arXiv subjects

James Cheng

Publications and source records attributed to James Cheng.

At least 91 records · Page 5Linked to original sources

arXiv2019

Elastic deep learning in multi-tenant GPU cluster

We study how to support elasticity, i.e., the ability to dynamically adjust the parallelism (number of GPUs), for deep neural network (DNN) training. Elasticity can benefit multi-tenant GPU cluster management in many ways, e.g., achieving various scheduling objectives (e.g., job throughput, job completion time, GPU efficiency) according to cluster load variations, maximizing the use of transient idle resources, performance profiling, job migration, and straggler mitigation. However, existing parallelism adjustment strategies incur high overheads, which hinder many applications from making effective use of elasticity. We propose EDL to enable low-overhead elastic deep learning with a simple API. We present techniques that are necessary to reduce the overhead of parallelism adjustments, such as stop-free scaling and dynamic data pipeline. We also demonstrate that EDL can indeed bring significant benefits to the above-listed applications in GPU cluster management.

cs.DC↗

arXiv2019

Hyper-Sphere Quantization: Communication-Efficient SGD for Federated Learning

The high cost of communicating gradients is a major bottleneck for federated learning, as the bandwidth of the participating user devices is limited. Existing gradient compression algorithms are mainly designed for data centers with high-speed network and achieve $O(\sqrt{d} \log d)$ per-iteration communication cost at best, where $d$ is the size of the model. We propose hyper-sphere quantization (HSQ), a general framework that can be configured to achieve a continuum of trade-offs between communication efficiency and gradient accuracy. In particular, at the high compression ratio end, HSQ provides a low per-iteration communication cost of $O(\log d)$, which is favorable for federated learning. We prove the convergence of HSQ theoretically and show by experiments that HSQ significantly reduces the communication cost of model training without hurting convergence accuracy.

cs.LG↗

arXiv2019

Norm-Explicit Quantization: Improving Vector Quantization for Maximum Inner Product Search

Vector quantization (VQ) techniques are widely used in similarity search for data compression, fast metric computation and etc. Originally designed for Euclidean distance, existing VQ techniques (e.g., PQ, AQ) explicitly or implicitly minimize the quantization error. In this paper, we present a new angle to analyze the quantization error, which decomposes the quantization error into norm error and direction error. We show that quantization errors in norm have much higher influence on inner products than quantization errors in direction, and small quantization error does not necessarily lead to good performance in maximum inner product search (MIPS). Based on this observation, we propose norm-explicit quantization (NEQ) --- a general paradigm that improves existing VQ techniques for MIPS. NEQ quantizes the norms of items in a dataset explicitly to reduce errors in norm, which is crucial for MIPS. For the direction vectors, NEQ can simply reuse an existing VQ technique to quantize them without modification. We conducted extensive experiments on a variety of datasets and parameter configurations. The experimental results show that NEQ improves the performance of various VQ techniques for MIPS, including PQ, OPQ, RQ and AQ.

cs.IR↗

arXiv2019

Pyramid: A General Framework for Distributed Similarity Search

Similarity search is a core component in various applications such as image matching, product recommendation and low-shot classification. However, single machine solutions are usually insufficient due to the large cardinality of modern datasets and stringent latency requirement of on-line query processing. We present Pyramid, a general and efficient framework for distributed similarity search. Pyramid supports search with popular similarity functions including Euclidean distance, angular distance and inner product. Different from existing distributed solutions that are based on KD-tree or locality sensitive hashing (LSH), Pyramid is based on Hierarchical Navigable Small World graph (HNSW), which is the state of the art similarity search algorithm on a single machine. To achieve high query processing throughput, Pyramid partitions a dataset into sub-datasets containing similar items for index building and assigns a query to only some of the sub-datasets for query processing. To provide the robustness required by production deployment, Pyramid also supports failure recovery and straggler mitigation. Pyramid offers a set of concise API such that users can easily use Pyramid without knowing the details of distributed execution. Experiments on large-scale datasets show that Pyramid produces quality results for similarity search, achieves high query processing throughput and is robust under node failure and straggler.

cs.DC↗

arXiv2018

ASVRG: Accelerated Proximal SVRG

This paper proposes an accelerated proximal stochastic variance reduced gradient (ASVRG) method, in which we design a simple and effective momentum acceleration trick. Unlike most existing accelerated stochastic variance reduction methods such as Katyusha, ASVRG has only one additional variable and one momentum parameter. Thus, ASVRG is much simpler than those methods, and has much lower per-iteration complexity. We prove that ASVRG achieves the best known oracle complexities for both strongly convex and non-strongly convex objectives. In addition, we extend ASVRG to mini-batch and non-smooth settings. We also empirically verify our theoretical results and show that the performance of ASVRG is comparable with, and sometimes even better than that of the state-of-the-art stochastic methods.

