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Josh Patterson
Email:
josh@floe.tv

Twitter:
@jpatanooga

Github:
https://github.com/jp
atanooga

Past
Published in IAAI-09:
“TinyTermite: A Secure Routing Algorithm”

Grad work in Meta-heuristics, Antalgorithms

Tennessee Valley Authority
(TVA)
Hadoop and the Smartgrid

Cloudera
Principal Solution Architect

Today: Consultant
Sections
1. Parallel Iterative Algorithms
2. Parallel Neural Networks

3. Future Directions
5

Machine Learning and Optimization
Direct Methods
Normal Equation

Iterative Methods
Newton’s Method
Quasi-Newton

Gradient Descent

Heuristics
AntNet
PSO
Genetic Algorithms
Linear Regression
In linear regression, data is
modeled using linear predictor
functions
unknown model parameters are
estimated from the data.

We use optimization techniques
like Stochastic Gradient Descent to
find the coeffcients in the model

Y = (1*x0) + (c1*x1) + … + (cN*xN)
7

Stochastic Gradient Descent
Hypothesis about data
Cost function
Update function

Andrew Ng’s Tutorial:
https://class.coursera.org/ml/lecture/preview_view
/11
8

Stochastic Gradient Descent
Training

Training Data

Simple gradient descent procedure
Loss functions needs to be convex
(with exceptions)

Linear Regression

SGD

Loss Function: squared error of
prediction
Prediction: linear combination of
coefficients and input variables
Model
9

Mahout’s SGD
Currently Single Process
Multi-threaded parallel, but not cluster parallel
Runs locally, not deployed to the cluster
Tied to logistic regression implementation
10

Distributed Learning Strategies
McDonald, 2010
Distributed Training Strategies for the Structured
Perceptron

Langford, 2007
Vowpal Wabbit

Jeff Dean’s Work on Parallel SGD
DownPour SGD
11

MapReduce

vs. Parallel Iterative

Input
Processor

Map

Map

Map

Reduce

Output

Processor

Superstep 1
Processor

Reduce

Processor

Processor

Superstep 2
. . .

Processor
12

YARN
Yet Another Resource Negotiator
Framework for scheduling
distributed applications
Allows for any type of parallel
application to run natively on
hadoop
MRv2 is now a distributed
application

Node
Manager

Container

App Mstr

Client
Resource
Manager

Node
Manager

Client
App Mstr

MapReduce Status
Job Submission
Node Status
Resource Request

Container

Node
Manager

Container

Container
13

IterativeReduce API
ComputableMaster

Worker

Setup()

ComputableWorker
Setup()
Compute()

Worker

Master

Compute()
Complete()

Worker

Worker

Worker

Master
. . .

Worker
14

SGD: Serial vs Parallel
Split 1

Split 2

Split 3

Training Data
Worker 1

Partial
Model

Worker 2

…

Partial Model

Master

Model

Global Model

Worker N

Partial
Model
Parallel Iterative Algorithms on YARN
Based directly on work we did with Knitting Boar
Parallel logistic regression

And then added
Parallel linear regression
Parallel Neural Networks

Packaged in a new suite of parallel iterative algorithms
called Metronome
100% Java, ASF 2.0 Licensed, on github
Linear Regression Results
Total Processing Time

Linear Regression - Parallel vs Serial
200
150

100

Parallel Runs
Serial Runs

50
0
64

128

192

256

Megabytes Processed Total

320
17

Logistic Regression: 20Newsgroups
300
250
200
150

OLR
POLR

100
50
0
4.1

8.2

12.3

16.4

20.5

24.6

28.7

32.8

Input Size vs Processing Time

36.9

41
Convergence Testing
Debugging parallel iterative algorithms during
testing is hard
Processes on different hosts are difficult to observe

Using the Unit Test framework IRUnit we can
simulate the IterativeReduce framework
We know the plumbing of message passing works
Allows us to focus on parallel algorithm design/testing
while still using standard debugging tools
What are Neural Networks?
Inspired by nervous systems in biological
systems
Models layers of neurons in the brain

Can learn non-linear functions
Recently enjoying a surge in popularity
Multi-Layer Perceptron
First layer has input neurons
Last layer has output neurons
Each neuron in the layer
connected to all neurons in the
next layer
Neuron has activation
function, typically sigmoid /
logistic
Input to neuron is the sum of the
weight * input of connections
Backpropogation Learning
Calculates the gradient of the error of the network
regarding the network's modifiable weights
Intuition
Run forward pass of example through network
Compute activations and output

Iterating output layer back to input layer (backwards)
For each neuron in the layer
Compute node’s responsibility for error
Update weights on connections
Parallelizing Neural Networks
Dean, (NIPS, 2012)
First Steps: Focus on linear convex models, calculating
distributed gradient
Model Parallelism must be combined with distributed
optimization that leverages data parallelization
simultaneously process distinct training examples in
each of the many model replicas
periodically combine their results to optimize our
objective function

Single pass frameworks such as MapReduce “ill-suited”
Costs of Neural Network Training

