Distributed Partitioned Big-Data Optimization via Asynchronous Dual Decomposition

In this paper we consider a novel partitioned framework for distributed optimization in peer-to-peer networks. In several important applications the agents of a network have to solve an optimization problem with two key features: (i) the dimension of the decision variable depends on the network size, and (ii) cost function and constraints have a sparsity structure related to the communication graph. For this class of problems a straightforward application of existing consensus methods would show two inefficiencies: poor scalability and redundancy of shared information. We propose an asynchronous distributed algorithm, based on dual decomposition and coordinate methods, to solve partitioned optimization problems. We show that, by exploiting the problem structure, the solution can be partitioned among the nodes, so that each node just stores a local copy of a portion of the decision variable (rather than a copy of the entire decision vector) and solves a small-scale local problem

Streaming Graph Challenge: Stochastic Block Partition

An important objective for analyzing real-world graphs is to achieve scalable performance on large, streaming graphs. A challenging and relevant example is the graph partition problem. As a combinatorial problem, graph partition is NP-hard, but existing relaxation methods provide reasonable approximate solutions that can be scaled for large graphs. Competitive benchmarks and challenges have proven to be an effective means to advance state-of-the-art performance and foster community collaboration. This paper describes a graph partition challenge with a baseline partition algorithm of sub-quadratic complexity. The algorithm employs rigorous Bayesian inferential methods based on a statistical model that captures characteristics of the real-world graphs. This strong foundation enables the algorithm to address limitations of well-known graph partition approaches such as modularity maximization. This paper describes various aspects of the challenge including: (1) the data sets and streaming graph generator, (2) the baseline partition algorithm with pseudocode, (3) an argument for the correctness of parallelizing the Bayesian inference, (4) different parallel computation strategies such as node-based parallelism and matrix-based parallelism, (5) evaluation metrics for partition correctness and computational requirements, (6) preliminary timing of a Python-based demonstration code and the open source C++ code, and (7) considerations for partitioning the graph in streaming fashion. Data sets and source code for the algorithm as well as metrics, with detailed documentation are available at GraphChallenge.org.Comment: To be published in 2017 IEEE High Performance Extreme Computing Conference (HPEC

Memory-Efficient Topic Modeling

As one of the simplest probabilistic topic modeling techniques, latent Dirichlet allocation (LDA) has found many important applications in text mining, computer vision and computational biology. Recent training algorithms for LDA can be interpreted within a unified message passing framework. However, message passing requires storing previous messages with a large amount of memory space, increasing linearly with the number of documents or the number of topics. Therefore, the high memory usage is often a major problem for topic modeling of massive corpora containing a large number of topics. To reduce the space complexity, we propose a novel algorithm without storing previous messages for training LDA: tiny belief propagation (TBP). The basic idea of TBP relates the message passing algorithms with the non-negative matrix factorization (NMF) algorithms, which absorb the message updating into the message passing process, and thus avoid storing previous messages. Experimental results on four large data sets confirm that TBP performs comparably well or even better than current state-of-the-art training algorithms for LDA but with a much less memory consumption. TBP can do topic modeling when massive corpora cannot fit in the computer memory, for example, extracting thematic topics from 7 GB PUBMED corpora on a common desktop computer with 2GB memory.Comment: 20 pages, 7 figure