cs.LG↗

arXiv2018

Norm-Range Partition: A Universal Catalyst for LSH based Maximum Inner Product Search (MIPS)

Recently, locality sensitive hashing (LSH) was shown to be effective for MIPS and several algorithms including $L_2$-ALSH, Sign-ALSH and Simple-LSH have been proposed. In this paper, we introduce the norm-range partition technique, which partitions the original dataset into sub-datasets containing items with similar 2-norms and builds hash index independently for each sub-dataset. We prove that norm-range partition reduces the query processing complexity for all existing LSH based MIPS algorithms under mild conditions. The key to performance improvement is that norm-range partition allows to use smaller normalization factor most sub-datasets. For efficient query processing, we also formulate a unified framework to rank the buckets from the hash indexes of different sub-datasets. Experiments on real datasets show that norm-range partition significantly reduces the number of probed for LSH based MIPS algorithms when achieving the same recall.

cs.LG↗

arXiv2018

VR-SGD: A Simple Stochastic Variance Reduction Method for Machine Learning

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors of VR-SGD are set to the average and last iterate of the previous epoch, respectively. The settings allow us to use much larger learning rates, and also make our convergence analysis more challenging. We also design two different update rules for smooth and non-smooth objective functions, respectively, which means that VR-SGD can tackle non-smooth and/or non-strongly convex problems directly without any reduction techniques. Moreover, we analyze the convergence properties of VR-SGD for strongly convex problems, which show that VR-SGD attains linear convergence. Different from its counterparts that have no convergence guarantees for non-strongly convex problems, we also provide the convergence guarantees of VR-SGD for this case, and empirically verify that VR-SGD with varying learning rates achieves similar performance to its momentum accelerated variant that has the optimal convergence rate $\mathcal{O}(1/T^2)$. Finally, we apply VR-SGD to solve various machine learning problems, such as convex and non-convex empirical risk minimization, and leading eigenvalue computation. Experimental results show that VR-SGD converges significantly faster than SVRG and Prox-SVRG, and usually outperforms state-of-the-art accelerated methods, e.g., Katyusha.

cs.LG↗

arXiv2018

Norm-Ranging LSH for Maximum Inner Product Search

Neyshabur and Srebro proposed Simple-LSH, which is the state-of-the-art hashing method for maximum inner product search (MIPS) with performance guarantee. We found that the performance of Simple-LSH, in both theory and practice, suffers from long tails in the 2-norm distribution of real datasets. We propose Norm-ranging LSH, which addresses the excessive normalization problem caused by long tails in Simple-LSH by partitioning a dataset into multiple sub-datasets and building a hash index for each sub-dataset independently. We prove that Norm-ranging LSH has lower query time complexity than Simple-LSH. We also show that the idea of partitioning the dataset can improve other hashing based methods for MIPS. To support efficient query processing on the hash indexes of the sub-datasets, a novel similarity metric is formulated. Experiments show that Norm-ranging LSH achieves an order of magnitude speedup over Simple-LSH for the same recall, thus significantly benefiting applications that involve MIPS.

cs.LG↗

arXiv2018

Bilinear Factor Matrix Norm Minimization for Robust PCA: Algorithms and Applications

The heavy-tailed distributions of corrupted outliers and singular values of all channels in low-level vision have proven effective priors for many applications such as background modeling, photometric stereo and image alignment. And they can be well modeled by a hyper-Laplacian. However, the use of such distributions generally leads to challenging non-convex, non-smooth and non-Lipschitz problems, and makes existing algorithms very slow for large-scale applications. Together with the analytic solutions to lp-norm minimization with two specific values of p, i.e., p=1/2 and p=2/3, we propose two novel bilinear factor matrix norm minimization models for robust principal component analysis. We first define the double nuclear norm and Frobenius/nuclear hybrid norm penalties, and then prove that they are in essence the Schatten-1/2 and 2/3 quasi-norms, respectively, which lead to much more tractable and scalable Lipschitz optimization problems. Our experimental analysis shows that both our methods yield more accurate solutions than original Schatten quasi-norm minimization, even when the number of observations is very limited. Finally, we apply our penalties to various low-level vision problems, e.g., text removal, moving object detection, image alignment and inpainting, and show that our methods usually outperform the state-of-the-art methods.

