An efficient task-based all-reduce for machine learning applications

All-Reduce is a collective-combine operation frequently utilised in synchronous parameter updates in parallel machine learning algorithms. The performance of this operation - and subsequently of the algorithm itself - is heavily dependent on its implementation, configuration and on the supporting hardware on which it is run. Given the pivotal role of all-reduce, a failure in any of these regards will significantly impact the resulting scientific output. In this research we explore the performance of alternative all-reduce algorithms in data-flow graphs and compare these to the commonly used reduce-broadcast approach. We present an architecture and interface for all-reduce in task-based frameworks, and a parallelization scheme for object-serialization and computation. We present a concrete, novel application of a butterfly all-reduce algorithm on the Apache Spark framework on a high-performance compute cluster, and demonstrate the effectiveness of the new butterfly algorithm with a logarithmic speed-up with respect to the vector length compared with the original reduce-broadcast method - a 9x speed-up is observed for vector lengths in the order of 108. This improvement is comprised of both algorithmic changes (65%) and parallel-processing optimization (35%). The effectiveness of the new butterfly all-reduce is demonstrated using real-world neural network applications with the Spark framework. For the model-update operation we observe significant speed-ups using the new butterfly algorithm compared with the original reduce-broadcast, for both smaller (Cifar and Mnist) and larger (ImageNet) datasets

BigDL: A Distributed Deep Learning Framework for Big Data

This paper presents BigDL (a distributed deep learning framework for Apache Spark), which has been used by a variety of users in the industry for building deep learning applications on production big data platforms. It allows deep learning applications to run on the Apache Hadoop/Spark cluster so as to directly process the production data, and as a part of the end-to-end data analysis pipeline for deployment and management. Unlike existing deep learning frameworks, BigDL implements distributed, data parallel training directly on top of the functional compute model (with copy-on-write and coarse-grained operations) of Spark. We also share real-world experience and "war stories" of users that have adopted BigDL to address their challenges(i.e., how to easily build end-to-end data analysis and deep learning pipelines for their production data).Comment: In ACM Symposium of Cloud Computing conference (SoCC) 201

Data mining and neural networks to determine the financial market prediction

Predicting stock market movements has been a complex task for years by gaining the increasing interest of researchers and investors present all around the world. These have tried to get ahead of the way in order to know the levels of return and thus reduce the risk they face in investments [1]. Capital markets are areas of fundamental importance for the development of economies and their good management that favors the transition from savings to investment through the purchase and sale of shares [2]. These actions are so important that they are influenced by economic, social, political, and cultural variables. Therefore, it is reasonable to consider the value of an action in an instant not as a deterministic variable but as a random variable, considering its temporal trajectory as a stochastic process

Spark: Cluster Computing with Working Sets

MapReduce and its variants have been highly successful in implementing large-scale data-intensive applications on commodity clusters. However, most of these systems are built around an acyclic data flow model that is not suitable for other popular applications. This paper focuses on one such class of applications: those that reuse a working set of data across multiple parallel operations. This includes many iterative machine learning algorithms, as well as interactive data analysis tools. We propose a new framework called Spark that supports these applications while retaining the scalability and fault tolerance of MapReduce. To achieve these goals, Spark introduces an abstraction called resilient distributed datasets (RDDs). An RDD is a read-only collection of objects partitioned across a set of machines that can be rebuilt if a partition is lost. Spark can outperform Hadoop by 10x in iterative machine learning jobs, and can be used to interactively query a 39 GB dataset with sub-second response time.

MISTIQUE: A System to Store and Query Model Intermediates for Model Diagnosis

Model diagnosis is the process of analyzing machine learning (ML) model performance to identify where the model works well and where it doesn’t. It is a key part of the modeling process and helps ML developers iteratively improve model accuracy. Often, model diagnosis is performed by analyzing different datasets or inter- mediates associated with the model such as the input data and hidden representations learned by the model (e.g., [ 4 , 24 , 39 ]). The bottleneck in fast model diagnosis is the creation and storage of model intermediates. Storing these intermediates requires tens to hundreds of GB of storage whereas re-running the model for each diagnostic query slows down model diagnosis. To address this bottleneck, we propose a system called MISTIQUE that can work with traditional ML pipelines as well as deep neural networks to efficiently capture, store, and query model intermediates for diag- nosis. For each diagnostic query, MISTIQUE intelligently chooses whether to re-run the model or read a previously stored intermediate. For intermediates that are stored in MISTIQUE , we propose a range of optimizations to reduce storage footprint including quantization, summarization, and data deduplication. We evaluate our techniques on a range of real-world ML models in scikit-learn and Tensorflow. We demonstrate that our optimizations reduce storage by up to 110X for traditional ML pipelines and up to 6X for deep neural networks. Furthermore, by using MISTIQUE , we can speed up diagnostic queries on traditional ML pipelines by up to 390X and 210X on deep neural networks.Facebook PhD FellowshipAlfred P. Sloan Foundation. University Centers for Exemplary Mentoring (UCEM) fellowshi

Scaling the Mobile Millennium system in the cloud

We report on our experience scaling up the Mobile Millennium traffic information system using cloud computing and the Spark cluster computing framework. Mobile Millennium uses machine learning to infer traffic conditions for large metropolitan areas from crowdsourced data, and Spark was specifically designed to support such applications. Many studies of cloud computing frameworks have demonstrated scalability and performance improvements for simple machine learning algorithms. Our experience implementing a real-world machine learning-based application corroborates such benefits, but we also encountered several challenges that have not been widely reported. These include: managing large parameter vectors, using memory efficiently, and integrating with the application’s existing storage infrastructure. This paper describes these challenges and the changes they required in both the Spark framework and the Mobile Millennium software. While we focus on a system for traffic estimation, we believe that the lessons learned are applicable to other machine learning-based applications