arXiv subjects

Pietro Michiardi

Publications and source records attributed to Pietro Michiardi.

At least 55 records · Page 3Linked to original sources

arXiv2020

Isotropic SGD: a Practical Approach to Bayesian Posterior Sampling

In this work we define a unified mathematical framework to deepen our understanding of the role of stochastic gradient (SG) noise on the behavior of Markov chain Monte Carlo sampling (SGMCMC) algorithms. Our formulation unlocks the design of a novel, practical approach to posterior sampling, which makes the SG noise isotropic using a fixed learning rate that we determine analytically, and that requires weaker assumptions than existing algorithms. In contrast, the common traits of existing \sgmcmc algorithms is to approximate the isotropy condition either by drowning the gradients in additive noise (annealing the learning rate) or by making restrictive assumptions on the \sg noise covariance and the geometry of the loss landscape. Extensive experimental validations indicate that our proposal is competitive with the state-of-the-art on \sgmcmc, while being much more practical to use.

cs.LG↗

arXiv2020

A Variational View on Bootstrap Ensembles as Bayesian Inference

In this paper, we employ variational arguments to establish a connection between ensemble methods for Neural Networks and Bayesian inference. We consider an ensemble-based scheme where each model/particle corresponds to a perturbation of the data by means of parametric bootstrap and a perturbation of the prior. We derive conditions under which any optimization steps of the particles makes the associated distribution reduce its divergence to the posterior over model parameters. Such conditions do not require any particular form for the approximation and they are purely geometrical, giving insights on the behavior of the ensemble on a number of interesting models such as Neural Networks with ReLU activations. Experiments confirm that ensemble methods can be a valid alternative to approximate Bayesian inference; the theoretical developments in the paper seek to explain this behavior.

cs.LG↗

arXiv2019

A comparative evaluation of novelty detection algorithms for discrete sequences

The identification of anomalies in temporal data is a core component of numerous research areas such as intrusion detection, fault prevention, genomics and fraud detection. This article provides an experimental comparison of the novelty detection problem applied to discrete sequences. The objective of this study is to identify which state-of-the-art methods are efficient and appropriate candidates for a given use case. These recommendations rely on extensive novelty detection experiments based on a variety of public datasets in addition to novel industrial datasets. We also perform thorough scalability and memory usage tests resulting in new supplementary insights of the methods' performance, key selection criterion to solve problems relying on large volumes of data and to meet the expectations of applications subject to strict response time constraints.

cs.LG↗

arXiv2019

LIBRE: Learning Interpretable Boolean Rule Ensembles

We present a novel method - LIBRE - to learn an interpretable classifier, which materializes as a set of Boolean rules. LIBRE uses an ensemble of bottom-up weak learners operating on a random subset of features, which allows for the learning of rules that generalize well on unseen data even in imbalanced settings. Weak learners are combined with a simple union so that the final ensemble is also interpretable. Experimental results indicate that LIBRE efficiently strikes the right balance between prediction accuracy, which is competitive with black box methods, and interpretability, which is often superior to alternative methods from the literature.

cs.LG↗

arXiv2019

Good Initializations of Variational Bayes for Deep Models

Stochastic variational inference is an established way to carry out approximate Bayesian inference for deep models. While there have been effective proposals for good initializations for loss minimization in deep learning, far less attention has been devoted to the issue of initialization of stochastic variational inference. We address this by proposing a novel layer-wise initialization strategy based on Bayesian linear models. The proposed method is extensively validated on regression and classification tasks, including Bayesian DeepNets and ConvNets, showing faster and better convergence compared to alternatives inspired by the literature on initializations for loss minimization.

stat.ML↗

arXiv2018

A Data-Driven Approach to Dynamically Adjust Resource Allocation for Compute Clusters

Nowadays, data-centers are largely under-utilized because resource allocation is based on reservation mechanisms which ignore actual resource utilization. Indeed, it is common to reserve resources for peak demand, which may occur only for a small portion of the application life time. As a consequence, cluster resources often go under-utilized. In this work, we propose a mechanism that improves cluster utilization, thus decreasing the average turnaround time, while preventing application failures due to contention in accessing finite resources such as RAM. Our approach monitors resource utilization and employs a data-driven approach to resource demand forecasting, featuring quantification of uncertainty in the predictions. Using demand forecast and its confidence, our mechanism modulates cluster resources assigned to running applications, and reduces the turnaround time by more than one order of magnitude while keeping application failures under control. Thus, tenants enjoy a responsive system and providers benefit from an efficient cluster utilization.

cs.DC↗

arXiv2018

Dirichlet-based Gaussian Processes for Large-scale Calibrated Classification

In this paper, we study the problem of deriving fast and accurate classification algorithms with uncertainty quantification. Gaussian process classification provides a principled approach, but the corresponding computational burden is hardly sustainable in large-scale problems and devising efficient alternatives is a challenge. In this work, we investigate if and how Gaussian process regression directly applied to the classification labels can be used to tackle this question. While in this case training time is remarkably faster, predictions need be calibrated for classification and uncertainty estimation. To this aim, we propose a novel approach based on interpreting the labels as the output of a Dirichlet distribution. Extensive experimental results show that the proposed approach provides essentially the same accuracy and uncertainty quantification of Gaussian process classification while requiring only a fraction of computational resources.