cs.LG↗

arXiv2018

A Simple Stochastic Variance Reduced Algorithm with Fast Convergence Rates

Recent years have witnessed exciting progress in the study of stochastic variance reduced gradient methods (e.g., SVRG, SAGA), their accelerated variants (e.g, Katyusha) and their extensions in many different settings (e.g., online, sparse, asynchronous, distributed). Among them, accelerated methods enjoy improved convergence rates but have complex coupling structures, which makes them hard to be extended to more settings (e.g., sparse and asynchronous) due to the existence of perturbation. In this paper, we introduce a simple stochastic variance reduced algorithm (MiG), which enjoys the best-known convergence rates for both strongly convex and non-strongly convex problems. Moreover, we also present its efficient sparse and asynchronous variants, and theoretically analyze its convergence rates in these settings. Finally, extensive experiments for various machine learning problems such as logistic regression are given to illustrate the practical improvement in both serial and asynchronous settings.

cs.LG↗

arXiv2018

Tractable and Scalable Schatten Quasi-Norm Approximations for Rank Minimization

The Schatten quasi-norm was introduced to bridge the gap between the trace norm and rank function. However, existing algorithms are too slow or even impractical for large-scale problems. Motivated by the equivalence relation between the trace norm and its bilinear spectral penalty, we define two tractable Schatten norms, i.e.\ the bi-trace and tri-trace norms, and prove that they are in essence the Schatten-$1/2$ and $1/3$ quasi-norms, respectively. By applying the two defined Schatten quasi-norms to various rank minimization problems such as MC and RPCA, we only need to solve much smaller factor matrices. We design two efficient linearized alternating minimization algorithms to solve our problems and establish that each bounded sequence generated by our algorithms converges to a critical point. We also provide the restricted strong convexity (RSC) based and MC error bounds for our algorithms. Our experimental results verified both the efficiency and effectiveness of our algorithms compared with the state-of-the-art methods.

cs.LG↗

arXiv2018

Guaranteed Sufficient Decrease for Stochastic Variance Reduced Gradient Optimization

In this paper, we propose a novel sufficient decrease technique for stochastic variance reduced gradient descent methods such as SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient decrease criterion, which yields sufficient decrease versions of stochastic variance reduction algorithms such as SVRG-SD and SAGA-SD as a byproduct. We introduce a coefficient to scale current iterate and to satisfy the sufficient decrease property, which takes the decisions to shrink, expand or even move in the opposite direction, and then give two specific update rules of the coefficient for Lasso and ridge regression. Moreover, we analyze the convergence properties of our algorithms for strongly convex problems, which show that our algorithms attain linear convergence rates. We also provide the convergence guarantees of our algorithms for non-strongly convex problems. Our experimental results further verify that our algorithms achieve significantly better performance than their counterparts.

stat.ML↗

arXiv2018

Scalable De Novo Genome Assembly Using Pregel

De novo genome assembly is the process of stitching short DNA sequences to generate longer DNA sequences, without using any reference sequence for alignment. It enables high-throughput genome sequencing and thus accelerates the discovery of new genomes. In this paper, we present a toolkit, called PPA-assembler, for de novo genome assembly in a distributed setting. The operations in our toolkit provide strong performance guarantees, and can be assembled to implement various sequencing strategies. PPA-assembler adopts the popular {\em de Bruijn graph} based approach for sequencing, and each operation is implemented as a program in Google's Pregel framework for big graph processing. Experiments on large real and simulated datasets demonstrate that PPA-assembler is much more efficient than the state-of-the-arts and provides good sequencing quality.

cs.DC↗

arXiv2017

G-thinker: Big Graph Mining Made Easier and Faster

This paper proposes a general system for compute-intensive graph mining tasks that find from a big graph all subgraphs that satisfy certain requirements (e.g., graph matching and community detection). Due to the broad range of applications of such tasks, many single-threaded algorithms have been proposed. However, graphs such as online social networks and knowledge graphs often have billions of vertices and edges, which require distributed processing in order to scale. Unfortunately, existing distributed graph processing systems such as Pregel and GraphLab are designed for data-intensive analytics, and are inefficient for compute-intensive graph mining tasks since computation over any data is coupled with the data's access that involves network transmission. We propose a distributed graph mining framework, called G-thinker, which is designed for compute-intensive graph mining workloads. G-thinker provides an intuitive graph-exploration API for the convenient implementation of various graph mining algorithms, and the runtime engine provides efficient execution with bounded memory consumption, light network communication, and parallelism between computation and communication. Extensive experiments were conducted, which demonstrate that G-thinker is orders of magnitude faster than existing solution, and can scale to graphs that are two orders of magnitude larger given the same hardware resources.