Connections count explodes quickly as neurons and layers increase
Example: {784, 450, 10} network has 357,300 connections

Need fast iterative framework
Example: 30 sec MR setup cost: 10k Epochs: 30s x 10,000 == 300,000 seconds of setup time
5,000 minutes or 83 hours

3 ways to speed up training
Subdivide dataset between works (data parallelism)
Max transfer rate of disks and Vector caching to max data throughput
Minimize inter-epoch setup times with proper iterative framework
Vector In-Memory Caching
Since we make lots of passes over same dataset
In memory caching makes sense here
Once a record is vectorized it is cached in memory
on the worker node

Speedup (single pass, “no cache” vs “cached”):
~12x
Neural Networks Parallelization Speedup

Training Speedup Factor (Multiple)

6.00
5.00
4.00
UCI Iris
3.00

UCI Lenses
UCI Wine

2.00

UCI Dermatology
NIST Handwriting Downsample

1.00
1

2

3

4

Number of Parallel Processing Units

5
Lessons Learned
Linear scale continues to be achieved with
parameter averaging variations
Tuning is critical
Need to be good at selecting a learning rate
Future Directions
Adagrad (SGD Adaptive Learning Rates)
Parallel Quasi-Newton Methods
L-BFGS

Conjugate Gradient

More Neural Network Learning Refinement
Training progressively larger networks
Github
IterativeReduce
https://github.com/emsixteeen/IterativeReduce

Metronome
https://github.com/jpatanooga/Metronome
Unit Testing and IRUnit
Simulates the IterativeReduce parallel framework
Uses the same app.properties file that YARN applications do

Examples
https://github.com/jpatanooga/Metronome/blob/master/src/test/jav
a/tv/floe/metronome/linearregression/iterativereduce/TestSimulat
eLinearRegressionIterativeReduce.java
https://github.com/jpatanooga/KnittingBoar/blob/master/src/test/j
ava/com/cloudera/knittingboar/sgd/iterativereduce/TestKnittingB
oar_IRUnitSim.java

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MLConf 2013: Metronome and Parallel Iterative Algorithms on YARN