cs.LG↗

arXiv2018

Calibrating Deep Convolutional Gaussian Processes

The wide adoption of Convolutional Neural Networks (CNNs) in applications where decision-making under uncertainty is fundamental, has brought a great deal of attention to the ability of these models to accurately quantify the uncertainty in their predictions. Previous work on combining CNNs with Gaussian processes (GPs) has been developed under the assumption that the predictive probabilities of these models are well-calibrated. In this paper we show that, in fact, current combinations of CNNs and GPs are miscalibrated. We proposes a novel combination that considerably outperforms previous approaches on this aspect, while achieving state-of-the-art performance on image classification tasks.

stat.ML↗

arXiv2018

Cache-based Multi-query Optimization for Data-intensive Scalable Computing Frameworks

In modern large-scale distributed systems, analytics jobs submitted by various users often share similar work, for example scanning and processing the same subset of data. Instead of optimizing jobs independently, which may result in redundant and wasteful processing, multi-query optimization techniques can be employed to save a considerable amount of cluster resources. In this work, we introduce a novel method combining in-memory cache primitives and multi-query optimization, to improve the efficiency of data-intensive, scalable computing frameworks. By careful selection and exploitation of common (sub)expressions, while satisfying memory constraints, our method transforms a batch of queries into a new, more efficient one which avoids unnecessary recomputations. To find feasible and efficient execution plans, our method uses a cost-based optimization formulation akin to the multiple-choice knapsack problem. Extensive experiments on a prototype implementation of our system show significant benefits of worksharing for both TPC-DS workloads and detailed micro-benchmarks.

cs.DB↗

arXiv2018

Elastic Provisioning of Cloud Caches: a Cost-aware TTL Approach

We consider elastic resource provisioning in the cloud, focusing on in-memory key-value stores used as caches. Our goal is to dynamically scale resources to the traffic pattern minimizing the overall cost, which includes not only the storage cost, but also the cost due to misses. In fact, a small variation on the cache miss ratio may have a significant impact on user perceived performance in modern web services, which in turn has an impact on the overall revenues for the content provider that uses those services. We propose and study a dynamic algorithm for TTL caches, which is able to obtain close-to-minimal costs. Since high-throughput caches require low complexity operations, we discuss a practical implementation of such a scheme requiring constant overhead per request independently from the cache size. We evaluate our solution with real-world traces collected from Akamai, and show that we are able to obtain a 17% decrease in the overall cost compared to a baseline static configuration.

cs.DC↗

arXiv2017

Stocator: A High Performance Object Store Connector for Spark

We present Stocator, a high performance object store connector for Apache Spark, that takes advantage of object store semantics. Previous connectors have assumed file system semantics, in particular, achieving fault tolerance and allowing speculative execution by creating temporary files to avoid interference between worker threads executing the same task and then renaming these files. Rename is not a native object store operation; not only is it not atomic, but it is implemented using a costly copy operation and a delete. Instead our connector leverages the inherent atomicity of object creation, and by avoiding the rename paradigm it greatly decreases the number of operations on the object store as well as enabling a much simpler approach to dealing with the eventually consistent semantics typical of object stores. We have implemented Stocator and shared it in open source. Performance testing shows that it is as much as 18 times faster for write intensive workloads and performs as much as 30 times fewer operations on the object store than the legacy Hadoop connectors, reducing costs both for the client and the object storage service provider.

cs.DC↗

arXiv2017

Experimental Performance Evaluation of Cloud-Based Analytics-as-a-Service

An increasing number of Analytics-as-a-Service solutions has recently seen the light, in the landscape of cloud-based services. These services allow flexible composition of compute and storage components, that create powerful data ingestion and processing pipelines. This work is a first attempt at an experimental evaluation of analytic application performance executed using a wide range of storage service configurations. We present an intuitive notion of data locality, that we use as a proxy to rank different service compositions in terms of expected performance. Through an empirical analysis, we dissect the performance achieved by analytic workloads and unveil problems due to the impedance mismatch that arise in some configurations. Our work paves the way to a better understanding of modern cloud-based analytic services and their performance, both for its end-users and their providers.

cs.DC↗

arXiv2017

Random Feature Expansions for Deep Gaussian Processes

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing inference approaches for DGP models have limited scalability and are notoriously cumbersome to construct. In this work, we introduce a novel formulation of DGPs based on random feature expansions that we train using stochastic variational inference. This yields a practical learning framework which significantly advances the state-of-the-art in inference for DGPs, and enables accurate quantification of uncertainty. We extensively showcase the scalability and performance of our proposal on several datasets with up to 8 million observations, and various DGP architectures with up to 30 hidden layers.

