Models, code, and papers for "Florin Rusu":

Stochastic Gradient Descent on Highly-Parallel Architectures

Feb 24, 2018
Yujing Ma, Florin Rusu, Martin Torres

There is an increased interest in building data analytics frameworks with advanced algebraic capabilities both in industry and academia. Many of these frameworks, e.g., TensorFlow and BIDMach, implement their compute-intensive primitives in two flavors---as multi-thread routines for multi-core CPUs and as highly-parallel kernels executed on GPU. Stochastic gradient descent (SGD) is the most popular optimization method for model training implemented extensively on modern data analytics platforms. While the data-intensive properties of SGD are well-known, there is an intense debate on which of the many SGD variants is better in practice. In this paper, we perform a comprehensive study of parallel SGD for training generalized linear models. We consider the impact of three factors -- computing architecture (multi-core CPU or GPU), synchronous or asynchronous model updates, and data sparsity -- on three measures---hardware efficiency, statistical efficiency, and time to convergence. In the process, we design an optimized asynchronous SGD algorithm for GPU that leverages warp shuffling and cache coalescing for data and model access. We draw several interesting findings from our extensive experiments with logistic regression (LR) and support vector machines (SVM) on five real datasets. For synchronous SGD, GPU always outperforms parallel CPU---they both outperform a sequential CPU solution by more than 400X. For asynchronous SGD, parallel CPU is the safest choice while GPU with data replication is better in certain situations. The choice between synchronous GPU and asynchronous CPU depends on the task and the characteristics of the data. As a reference, our best implementation outperforms TensorFlow and BIDMach consistently. We hope that our insights provide a useful guide for applying parallel SGD to generalized linear models.

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Progressive Data Science: Potential and Challenges

Dec 19, 2018
Cagatay Turkay, Nicola Pezzotti, Carsten Binnig, Hendrik Strobelt, Barbara Hammer, Daniel A. Keim, Jean-Daniel Fekete, Themis Palpanas, Yunhai Wang, Florin Rusu

Data science requires time-consuming iterative manual activities. In particular, activities such as data selection, preprocessing, transformation, and mining, highly depend on iterative trial-and-error processes that could be sped up significantly by providing quick feedback on the impact of changes. The idea of progressive data science is to compute the results of changes in a progressive manner, returning a first approximation of results quickly and allow iterative refinements until converging to a final result. Enabling the user to interact with the intermediate results allows an early detection of erroneous or suboptimal choices, the guided definition of modifications to the pipeline and their quick assessment. In this paper, we discuss the progressiveness challenges arising in different steps of the data science pipeline. We describe how changes in each step of the pipeline impact the subsequent steps and outline why progressive data science will help to make the process more effective. Computing progressive approximations of outcomes resulting from changes creates numerous research challenges, especially if the changes are made in the early steps of the pipeline. We discuss these challenges and outline first steps towards progressiveness, which, we argue, will ultimately help to significantly speed-up the overall data science process.

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