Scaling up Machine Learning Algorithms for Classification

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Slides for private meeting of mathematical informatics assistant professors.

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1. Scaling up Machine Learning algorithms for classification Department of Mathematical Informatics The University of Tokyo Shin Matsushima 2. How can we scale up Machine Learning to Massive datasets? Exploit hardware traits Disk IO is bottleneck Dual Cached Loops Run Disk IO and Computation simultaneously Distributed asynchronous optimization (ongoing) Current work using multiple machines 2 3. LINEAR SUPPORT VECTOR MACHINES VIA DUAL CACHED LOOPS 3 4. Intuition of linear SVM xi: i-th datapoint yi: i-th label. +1 or -1 yi w xi : larger is better, smaller is worse 4 : yi = +1 : yi = -1 5. Formulation of Linear SVM n: number of data points d: number of features Convex non-smooth optimization 5 6. Formulation of Linear SVM Primal Dual 6 7. Coordinate descent 7 8. 8 9. 9 10. 10 11. 11 12. 12 13. 13 14. 14 15. Coordinate Descent Method For each update we solve one-variable optimization problem with respect to the variable to update. 15 16. Applying Coordinate Descent for Dual formulation of SVM 16 17. 17 Applying Coordinate Descent for Dual formulation of SVM 18. Dual Coordinate Descent [Hsieh et al. 2008] 18 19. Attractive property Suitable for large scale learning We need only one data for each update. Theoretical guarantees Linear convergencecf. SGD Shrinking[Joachims 1999] We can eliminate uninformative data: cf. 19 20. Shrinking[Joachims 1999] Intuition: a datapoint far from the current decision boundary is unlikely to become a support vector 20 21. Shrinking[Joachims 1999] Condition Available only in the dual problem 21 22. Problem in scaling up to massive data In dealing with small-scale data, we first copy the entire dataset into main memory In dealing with large-scale data, we cannot copy the dataset at once 22 Read Disk Memory Data 23. Read Data Schemes when data cannot fit in memory 1. Block Minimization [Yu et al. 2010] Split the entire dataset into blocks so that each block can fit in memory 24. Train RAM Schemes when data cannot fit in memory 1. Block Minimization [Yu et al. 2010] Split the entire dataset into blocks so that each block can fit in memory 25. Read Data Schemes when data cannot fit in memory 1. Block Minimization [Yu et al. 2010] Split the entire dataset into blocks so that each block can fit in memory 26. Train RAM Schemes when data cannot fit in memory 1. Block Minimization [Yu et al. 2010] Split the entire dataset into blocks so that each block can fit in memory 27. Block Minimization[Yu et al. 2010] 27 28. Read Data Schemes when data cannot fit in memory 2. Selective Block Minimization [Chang and Roth 2011] Keep informative data in memory 29. Train RAM Block Schemes when data cannot fit in memory 2. Selective Block Minimization [Chang and Roth 2011] Keep informative data in memory 30. Train RAM Block Schemes when data cannot fit in memory 2. Selective Block Minimization [Chang and Roth 2011] Keep informative data in memory 31. Read Data Schemes when data cannot fit in memory 2. Selective Block Minimization [Chang and Roth 2011] Keep informative data in memory 32. Train RAM Block Schemes when data cannot fit in memory 2. Selective Block Minimization [Chang and Roth 2011] Keep informative data in memory 33. Train RAM Block Schemes when data cannot fit in memory 2. Selective Block Minimization [Chang and Roth 2011] Keep informative data in memory 34. Selective Block Minimization[Chang and Roth 2011] 34 35. Previous schemes switch CPU and DiskIO Training (CPU) is idle while reading Reading (DiskIO) is idle while training 35 36. We want to exploit modern hardware 1. Multicore processors are commonplace 2. CPU(Memory IO) is often 10-100 times faster than Hard disk IO 36 37. 1.Make reader and trainer run simultaneously and almost asynchronously. 2.Trainer updates the parameter many times faster than reader loads new datapoints. 3.Keep informative data in main memory. (=Evict uninformative data primarily from main memory) 37 Dual Cached Loops 38. Reader Thread Trainer Thread Parameter Dual Cached Loops RAM Disk Memory Data 38 39. Reader Thread Trainer Thread Parameter Dual Cached Loops RAM Disk Memory Data 39 40. Read Disk Memory Data W: working index set 40 41. Train ParameterMemory 41 42. Which data is uninformative? A datapoint far from the current decision boundary is unlikely to become a support vector Ignore the datapoint for a while. 42 43. Which data is uninformative? Condition 43 44. Datasets with Various Characteristics: 2GB Memory for storing datapoints Measured Relative Function Value 45 45. Comparison with (Selective) Block Minimization (implemented in Liblinear) ocrdense, 45GB 46 46. 47 Comparison with (Selective) Block Minimization (implemented in Liblinear) dna dense, 63GB 47. 48 Comparison with (Selective) Block Minimization (implemented in Liblinear) webspamsparse, 20GB 48. 49 Comparison with (Selective) Block Minimization (implemented in Liblinear) kddb sparse, 4.7GB 49. When C gets larger (dna C=1) 51 50. When C gets larger(dna C=10) 52 51. When C gets larger(dna C=100) 53 52. When C gets larger(dna C=1000) 54 53. When memory gets larger(ocr C=1) 55 54. Expanding Features on the fly Expand features explicitly when the reader thread loads an example into memory. Read (y,x) from the Disk Compute f(x) and load (y,f(x)) into RAM Read Disk Data 12495340 ( )xf R x=GTCCCACCT 56 55. 2TB data 16GB memory 10hrs 50M examples 12M features corresponding to 2TB 57 56. Summary Linear SVM Optimization when data cannot fit in memory Use the scheme of Dual Cached Loops Outperforms state of the art by orders of magnitude Can be extended to Logistic regression Support vector regression Multiclass classification 58 57. DISTRIBUTED ASYNCHRONOUS OPTIMIZATION (CURRENT WORK) 59 58. Future/Current Work Utilize the same principle as dual cached loops in multi-machine algorithm Transportation of data can be efficiently done without harming optimization performance The key is to run Communication and Computation simultaneously and asynchronously Can we do more sophisticated communication emerging in multi-machine optimization? 60 59. (Selective) Block Minimization scheme for Large- scale SVM 61 Move data Process Optimization HDD/ File system One machine One machine 60. Map-Reduce scheme for multi-machine algorithm 62 Move parameters Process Optimization Master node Worker node Worker node 61. 63 62. 64 63. 65 64. Stratified Stochastic Gradient Descent [Gemulla, 2011] 66 65. 67 66. 68 67. Map-Reduce scheme for multi-machine algorithm 69 Move parameters Process Optimization Master node Worker node Worker node 68. Asynchronous multi-machine scheme 70 Parameter Communication Parameter Updates 69. NOMAD 71 70. NOMAD 72 71. 73 72. 74 73. 75 74. 76 75. Asynchronous multi-machine scheme Each machine holds a subset of data Keep communicating a potion of parameter from each other Simultaneously run updating parameters for those each machine possesses 77 76. Distributed stochastic gradient descent for saddle point problems Another formulation of SVM (Regularized Risk Minimization in general) Suitable for parallelization 78 77. How can we scale up Machine Learning to Massive datasets? Exploit hardware traits Disk IO is bottleneck Run Disk IO and Computation simultaneously Distributed asynchronous optimization (ongoing) Current work using multiple machines 79

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