Ray: A Distributed Execution Engine for the Machine Learning Ecosystem

In recent years, growing data volumes and more sophisticated computational procedures have greatly increased the demand for computational power. Machine learning and artificial intelligence applications, for example, are notorious for their computational requirements. At the same time, Moores law is ending and processor speeds are stalling. As a result, distributed computing has become ubiquitous. While the cloud makes distributed hardware infrastructure widely accessible and therefore offers the potential of horizontal scale, developing these distributed algorithms and applications remains surprisingly hard. This is due to the inherent complexity of concurrent algorithms, the engineering challenges that arise when communicating between many machines, the requirements like fault tolerance and straggler mitigation that arise at large scale and the lack of a general-purpose distributed execution engine that can support a wide variety of applications.In this thesis, we study the requirements for a general-purpose distributed computation model and present a solution that is easy to use yet expressive and resilient to faults. At its core our model takes familiar concepts from serial programming, namely functions and classes, and generalizes them to the distributed world, therefore unifying stateless and stateful distributed computation. This model not only supports many machine learning workloads like training or serving, but is also a good t for cross-cutting machine learning applications like reinforcement learning and data processing applications like streaming or graph processing. We implement this computational model as an open-source system called Ray, which matches or exceeds the performance of specialized systems in many application domains, while also offering horizontally scalability and strong fault tolerance properties

Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly when they are combined with a fast multigrid solver, but to exploit them fully in a parallel environment, sophisticated scheduling strategies are needed. We optimize the concurrent execution across the three layers of the MLMC method: parallelization across levels, across samples, and across the spatial grid. In a series of numerical tests, the influence on the overall performance of the “scalability window” of the multigrid solver (i.e., the range of processor numbers over which good parallel efficiency can be maintained) is illustrated. Different homogeneous and heterogeneous scheduling strategies are proposed and discussed. Finally, large 3D scaling experiments are carried out, including adaptivity

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

Patterns of Scalable Bayesian Inference

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assumptions about model structure, underlying computational resources, and the importance of asymptotic correctness. As a result, there is a zoo of ideas with few clear overarching principles. In this paper, we seek to identify unifying principles, patterns, and intuitions for scaling Bayesian inference. We review existing work on utilizing modern computing resources with both MCMC and variational approximation techniques. From this taxonomy of ideas, we characterize the general principles that have proven successful for designing scalable inference procedures and comment on the path forward