  • 1.
  • 2. Josh Patterson Email: josh@floe.tv Twitter: @jpatanooga Github: https://github.com/jp atanooga Past Published in IAAI-09: “TinyTermite: A Secure Routing Algorithm” Grad work in Meta-heuristics, Antalgorithms Tennessee Valley Authority (TVA) Hadoop and the Smartgrid Cloudera Principal Solution Architect Today: Consultant
  • 3. Sections 1. Parallel Iterative Algorithms 2. Parallel Neural Networks 3. Future Directions
  • 4.
  • 5. 5 Machine Learning and Optimization Direct Methods Normal Equation Iterative Methods Newton’s Method Quasi-Newton Gradient Descent Heuristics AntNet PSO Genetic Algorithms
  • 6. Linear Regression In linear regression, data is modeled using linear predictor functions unknown model parameters are estimated from the data. We use optimization techniques like Stochastic Gradient Descent to find the coeffcients in the model Y = (1*x0) + (c1*x1) + … + (cN*xN)
  • 7. 7 Stochastic Gradient Descent Hypothesis about data Cost function Update function Andrew Ng’s Tutorial: https://class.coursera.org/ml/lecture/preview_view /11
  • 8. 8 Stochastic Gradient Descent Training Training Data Simple gradient descent procedure Loss functions needs to be convex (with exceptions) Linear Regression SGD Loss Function: squared error of prediction Prediction: linear combination of coefficients and input variables Model
  • 9. 9 Mahout’s SGD Currently Single Process Multi-threaded parallel, but not cluster parallel Runs locally, not deployed to the cluster Tied to logistic regression implementation
  • 10. 10 Distributed Learning Strategies McDonald, 2010 Distributed Training Strategies for the Structured Perceptron Langford, 2007 Vowpal Wabbit Jeff Dean’s Work on Parallel SGD DownPour SGD
  • 11. 11 MapReduce vs. Parallel Iterative Input Processor Map Map Map Reduce Output Processor Superstep 1 Processor Reduce Processor Processor Superstep 2 . . . Processor
  • 12. 12 YARN Yet Another Resource Negotiator Framework for scheduling distributed applications Allows for any type of parallel application to run natively on hadoop MRv2 is now a distributed application Node Manager Container App Mstr Client Resource Manager Node Manager Client App Mstr MapReduce Status Job Submission Node Status Resource Request Container Node Manager Container Container
  • 14. 14 SGD: Serial vs Parallel Split 1 Split 2 Split 3 Training Data Worker 1 Partial Model Worker 2 … Partial Model Master Model Global Model Worker N Partial Model
  • 15. Parallel Iterative Algorithms on YARN Based directly on work we did with Knitting Boar Parallel logistic regression And then added Parallel linear regression Parallel Neural Networks Packaged in a new suite of parallel iterative algorithms called Metronome 100% Java, ASF 2.0 Licensed, on github
  • 16. Linear Regression Results Total Processing Time Linear Regression - Parallel vs Serial 200 150 100 Parallel Runs Serial Runs 50 0 64 128 192 256 Megabytes Processed Total 320
  • 18. Convergence Testing Debugging parallel iterative algorithms during testing is hard Processes on different hosts are difficult to observe Using the Unit Test framework IRUnit we can simulate the IterativeReduce framework We know the plumbing of message passing works Allows us to focus on parallel algorithm design/testing while still using standard debugging tools
  • 19.
  • 20. What are Neural Networks? Inspired by nervous systems in biological systems Models layers of neurons in the brain Can learn non-linear functions Recently enjoying a surge in popularity
  • 21. Multi-Layer Perceptron First layer has input neurons Last layer has output neurons Each neuron in the layer connected to all neurons in the next layer Neuron has activation function, typically sigmoid / logistic Input to neuron is the sum of the weight * input of connections
  • 22. Backpropogation Learning Calculates the gradient of the error of the network regarding the network's modifiable weights Intuition Run forward pass of example through network Compute activations and output Iterating output layer back to input layer (backwards) For each neuron in the layer Compute node’s responsibility for error Update weights on connections
  • 23. Parallelizing Neural Networks Dean, (NIPS, 2012) First Steps: Focus on linear convex models, calculating distributed gradient Model Parallelism must be combined with distributed optimization that leverages data parallelization simultaneously process distinct training examples in each of the many model replicas periodically combine their results to optimize our objective function Single pass frameworks such as MapReduce “ill-suited”
  • 24. Costs of Neural Network Training Connections count explodes quickly as neurons and layers increase Example: {784, 450, 10} network has 357,300 connections Need fast iterative framework Example: 30 sec MR setup cost: 10k Epochs: 30s x 10,000 == 300,000 seconds of setup time 5,000 minutes or 83 hours 3 ways to speed up training Subdivide dataset between works (data parallelism) Max transfer rate of disks and Vector caching to max data throughput Minimize inter-epoch setup times with proper iterative framework
  • 25. Vector In-Memory Caching Since we make lots of passes over same dataset In memory caching makes sense here Once a record is vectorized it is cached in memory on the worker node Speedup (single pass, “no cache” vs “cached”): ~12x
  • 26. Neural Networks Parallelization Speedup Training Speedup Factor (Multiple) 6.00 5.00 4.00 UCI Iris 3.00 UCI Lenses UCI Wine 2.00 UCI Dermatology NIST Handwriting Downsample 1.00 1 2 3 4 Number of Parallel Processing Units 5
  • 27.
  • 28. Lessons Learned Linear scale continues to be achieved with parameter averaging variations Tuning is critical Need to be good at selecting a learning rate
  • 29. Future Directions Adagrad (SGD Adaptive Learning Rates) Parallel Quasi-Newton Methods L-BFGS Conjugate Gradient More Neural Network Learning Refinement Training progressively larger networks
  • 31. Unit Testing and IRUnit Simulates the IterativeReduce parallel framework Uses the same app.properties file that YARN applications do Examples https://github.com/jpatanooga/Metronome/blob/master/src/test/jav a/tv/floe/metronome/linearregression/iterativereduce/TestSimulat eLinearRegressionIterativeReduce.java https://github.com/jpatanooga/KnittingBoar/blob/master/src/test/j ava/com/cloudera/knittingboar/sgd/iterativereduce/TestKnittingB oar_IRUnitSim.java

Editor's Notes

  1. Talk about how you normally would use the Normal equation, notes from Andrew Ng
  2. “Unlikely optimization algorithms such as stochastic gradient descent show  amazing performance for large-scale problems.“Bottou, 2010SGD has been around for decadesyet recently Langford, Bottou, others have shown impressive speed increasesSGD has been shown to train multiple orders of magnitude faster than batch style learnerswith no loss on model accuracy
  3. “Unlikely optimization algorithms such as stochastic gradient descent show  amazing performance for large-scale problems.“Bottou, 2010SGD has been around for decadesyet recently Langford, Bottou, others have shown impressive speed increasesSGD has been shown to train multiple orders of magnitude faster than batch style learnerswith no loss on model accuracy
  4. The most important additions in Mahout’s SGD are:confidence weighted learning rates per termevolutionary tuning of hyper-parametersmixed ranking and regressiongrouped AUCImplications of it being local is that you are limited to the compute capacity of the local machine as opposed to even a single machine on the cluster.
  5. Bottou similar to Xu2010 in the 2010 paper
  6. Benefits of data flow: runtime can decide where to run tasks and can automatically recover from failuresAcyclic data flow is a powerful abstraction, but is not efficient for applications that repeatedly reuse a working set of data:Iterative algorithms (many in machine learning)• No single programming model or framework can excel atevery problem; there are always tradeoffs between simplicity, expressivity, fault tolerance, performance, etc.
  7. POLR: Parallel Online Logistic RegressionTalking points:wanted to start with a known tool to the hadoop community, with expected characteristicsMahout’s SGD is well known, and so we used that as a base point
  8. 3 major costs of BSP style computations:Max unit compute timeCost of global communicationCost of barrier sync at end of super step
  9. TODO: add in diagram of biological neuron