The Diagonalized Newton Algorithm for Nonnegative Matrix Factorization

Non-negative matrix factorization (NMF) has become a popular machine learning approach to many problems in text mining, speech and image processing, bio-informatics and seismic data analysis to name a few. In NMF, a matrix of non-negative data is approximated by the low-rank product of two matrices with non-negative entries. In this paper, the approximation quality is measured by the Kullback-Leibler divergence between the data and its low-rank reconstruction. The existence of the simple multiplicative update (MU) algorithm for computing the matrix factors has contributed to the success of NMF. Despite the availability of algorithms showing faster convergence, MU remains popular due to its simplicity. In this paper, a diagonalized Newton algorithm (DNA) is proposed showing faster convergence while the implementation remains simple and suitable for high-rank problems. The DNA algorithm is applied to various publicly available data sets, showing a substantial speed-up on modern hardware.Comment: 8 pages + references; International Conference on Learning Representations, 201

Scalable and interpretable product recommendations via overlapping co-clustering

We consider the problem of generating interpretable recommendations by identifying overlapping co-clusters of clients and products, based only on positive or implicit feedback. Our approach is applicable on very large datasets because it exhibits almost linear complexity in the input examples and the number of co-clusters. We show, both on real industrial data and on publicly available datasets, that the recommendation accuracy of our algorithm is competitive to that of state-of-art matrix factorization techniques. In addition, our technique has the advantage of offering recommendations that are textually and visually interpretable. Finally, we examine how to implement our technique efficiently on Graphical Processing Units (GPUs).Comment: In IEEE International Conference on Data Engineering (ICDE) 201

Analysis of A Splitting Approach for the Parallel Solution of Linear Systems on GPU Cards

We discuss an approach for solving sparse or dense banded linear systems ${\bf A} {\bf x} = {\bf b}$ on a Graphics Processing Unit (GPU) card. The matrix ${\bf A} \in {\mathbb{R}}^{N \times N}$ is possibly nonsymmetric and moderately large; i.e., $10000 \leq N \leq 500000$. The ${\it split\ and\ parallelize}$(${\tt SaP}$) approach seeks to partition the matrix${\bf A}$into diagonal sub-blocks${\bf A}_i$,$i=1,\ldots,P$, which are independently factored in parallel. The solution may choose to consider or to ignore the matrices that couple the diagonal sub-blocks${\bf A}_i$. This approach, along with the Krylov subspace-based iterative method that it preconditions, are implemented in a solver called${\tt SaP::GPU}$, which is compared in terms of efficiency with three commonly used sparse direct solvers:${\tt PARDISO}$,${\tt SuperLU}$, and${\tt MUMPS}$.${\tt SaP::GPU}$, which runs entirely on the GPU except several stages involved in preliminary row-column permutations, is robust and compares well in terms of efficiency with the aforementioned direct solvers. In a comparison against Intel's${\tt MKL}$,${\tt SaP::GPU}$also fares well when used to solve dense banded systems that are close to being diagonally dominant.${\tt SaP::GPU}$ is publicly available and distributed as open source under a permissive BSD3 license.Comment: 38 page

A GPU-based hyperbolic SVD algorithm

A one-sided Jacobi hyperbolic singular value decomposition (HSVD) algorithm, using a massively parallel graphics processing unit (GPU), is developed. The algorithm also serves as the final stage of solving a symmetric indefinite eigenvalue problem. Numerical testing demonstrates the gains in speed and accuracy over sequential and MPI-parallelized variants of similar Jacobi-type HSVD algorithms. Finally, possibilities of hybrid CPU--GPU parallelism are discussed.Comment: Accepted for publication in BIT Numerical Mathematic

Microbial community pattern detection in human body habitats via ensemble clustering framework

The human habitat is a host where microbial species evolve, function, and continue to evolve. Elucidating how microbial communities respond to human habitats is a fundamental and critical task, as establishing baselines of human microbiome is essential in understanding its role in human disease and health. However, current studies usually overlook a complex and interconnected landscape of human microbiome and limit the ability in particular body habitats with learning models of specific criterion. Therefore, these methods could not capture the real-world underlying microbial patterns effectively. To obtain a comprehensive view, we propose a novel ensemble clustering framework to mine the structure of microbial community pattern on large-scale metagenomic data. Particularly, we first build a microbial similarity network via integrating 1920 metagenomic samples from three body habitats of healthy adults. Then a novel symmetric Nonnegative Matrix Factorization (NMF) based ensemble model is proposed and applied onto the network to detect clustering pattern. Extensive experiments are conducted to evaluate the effectiveness of our model on deriving microbial community with respect to body habitat and host gender. From clustering results, we observed that body habitat exhibits a strong bound but non-unique microbial structural patterns. Meanwhile, human microbiome reveals different degree of structural variations over body habitat and host gender. In summary, our ensemble clustering framework could efficiently explore integrated clustering results to accurately identify microbial communities, and provide a comprehensive view for a set of microbial communities. Such trends depict an integrated biography of microbial communities, which offer a new insight towards uncovering pathogenic model of human microbiome.Comment: BMC Systems Biology 201

High performance interior point methods for three-dimensional finite element limit analysis

The ability to obtain rigorous upper and lower bounds on collapse loads of various structures makes finite element limit analysis an attractive design tool. The increasingly high cost of computing those bounds, however, has limited its application on problems in three dimensions. This work reports on a high-performance homogeneous self-dual primal-dual interior point method developed for three-dimensional finite element limit analysis. This implementation achieves convergence times over 4.5× faster than the leading commercial solver across a set of three-dimensional finite element limit analysis test problems, making investigation of three dimensional limit loads viable. A comparison between a range of iterative linear solvers and direct methods used to determine the search direction is also provided, demonstrating the superiority of direct methods for this application. The components of the interior point solver considered include the elimination of and options for handling remaining free variables, multifrontal and supernodal Cholesky comparison for computing the search direction, differences between approximate minimum degree [1] and nested dissection [13] orderings, dealing with dense columns and fixed variables, and accelerating the linear system solver through parallelization. Each of these areas resulted in an improvement on at least one of the problems in the test set, with many achieving gains across the whole set. The serial implementation achieved runtime performance 1.7× faster than the commercial solver Mosek [5]. Compared with the parallel version of Mosek, the use of parallel BLAS routines in the supernodal solver saw a 1.9× speedup, and with a modified version of the GPU-enabled CHOLMOD [11] and a single NVIDIA Tesla K20c this speedup increased to 4.65×