stat.ML↗

arXiv2016

Flexible Scheduling of Distributed Analytic Applications

This work addresses the problem of scheduling user-defined analytic applications, which we define as high-level compositions of frameworks, their components, and the logic necessary to carry out work. The key idea in our application definition, is to distinguish classes of components, including rigid and elastic types: the first being required for an application to make progress, the latter contributing to reduced execution times. We show that the problem of scheduling such applications poses new challenges, which existing approaches address inefficiently. Thus, we present the design and evaluation of a novel, flexible heuristic to schedule analytic applications, that aims at high system responsiveness, by allocating resources efficiently. Our algorithm is evaluated using trace-driven simulations, with large-scale real system traces: our flexible scheduler outperforms a baseline approach across a variety of metrics, including application turnaround times, and resource allocation efficiency. We also present the design and evaluation of a full-fledged system, which we have called Zoe, that incorporates the ideas presented in this paper, and report concrete improvements in terms of efficiency and performance, with respect to prior generations of our system.

cs.DC↗

arXiv2016

DiNoDB: an Interactive-speed Query Engine for Ad-hoc Queries on Temporary Data

As data sets grow in size, analytics applications struggle to get instant insight into large datasets. Modern applications involve heavy batch processing jobs over large volumes of data and at the same time require efficient ad-hoc interactive analytics on temporary data. Existing solutions, however, typically focus on one of these two aspects, largely ignoring the need for synergy between the two. Consequently, interactive queries need to re-iterate costly passes through the entire dataset (e.g., data loading) that may provide meaningful return on investment only when data is queried over a long period of time. In this paper, we propose DiNoDB, an interactive-speed query engine for ad-hoc queries on temporary data. DiNoDB avoids the expensive loading and transformation phase that characterizes both traditional RDBMSs and current interactive analytics solutions. It is tailored to modern workflows found in machine learning and data exploration use cases, which often involve iterations of cycles of batch and interactive analytics on data that is typically useful for a narrow processing window. The key innovation of DiNoDB is to piggyback on the batch processing phase the creation of metadata that DiNoDB exploits to expedite the interactive queries. Our experimental analysis demonstrates that DiNoDB achieves very good performance for a wide range of ad-hoc queries compared to alternatives %such as Hive, Stado, SparkSQL and Impala.

cs.DB↗

arXiv2016

Bleach: A Distributed Stream Data Cleaning System

In this paper we address the problem of rule-based stream data cleaning, which sets stringent requirements on latency, rule dynamics and ability to cope with the unbounded nature of data streams. We design a system, called Bleach, which achieves real-time violation detection and data repair on a dirty data stream. Bleach relies on efficient, compact and distributed data structures to maintain the necessary state to repair data, using an incremental version of the equivalence class algorithm. Additionally, it supports rule dynamics and uses a "cumulative" sliding window operation to improve cleaning accuracy. We evaluate a prototype of Bleach using a TPC-DS derived dirty data stream and observe its high throughput, low latency and high cleaning accuracy, even with rule dynamics. Experimental results indicate superior performance of Bleach compared to a baseline system built on the micro-batch streaming paradigm.

cs.DB↗

arXiv2016

Fast Online k-nn Graph Building

In this paper we propose an online approximate k-nn graph building algorithm, which is able to quickly update a k-nn graph using a flow of data points. One very important step of the algorithm consists in using the current distributed graph to search for the neighbors of a new node. Hence we also propose a distributed partitioning method based on balanced k-medoids clustering, that we use to optimize the distributed search process. Finally, we present the improved sequential search procedure that is used inside each partition. We also perform an experimental evaluation of the different algorithms, where we study the influence of the parameters and compare the result of our algorithms to existing state of the art. This experimental evaluation confirms that the fast online k-nn graph building algorithm produces a graph that is highly similar to the graph produced by an offline exhaustive algorithm, while it requires less similarity computations.

cs.DS↗

arXiv2015

PSBS: Practical Size-Based Scheduling

Size-based schedulers have very desirable performance properties: optimal or near-optimal response time can be coupled with strong fairness guarantees. Despite this, such systems are very rarely implemented in practical settings, because they require knowing a priori the amount of work needed to complete jobs: this assumption is very difficult to satisfy in concrete systems. It is definitely more likely to inform the system with an estimate of the job sizes, but existing studies point to somewhat pessimistic results if existing scheduler policies are used based on imprecise job size estimations. We take the goal of designing scheduling policies that are explicitly designed to deal with inexact job sizes: first, we show that existing size-based schedulers can have bad performance with inexact job size information when job sizes are heavily skewed; we show that this issue, and the pessimistic results shown in the literature, are due to problematic behavior when large jobs are underestimated. Once the problem is identified, it is possible to amend existing size-based schedulers to solve the issue. We generalize FSP -- a fair and efficient size-based scheduling policy -- in order to solve the problem highlighted above; in addition, our solution deals with different job weights (that can be assigned to a job independently from its size). We provide an efficient implementation of the resulting protocol, which we call Practical Size-Based Scheduler (PSBS). Through simulations evaluated on synthetic and real workloads, we show that PSBS has near-optimal performance in a large variety of cases with inaccurate size information, that it performs fairly and it handles correctly job weights. We believe that this work shows that PSBS is indeed pratical, and we maintain that it could inspire the design of schedulers in a wide array of real-world use cases.

cs.DC↗