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

SCOPE: Scalable Composite Optimization for Learning on Spark

Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to solve the large-scale composite optimization problems, which have shown better performance than traditional batch methods. However, most of these DSO methods are not scalable enough. In this paper, we propose a novel DSO method, called \underline{s}calable \underline{c}omposite \underline{op}timization for l\underline{e}arning~({SCOPE}), and implement it on the fault-tolerant distributed platform \mbox{Spark}. SCOPE is both computation-efficient and communication-efficient. Theoretical analysis shows that SCOPE is convergent with linear convergence rate when the objective function is convex. Furthermore, empirical results on real datasets show that SCOPE can outperform other state-of-the-art distributed learning methods on Spark, including both batch learning methods and DSO methods

Asynchronous Parallel Stochastic Gradient Descent - A Numeric Core for Scalable Distributed Machine Learning Algorithms

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in terms of convergence and accuracy. Recently, several parallelization approaches have been proposed in order to scale SGD to solve very large ML problems. At their core, most of these approaches are following a map-reduce scheme. This paper presents a novel parallel updating algorithm for SGD, which utilizes the asynchronous single-sided communication paradigm. Compared to existing methods, Asynchronous Parallel Stochastic Gradient Descent (ASGD) provides faster (or at least equal) convergence, close to linear scaling and stable accuracy

Breaking the Nonsmooth Barrier: A Scalable Parallel Method for Composite Optimization

Due to their simplicity and excellent performance, parallel asynchronous variants of stochastic gradient descent have become popular methods to solve a wide range of large-scale optimization problems on multi-core architectures. Yet, despite their practical success, support for nonsmooth objectives is still lacking, making them unsuitable for many problems of interest in machine learning, such as the Lasso, group Lasso or empirical risk minimization with convex constraints. In this work, we propose and analyze ProxASAGA, a fully asynchronous sparse method inspired by SAGA, a variance reduced incremental gradient algorithm. The proposed method is easy to implement and significantly outperforms the state of the art on several nonsmooth, large-scale problems. We prove that our method achieves a theoretical linear speedup with respect to the sequential version under assumptions on the sparsity of gradients and block-separability of the proximal term. Empirical benchmarks on a multi-core architecture illustrate practical speedups of up to 12x on a 20-core machine.Comment: Appears in Advances in Neural Information Processing Systems 30 (NIPS 2017), 28 page