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arXiv · 1811.02653

OverSketch: Approximate Matrix Multiplication for the Cloud

Vipul Gupta·Shusen Wang·Thomas Courtade·Kannan Ramchandran
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Abstract

We propose OverSketch, an approximate algorithm for distributed matrix multiplication in serverless computing. OverSketch leverages ideas from matrix sketching and high-performance computing to enable cost-efficient multiplication that is resilient to faults and straggling nodes pervasive in low-cost serverless architectures. We establish statistical guarantees on the accuracy of OverSketch and empirically validate our results by solving a large-scale linear program using interior-point methods and demonstrate a 34% reduction in compute time on AWS Lambda.

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Vipul Gupta, Shusen Wang, Thomas Courtade, Kannan Ramchandran. 2018-11-06. OverSketch: Approximate Matrix Multiplication for the Cloud. https://doi.org/10.1109/bigdata.2018.8622139

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