Flexible Parallel Algorithms for Big Data Optimization

We propose a decomposition framework for the parallel optimization of the sum of a differentiable function and a (block) separable nonsmooth, convex one. The latter term is typically used to enforce structure in the solution as, for example, in Lasso problems. Our framework is very flexible and includes both fully parallel Jacobi schemes and Gauss-Seidel (Southwell-type) ones, as well as virtually all possibilities in between (e.g., gradient- or Newton-type methods) with only a subset of variables updated at each iteration. Our theoretical convergence results improve on existing ones, and numerical results show that the new method compares favorably to existing algorithms.Comment: submitted to IEEE ICASSP 201

Parallel Selective Algorithms for Big Data Optimization

We propose a decomposition framework for the parallel optimization of the sum of a differentiable (possibly nonconvex) function and a (block) separable nonsmooth, convex one. The latter term is usually employed to enforce structure in the solution, typically sparsity. Our framework is very flexible and includes both fully parallel Jacobi schemes and Gauss- Seidel (i.e., sequential) ones, as well as virtually all possibilities "in between" with only a subset of variables updated at each iteration. Our theoretical convergence results improve on existing ones, and numerical results on LASSO, logistic regression, and some nonconvex quadratic problems show that the new method consistently outperforms existing algorithms.Comment: This work is an extended version of the conference paper that has been presented at IEEE ICASSP'14. The first and the second author contributed equally to the paper. This revised version contains new numerical results on non convex quadratic problem

Hybrid Random/Deterministic Parallel Algorithms for Nonconvex Big Data Optimization

We propose a decomposition framework for the parallel optimization of the sum of a differentiable {(possibly nonconvex)} function and a nonsmooth (possibly nonseparable), convex one. The latter term is usually employed to enforce structure in the solution, typically sparsity. The main contribution of this work is a novel \emph{parallel, hybrid random/deterministic} decomposition scheme wherein, at each iteration, a subset of (block) variables is updated at the same time by minimizing local convex approximations of the original nonconvex function. To tackle with huge-scale problems, the (block) variables to be updated are chosen according to a \emph{mixed random and deterministic} procedure, which captures the advantages of both pure deterministic and random update-based schemes. Almost sure convergence of the proposed scheme is established. Numerical results show that on huge-scale problems the proposed hybrid random/deterministic algorithm outperforms both random and deterministic schemes.Comment: The order of the authors is alphabetica

Convex Optimization for Big Data

This article reviews recent advances in convex optimization algorithms for Big Data, which aim to reduce the computational, storage, and communications bottlenecks. We provide an overview of this emerging field, describe contemporary approximation techniques like first-order methods and randomization for scalability, and survey the important role of parallel and distributed computation. The new Big Data algorithms are based on surprisingly simple principles and attain staggering accelerations even on classical problems.Comment: 23 pages, 4 figurs, 8 algorithm

Distributed and parallel sparse convex optimization for radio interferometry with PURIFY

Next generation radio interferometric telescopes are entering an era of big data with extremely large data sets. While these telescopes can observe the sky in higher sensitivity and resolution than before, computational challenges in image reconstruction need to be overcome to realize the potential of forthcoming telescopes. New methods in sparse image reconstruction and convex optimization techniques (cf. compressive sensing) have shown to produce higher fidelity reconstructions of simulations and real observations than traditional methods. This article presents distributed and parallel algorithms and implementations to perform sparse image reconstruction, with significant practical considerations that are important for implementing these algorithms for Big Data. We benchmark the algorithms presented, showing that they are considerably faster than their serial equivalents. We then pre-sample gridding kernels to scale the distributed algorithms to larger data sizes, showing application times for 1 Gb to 2.4 Tb data sets over 25 to 100 nodes for up to 50 billion visibilities, and find that the run-times for the distributed algorithms range from 100 milliseconds to 3 minutes per iteration. This work presents an important step in working towards computationally scalable and efficient algorithms and implementations that are needed to image observations of both extended and compact sources from next generation radio interferometers such as the SKA. The algorithms are implemented in the latest versions of the SOPT (https://github.com/astro-informatics/sopt) and PURIFY (https://github.com/astro-informatics/purify) software packages {(Versions 3.1.0)}, which have been released alongside of this article.Comment: 25 pages, 5 figure

