectors and eigenvalues of the graph Laplacian, and take advantage of the sparsity of the matrix. Experiments indicate that the results are competitive with or better than the current state-of-the-art multiclass segmentation algorithms.Comment: 14 page

Approximation and Relaxation Approaches for Parallel and Distributed Machine Learning

Large scale machine learning requires tradeoffs. Commonly this tradeoff has led practitioners to choose simpler, less powerful models, e.g. linear models, in order to process more training examples in a limited time. In this work, we introduce parallelism to the training of non-linear models by leveraging a different tradeoff--approximation. We demonstrate various techniques by which non-linear models can be made amenable to larger data sets and significantly more training parallelism by strategically introducing approximation in certain optimization steps. For gradient boosted regression tree ensembles, we replace precise selection of tree splits with a coarse-grained, approximate split selection, yielding both faster sequential training and a significant increase in parallelism, in the distributed setting in particular. For metric learning with nearest neighbor classification, rather than explicitly train a neighborhood structure we leverage the implicit neighborhood structure induced by task-specific random forest classifiers, yielding a highly parallel method for metric learning. For support vector machines, we follow existing work to learn a reduced basis set with extremely high parallelism, particularly on GPUs, via existing linear algebra libraries. We believe these optimization tradeoffs are widely applicable wherever machine learning is put in practice in large scale settings. By carefully introducing approximation, we also introduce significantly higher parallelism and consequently can process more training examples for more iterations than competing exact methods. While seemingly learning the model with less precision, this tradeoff often yields noticeably higher accuracy under a restricted training time budget

A High-Performance Domain-Specific Language and Code Generator for General N-body Problems

General N-body problems are a set of problems in which an update to a single element in the system depends on every other element. N-body problems are ubiquitous, with applications in various domains ranging from scientific computing simulations in molecular dynamics, astrophysics, acoustics, and fluid dynamics all the way to computer vision, data mining and machine learning problems. Different N-body algorithms have been designed and implemented in these various fields. However, there is a big gap between the algorithm one designs on paper and the code that runs efficiently on a parallel system. It is time-consuming to write fast, parallel, and scalable code for these problems. On the other hand, the sheer scale and growth of modern scientific datasets necessitate exploiting the power of both parallel and approximation algorithms where there is a potential to trade-off accuracy for performance. The main problem that we are tackling in this thesis is how to automatically generate asymptotically optimal N-body algorithms from the high-level specification of the problem. We combine the body of work in performance optimizations, compilers and the domain of N-body problems to build a unified system where domain scientists can write programs at the high level while attaining performance of code written by an expert at the low level.In order to generate a high-performance, scalable code for this group of problems, we take the following steps in this thesis; first, we propose a unified algorithmic framework named PASCAL in order to address the challenge of designing a general algorithmic template to represent the class of N-body problems. PASCAL utilizes space-partitioning trees and user-controlled pruning/approximations to reduce the asymptotic runtime complexity from linear to logarithmic in the number of data points. In PASCAL, we design an algorithm that automatically generates conditions for pruning or approximation of an N-body problem considering the problem's definition. In order to evaluate PASCAL, we developed tree-based algorithms for six well-known problems: k-nearest neighbors, range search, minimum spanning tree, kernel density estimation, expectation maximization, and Hausdorff distance. We show that applying domain-specific optimizations and parallelization to the algorithms written in PASCAL achieves 10x to 230x speedup compared to state-of-the-art libraries on a dual-socket Intel Xeon processor with 16 cores on real-world datasets. Second, we extend the PASCAL framework to build PASCAL-X that adds support for NUMA-aware parallelization. PASCAL-X also presents insights on the influence of tuning parameters. Tuning parameters such as leaf size (influences the shape of the tree) and cut-off level (controls the granularity of tasks) of the space-partitioning trees result in performance improvement of up to 4.6x. A key goal is to generate scalable and high-performance code automatically without sacrificing productivity. That implies minimizing the effort the users have to put in to generate the desired high-performance code. Another critical factor is the adaptivity, which indicates the amount of effort that is required to extend the high-performance code generation to new N-body problems. Finally, we consider these factors and develop a domain-specific language and code generator named Portal, which is built on top of PASCAL-X. Portal's language design is inspired by the mathematical representation of N-body problems, resulting in an intuitive language for rapid implementation of a variety of problems. Portal's back-end is designed and implemented to generate optimized, parallel, and scalable implementations for multi-core systems. We demonstrate that the performance achieved by using Portal is comparable to that of expert hand-optimized code while providing productivity for domain scientists. For instance, using Portal for the k-nearest neighbors problem gains performance that is similar to the hand-optimized code, while reducing the lines of code by 68x. To the best of our knowledge, there are no known libraries or frameworks that implement parallel asymptotically optimal algorithms for the class of general N-body problems and this thesis primarily aims to fill this gap. Finally, we present a case study of Portal for the real-world problem of face clustering. In this case study, we show that Portal not only provides a fast solution for the face clustering problem with similar accuracy as the state-of-the-art algorithm, but also it provides productivity by implementing the face clustering algorithm in only 14 lines of Portal code

Far-Field Compression for Fast Kernel Summation Methods in High Dimensions

We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions for each point in the set. Direct summation is equivalent to a (dense) matrix-vector multiplication and scales quadratically with the number of points. Fast kernel summation algorithms reduce this cost to log-linear or linear complexity. Treecodes and Fast Multipole Methods (FMMs) deliver tremendous speedups by constructing approximate representations of interactions of points that are far from each other. In algebraic terms, these representations correspond to low-rank approximations of blocks of the overall interaction matrix. Existing approaches require an excessive number of kernel evaluations with increasing $d$ and number of points in the dataset. To address this issue, we use a randomized algebraic approach in which we first sample the rows of a block and then construct its approximate, low-rank interpolative decomposition. We examine the feasibility of this approach theoretically and experimentally. We provide a new theoretical result showing a tighter bound on the reconstruction error from uniformly sampling rows than the existing state-of-the-art. We demonstrate that our sampling approach is competitive with existing (but prohibitively expensive) methods from the literature. We also construct kernel matrices for the Laplacian, Gaussian, and polynomial kernels -- all commonly used in physics and data analysis. We explore the numerical properties of blocks of these matrices, and show that they are amenable to our approach. Depending on the data set, our randomized algorithm can successfully compute low rank approximations in high dimensions. We report results for data sets with ambient dimensions from four to 1,000.Comment: 43 pages, 21 figure