Stochastic algorithms are efficient approaches to solving machine learning and optimization problems. In this paper, we propose a general framework called Splash for parallelizing stochastic algorithms on multi-node distributed systems. Splash consists of a programming interface and an execution engine. Using the programming interface, the user develops sequential stochastic algorithms without concerning any detail about distributed computing. The algorithm is then automatically parallelized by a communication-efficient execution engine. We provide theoretical justifications on the optimal rate of convergence for parallelizing stochastic gradient descent. Splash is built on top of Apache Spark. The real-data experiments on logistic regression, collaborative filtering and topic modeling verify that Splash yields order-of-magnitude speedup over single-thread stochastic algorithms and over state-of-the-art implementations on Spark.
@article{arxiv.1506.07552,
title = {Splash: User-friendly Programming Interface for Parallelizing Stochastic Algorithms},
author = {Yuchen Zhang and Michael I. Jordan},
journal= {arXiv preprint arXiv:1506.07552},
year = {2015}
}
Comments
redo experiments to learn bigger models; compare Splash with state-of-the-art implementations on Spark