Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence

Block coordinate descent (BCD) methods are widely-used for large-scale numerical optimization because of their cheap iteration costs, low memory requirements, amenability to parallelization, and ability to exploit problem structure. Three main algorithmic choices influence the performance of BCD methods: the block partitioning strategy, the block selection rule, and the block update rule. In this paper we explore all three of these building blocks and propose variations for each that can lead to significantly faster BCD methods. We (i) propose new greedy block-selection strategies that guarantee more progress per iteration than the Gauss-Southwell rule; (ii) explore practical issues like how to implement the new rules when using "variable" blocks; (iii) explore the use of message-passing to compute matrix or Newton updates efficiently on huge blocks for problems with a sparse dependency between variables; and (iv) consider optimal active manifold identification, which leads to bounds on the "active set complexity" of BCD methods and leads to superlinear convergence for certain problems with sparse solutions (and in some cases finite termination at an optimal solution). We support all of our findings with numerical results for the classic machine learning problems of least squares, logistic regression, multi-class logistic regression, label propagation, and L1-regularization

Program Transformations for Asynchronous and Batched Query Submission

The performance of database/Web-service backed applications can be significantly improved by asynchronous submission of queries/requests well ahead of the point where the results are needed, so that results are likely to have been fetched already when they are actually needed. However, manually writing applications to exploit asynchronous query submission is tedious and error-prone. In this paper we address the issue of automatically transforming a program written assuming synchronous query submission, to one that exploits asynchronous query submission. Our program transformation method is based on data flow analysis and is framed as a set of transformation rules. Our rules can handle query executions within loops, unlike some of the earlier work in this area. We also present a novel approach that, at runtime, can combine multiple asynchronous requests into batches, thereby achieving the benefits of batching in addition to that of asynchronous submission. We have built a tool that implements our transformation techniques on Java programs that use JDBC calls; our tool can be extended to handle Web service calls. We have carried out a detailed experimental study on several real-life applications, which shows the effectiveness of the proposed rewrite techniques, both in terms of their applicability and the performance gains achieved.Comment: 14 page

Survey on Combinatorial Register Allocation and Instruction Scheduling

Register allocation (mapping variables to processor registers or memory) and instruction scheduling (reordering instructions to increase instruction-level parallelism) are essential tasks for generating efficient assembly code in a compiler. In the last three decades, combinatorial optimization has emerged as an alternative to traditional, heuristic algorithms for these two tasks. Combinatorial optimization approaches can deliver optimal solutions according to a model, can precisely capture trade-offs between conflicting decisions, and are more flexible at the expense of increased compilation time. This paper provides an exhaustive literature review and a classification of combinatorial optimization approaches to register allocation and instruction scheduling, with a focus on the techniques that are most applied in this context: integer programming, constraint programming, partitioned Boolean quadratic programming, and enumeration. Researchers in compilers and combinatorial optimization can benefit from identifying developments, trends, and challenges in the area; compiler practitioners may discern opportunities and grasp the potential benefit of applying combinatorial optimization