FLASH: Randomized Algorithms Accelerated over CPU-GPU for Ultra-High Dimensional Similarity Search

We present FLASH (\textbf{F}ast \textbf{L}SH \textbf{A}lgorithm for \textbf{S}imilarity search accelerated with \textbf{H}PC), a similarity search system for ultra-high dimensional datasets on a single machine, that does not require similarity computations and is tailored for high-performance computing platforms. By leveraging a LSH style randomized indexing procedure and combining it with several principled techniques, such as reservoir sampling, recent advances in one-pass minwise hashing, and count based estimations, we reduce the computational and parallelization costs of similarity search, while retaining sound theoretical guarantees. We evaluate FLASH on several real, high-dimensional datasets from different domains, including text, malicious URL, click-through prediction, social networks, etc. Our experiments shed new light on the difficulties associated with datasets having several million dimensions. Current state-of-the-art implementations either fail on the presented scale or are orders of magnitude slower than FLASH. FLASH is capable of computing an approximate k-NN graph, from scratch, over the full webspam dataset (1.3 billion nonzeros) in less than 10 seconds. Computing a full k-NN graph in less than 10 seconds on the webspam dataset, using brute-force ($n^2D$), will require at least 20 teraflops. We provide CPU and GPU implementations of FLASH for replicability of our results

Fast kk-NNG construction with GPU-based quick multi-select

In this paper we describe a new brute force algorithm for building the $k$-Nearest Neighbor Graph ($k$-NNG). The $k$-NNG algorithm has many applications in areas such as machine learning, bio-informatics, and clustering analysis. While there are very efficient algorithms for data of low dimensions, for high dimensional data the brute force search is the best algorithm. There are two main parts to the algorithm: the first part is finding the distances between the input vectors which may be formulated as a matrix multiplication problem. The second is the selection of the $k$-NNs for each of the query vectors. For the second part, we describe a novel graphics processing unit (GPU) -based multi-select algorithm based on quick sort. Our optimization makes clever use of warp voting functions available on the latest GPUs along with use-controlled cache. Benchmarks show significant improvement over state-of-the-art implementations of the $k$-NN search on GPUs

Get Out of the Valley: Power-Efficient Address Mapping for GPUs

GPU memory systems adopt a multi-dimensional hardware structure to provide the bandwidth necessary to support 100s to 1000s of concurrent threads. On the software side, GPU-compute workloads also use multi-dimensional structures to organize the threads. We observe that these structures can combine unfavorably and create significant resource imbalance in the memory subsystem causing low performance and poor power-efficiency. The key issue is that it is highly application-dependent which memory address bits exhibit high variability. To solve this problem, we first provide an entropy analysis approach tailored for the highly concurrent memory request behavior in GPU-compute workloads. Our window-based entropy metric captures the information content of each address bit of the memory requests that are likely to co-exist in the memory system at runtime. Using this metric, we find that GPU-compute workloads exhibit entropy valleys distributed throughout the lower order address bits. This indicates that efficient GPU-address mapping schemes need to harvest entropy from broad address-bit ranges and concentrate the entropy into the bits used for channel and bank selection in the memory subsystem. This insight leads us to propose the Page Address Entropy (PAE) mapping scheme which concentrates the entropy of the row, channel and bank bits of the input address into the bank and channel bits of the output address. PAE maps straightforwardly to hardware and can be implemented with a tree of XOR-gates. PAE improves performance by 1.31 x and power-efficiency by 1.25 x compared to state-of-the-art permutation-based address mapping

Online Tensor Methods for Learning Latent Variable Models

We introduce an online tensor decomposition based approach for two latent variable modeling problems namely, (1) community detection, in which we learn the latent communities that the social actors in social networks belong to, and (2) topic modeling, in which we infer hidden topics of text articles. We consider decomposition of moment tensors using stochastic gradient descent. We conduct optimization of multilinear operations in SGD and avoid directly forming the tensors, to save computational and storage costs. We present optimized algorithm in two platforms. Our GPU-based implementation exploits the parallelism of SIMD architectures to allow for maximum speed-up by a careful optimization of storage and data transfer, whereas our CPU-based implementation uses efficient sparse matrix computations and is suitable for large sparse datasets. For the community detection problem, we demonstrate accuracy and computational efficiency on Facebook, Yelp and DBLP datasets, and for the topic modeling problem, we also demonstrate good performance on the New York Times dataset. We compare our results to the state-of-the-art algorithms such as the variational method, and report a gain of accuracy and a gain of several orders of magnitude in the execution time.Comment: JMLR 201