Extreme Stochastic Variational Inference: Distributed and Asynchronous
Abstract
Stochastic variational inference (SVI), the state-of-the-art algorithm for scaling variational inference to large-datasets, is inherently serial. Moreover, it requires the parameters to fit in the memory of a single processor; this is problematic when the number of parameters is in billions. In this paper, we propose extreme stochastic variational inference (ESVI), an asynchronous and lock-free algorithm to perform variational inference for mixture models on massive real world datasets. ESVI overcomes the limitations of SVI by requiring that each processor only access a subset of the data and a subset of the parameters, thus providing data and model parallelism simultaneously. We demonstrate the effectiveness of ESVI by running Latent Dirichlet Allocation (LDA) on UMBC-3B, a dataset that has a vocabulary of 3 million and a token size of 3 billion. In our experiments, we found that ESVI not only outperforms VI and SVI in wallclock-time, but also achieves a better quality solution. In addition, we propose a strategy to speed up computation and save memory when fitting large number of topics.
Cite
@article{arxiv.1605.09499,
title = {Extreme Stochastic Variational Inference: Distributed and Asynchronous},
author = {Jiong Zhang and Parameswaran Raman and Shihao Ji and Hsiang-Fu Yu and S. V. N. Vishwanathan and Inderjit S. Dhillon},
journal= {arXiv preprint arXiv:1605.09499},
year = {2018}
}