Parallel swarm intelligence strategies for large-scale clustering based on MapReduce with application to epigenetics of aging

Clustering is an important technique for data analysis and knowledge discovery. In the context of big data, it becomes a challenging issue due to the huge amount of data recently collected making conventional clustering algorithms inappropriate. The use of swarm intelligence algorithms has shown promising results when applied to data clustering of moderate size due to their decentralized and self-organized behavior. However, these algorithms exhibit limited capabilities when large data sets are involved. In this paper, we developed a decentralized distributed big data clustering solution using three swarm intelligence algorithms according to MapReduce framework. The developed framework allows cooperation between the three algorithms namely particle swarm optimization, ant colony optimization and artificial bees colony to achieve largely scalable data partitioning through a migration strategy. This latter reaps advantage of the combined exploration and exploitation capabilities of these algorithms to foster diversity. The framework is tested using amazon elastic map-reduce service (EMR) deploying up to 192 computer nodes and 30 gigabytes of data. Parallel metrics such as speed-up, size-up and scale-up are used to measure the elasticity and scalability of the framework. Our results are compared with their counterparts big data clustering results and show a significant improvement in terms of time and convergence to good quality solution. The developed model has been applied to epigenetics data clustering according to methylation features in CpG islands, gene body, and gene promoter in order to study the epigenetics impact on aging. Experimental results reveal that DNA-methylation changes slightly and not aberrantly with aging corroborating previous studies

Balancing the Communication Load of Asynchronously Parallelized Machine Learning Algorithms

Stochastic Gradient Descent (SGD) is the standard numerical method used to solve the core optimization problem for the vast majority of machine learning (ML) algorithms. In the context of large scale learning, as utilized by many Big Data applications, efficient parallelization of SGD is in the focus of active research. Recently, we were able to show that the asynchronous communication paradigm can be applied to achieve a fast and scalable parallelization of SGD. Asynchronous Stochastic Gradient Descent (ASGD) outperforms other, mostly MapReduce based, parallel algorithms solving large scale machine learning problems. In this paper, we investigate the impact of asynchronous communication frequency and message size on the performance of ASGD applied to large scale ML on HTC cluster and cloud environments. We introduce a novel algorithm for the automatic balancing of the asynchronous communication load, which allows to adapt ASGD to changing network bandwidths and latencies.Comment: arXiv admin note: substantial text overlap with arXiv:1505.0495

Petuum: A New Platform for Distributed Machine Learning on Big Data

What is a systematic way to efficiently apply a wide spectrum of advanced ML programs to industrial scale problems, using Big Models (up to 100s of billions of parameters) on Big Data (up to terabytes or petabytes)? Modern parallelization strategies employ fine-grained operations and scheduling beyond the classic bulk-synchronous processing paradigm popularized by MapReduce, or even specialized graph-based execution that relies on graph representations of ML programs. The variety of approaches tends to pull systems and algorithms design in different directions, and it remains difficult to find a universal platform applicable to a wide range of ML programs at scale. We propose a general-purpose framework that systematically addresses data- and model-parallel challenges in large-scale ML, by observing that many ML programs are fundamentally optimization-centric and admit error-tolerant, iterative-convergent algorithmic solutions. This presents unique opportunities for an integrative system design, such as bounded-error network synchronization and dynamic scheduling based on ML program structure. We demonstrate the efficacy of these system designs versus well-known implementations of modern ML algorithms, allowing ML programs to run in much less time and at considerably larger model sizes, even on modestly-sized compute clusters.Comment: 15 pages, 10 figures, final version in KDD 2015 under the same titl