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arXiv · 1312.0193

NOMAD: Non-locking, stOchastic Multi-machine algorithm for Asynchronous and Decentralized matrix completion

Hyokun Yun·Hsiang-Fu Yu·Cho-Jui Hsieh·S. V. N. Vishwanathan·Inderjit Dhillon
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Abstract

We develop an efficient parallel distributed algorithm for matrix completion, named NOMAD (Non-locking, stOchastic Multi-machine algorithm for Asynchronous and Decentralized matrix completion). NOMAD is a decentralized algorithm with non-blocking communication between processors. One of the key features of NOMAD is that the ownership of a variable is asynchronously transferred between processors in a decentralized fashion. As a consequence it is a lock-free parallel algorithm. In spite of being an asynchronous algorithm, the variable updates of NOMAD are serializable, that is, there is an equivalent update ordering in a serial implementation. NOMAD outperforms synchronous algorithms which require explicit bulk synchronization after every iteration: our extensive empirical evaluation shows that not only does our algorithm perform well in distributed setting on commodity hardware, but also outperforms state-of-the-art algorithms on a HPC cluster both in multi-core and distributed memory settings.

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Hyokun Yun, Hsiang-Fu Yu, Cho-Jui Hsieh, S. V. N. Vishwanathan, Inderjit Dhillon. 2014-04-24. NOMAD: Non-locking, stOchastic Multi-machine algorithm for Asynchronous and Decentralized matrix completion. https://arxiv.org/abs/1312.0193

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