cs.DC↗

arXiv2017

Accelerated Variance Reduced Stochastic ADMM

Recently, many variance reduced stochastic alternating direction method of multipliers (ADMM) methods (e.g.\ SAG-ADMM, SDCA-ADMM and SVRG-ADMM) have made exciting progress such as linear convergence rates for strongly convex problems. However, the best known convergence rate for general convex problems is O(1/T) as opposed to O(1/T^2) of accelerated batch algorithms, where $T$ is the number of iterations. Thus, there still remains a gap in convergence rates between existing stochastic ADMM and batch algorithms. To bridge this gap, we introduce the momentum acceleration trick for batch optimization into the stochastic variance reduced gradient based ADMM (SVRG-ADMM), which leads to an accelerated (ASVRG-ADMM) method. Then we design two different momentum term update rules for strongly convex and general convex cases. We prove that ASVRG-ADMM converges linearly for strongly convex problems. Besides having a low per-iteration complexity as existing stochastic ADMM methods, ASVRG-ADMM improves the convergence rate on general convex problems from O(1/T) to O(1/T^2). Our experimental results show the effectiveness of ASVRG-ADMM.

cs.LG↗

arXiv2017

Guaranteed Sufficient Decrease for Variance Reduced Stochastic Gradient Descent

In this paper, we propose a novel sufficient decrease technique for variance reduced stochastic gradient descent methods such as SAG, SVRG and SAGA. In order to make sufficient decrease for stochastic optimization, we design a new sufficient decrease criterion, which yields sufficient decrease versions of variance reduction algorithms such as SVRG-SD and SAGA-SD as a byproduct. We introduce a coefficient to scale current iterate and satisfy the sufficient decrease property, which takes the decisions to shrink, expand or move in the opposite direction, and then give two specific update rules of the coefficient for Lasso and ridge regression. Moreover, we analyze the convergence properties of our algorithms for strongly convex problems, which show that both of our algorithms attain linear convergence rates. We also provide the convergence guarantees of our algorithms for non-strongly convex problems. Our experimental results further verify that our algorithms achieve significantly better performance than their counterparts.

cs.LG↗

arXiv2017

Fast Stochastic Variance Reduced Gradient Method with Momentum Acceleration for Machine Learning

Recently, research on accelerated stochastic gradient descent methods (e.g., SVRG) has made exciting progress (e.g., linear convergence for strongly convex problems). However, the best-known methods (e.g., Katyusha) requires at least two auxiliary variables and two momentum parameters. In this paper, we propose a fast stochastic variance reduction gradient (FSVRG) method, in which we design a novel update rule with the Nesterov's momentum and incorporate the technique of growing epoch size. FSVRG has only one auxiliary variable and one momentum weight, and thus it is much simpler and has much lower per-iteration complexity. We prove that FSVRG achieves linear convergence for strongly convex problems and the optimal $\mathcal{O}(1/T^2)$ convergence rate for non-strongly convex problems, where $T$ is the number of outer-iterations. We also extend FSVRG to directly solve the problems with non-smooth component functions, such as SVM. Finally, we empirically study the performance of FSVRG for solving various machine learning problems such as logistic regression, ridge regression, Lasso and SVM. Our results show that FSVRG outperforms the state-of-the-art stochastic methods, including Katyusha.

cs.LG↗

arXiv2016

Unified Scalable Equivalent Formulations for Schatten Quasi-Norms

The Schatten quasi-norm can be used to bridge the gap between the nuclear norm and rank function, and is the tighter approximation to matrix rank. However, most existing Schatten quasi-norm minimization (SQNM) algorithms, as well as for nuclear norm minimization, are too slow or even impractical for large-scale problems, due to the SVD or EVD of the whole matrix in each iteration. In this paper, we rigorously prove that for any p, p1, p2>0 satisfying 1/p=1/p1+1/p2, the Schatten-p quasi-norm of any matrix is equivalent to minimizing the product of the Schatten-p1 norm (or quasi-norm) and Schatten-p2 norm (or quasi-norm) of its two factor matrices. Then we present and prove the equivalence relationship between the product formula of the Schatten quasi-norm and its weighted sum formula for the two cases of p1 and p2: p1=p2 and p1\neq p2. In particular, when p>1/2, there is an equivalence between the Schatten-p quasi-norm of any matrix and the Schatten-2p norms of its two factor matrices, where the widely used equivalent formulation of the nuclear norm can be viewed as a special case. That is, various SQNM problems with p>1/2 can be transformed into the one only involving smooth, convex norms of two factor matrices, which can lead to simpler and more efficient algorithms than conventional methods. We further extend the theoretical results of two factor matrices to the cases of three and more factor matrices, from which we can see that for any 0<p<1, the Schatten-p quasi-norm of any matrix is the minimization of the mean of the Schatten-(p3+1)p norms of all factor matrices, where p3 denotes the largest integer not exceeding 1/p. In other words, for any 0<p<1, the SQNM problem can be transformed into an optimization problem only involving the smooth, convex norms of multiple factor matrices.

cs.IT↗