We perform the first study of the tradeoff space of access methods and replication to support statistical analytics using first-order methods executed in the main memory of a Non-Uniform Memory Access (NUMA) machine. Statistical analytics systems differ from conventional SQL-analytics in the amount and types of memory incoherence they can tolerate. Our goal is to understand tradeoffs in accessing the data in row- or column-order and at what granularity one should share the model and data for a statistical task. We study this new tradeoff space, and discover there are tradeoffs between hardware and statistical efficiency. We argue that our tradeoff study may provide valuable information for designers of analytics engines: for each system we consider, our prototype engine can run at least one popular task at least 100x faster. We conduct our study across five architectures using popular models including SVMs, logistic regression, Gibbs sampling, and neural networks.
The role of dense and sparse computation is well studied in the by the HPC community. For example, efficient computation kernels for matrix-vector and matrix-matrix multiplication @cite_22 @cite_18 @cite_15 @cite_34 . In this work, we only require dense-dense and dense-sparse matrix-vector multiplies. There is recent work on mapping sparse-sparse multiplies to GPUs and SIMD @cite_40 , which is useful for other data mining models beyond what we consider here.
@cite_18 @cite_22 @cite_40 @cite_15 @cite_34
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Multiplication of a sparse matrix with a dense matrix is a building block of an increasing number of applications in many areas such as machine learning and graph algorithms. However, most previous work on parallel matrix multiplication considered only both dense or both sparse matrix operands. This paper analyzes the communication lower bounds and compares the communication costs of various classic parallel algorithms in the context of sparse-dense matrix-matrix multiplication. We also present new communication-avoiding algorithms based on a 1D decomposition, called 1.5D, which -- while suboptimal in dense-dense and sparse-sparse cases -- outperform the 2D and 3D variants both theoretically and in practice for sparse-dense multiplication. Our analysis separates one-time costs from per iteration costs in an iterative machine learning context. Experiments demonstrate speedups up to 100x over a baseline 3D SUMMA implementation and show parallel scaling over 10 thousand cores. Sparse matrix-vector multiplication is an important computational kernel that performs poorly on most modern processors due to a low compute-to-memory ratio and irregular memory access patterns. Optimization is difficult because of the complexity of cache-based memory systems and because performance is highly dependent on the non-zero structure of the matrix. The SPARSITY system is designed to address these problems by allowing users to automatically build sparse matrix kernels that are tuned to their matrices and machines. SPARSITY combines traditional techniques such as loop transformations with data structure transformations and optimization heuristics that are specific to sparse matrices. It provides a novel framework for selecting optimization parameters, such as block size, using a combination of performance models and search. In this paper we discuss the optimization of two operations: a sparse matrix times a dense vector and a sparse matrix times a set of dense vectors. Our experience indicates that register level optimizations are effective for matrices arising in certain scientific simulations, in particular finite-element problems. Cache level optimizations are important when the vector used in multiplication is larger than the cache size, especially for matrices in which the non-zero structure is random. For applications involving multiple vectors, reorganizing the computation to perform the entire set of multiplications as a single operation produces significant speedups. We describe the different optimizations and parameter selection techniques and evaluate them on several machines using over 40 matrices taken from a broad set of application domains. Our results demonstrate speedups of up to 4X for the single vector case and up to 10X for the multiple vector case. We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use Hierarchically Semi-Separable representations (HSS). Such matrices appear in many applications, e.g., finite element methods, boundary element methods, etc. Exploiting this structure allows for fast solution of linear systems and or fast computation of matrix-vector products, which are the two main building blocks of matrix computations. The compression algorithm that we use, that computes the HSS form of an input dense matrix, relies on randomized sampling with a novel adaptive sampling mechanism. We discuss the parallelization of this algorithm and also present the parallelization of structured matrix-vector product, structured factorization and solution routines. The efficiency of the approach is demonstrated on large problems from different academic and industrial applications, on up to 8,000 cores. This work is part of a more global effort, the STRUMPACK (STRUctured Matrices PACKage) software package for computations with sparse and dense structured matrices. Hence, although useful on their own right, the routines also represent a step in the direction of a distributed-memory sparse solver. Intel Xeon Phi is a recently released high-performance coprocessor which features 61 cores each supporting 4 hardware threads with 512-bit wide SIMD registers achieving a peak theoretical performance of 1Tflop s in double precision. Its design differs from classical modern processors; it comes with a large number of cores, the 4-way hyperthreading capability allows many applications to saturate the massive memory bandwidth, and its large SIMD capabilities allow to reach high computation throughput. The core of many scientific applications involves the multiplication of a large, sparse matrix with a single or multiple dense vectors which are not compute-bound but memory-bound. In this paper, we investigate the performance of the Xeon Phi coprocessor for these sparse linear algebra kernels. We highlight the important hardware details and show that Xeon Phi’s sparse kernel performance is very promising and even better than that of cutting-edge CPUs and GPUs. The massive parallelism of graphics processing units (GPUs) oers tremendous performance in many high-performance computing applications. While dense linear algebra readily maps to such platforms, harnessing this potential for sparse matrix computations presents additional challenges. Given its role in iterative methods for solving sparse linear systems and eigenvalue problems, sparse matrix-vector multiplication (SpMV) is of singular importance in sparse linear algebra. In this paper we discuss data structures and algorithms for SpMV that are eciently implemented on the CUDA platform for the ne-grained parallel architecture of the GPU. Given the memory-bound nature of SpMV, we emphasize memory bandwidth eciency and compact storage formats. We consider a broad spectrum of sparse matrices, from those that are well-structured and regular to highly irregular matrices with large imbalances in the distribution of nonzeros per matrix row. We develop methods to exploit several common forms of matrix structure while oering alternatives which accommodate greater irregularity. On structured, grid-based matrices we achieve performance of 36 GFLOP s in single precision and 16 GFLOP s in double precision on a GeForce GTX 280 GPU. For unstructured nite-element matrices, we observe performance in excess of 15 GFLOP s and 10 GFLOP s in single and double precision respectively. These results compare favorably to prior state-of-the-art studies of SpMV methods on conventional multicore processors. Our double precision SpMV performance is generally two and a half times that of a Cell BE with 8 SPEs and more than ten times greater than that of a quad-core Intel Clovertown system. Pattern-based Representation (PBR) is a novel approach to improving the performance of Sparse Matrix-Vector Multiply (SMVM) numerical kernels. Motivated by our observation that many matrices can be divided into blocks that share a small number of distinct patterns, we generate custom multiplication kernels for frequently recurring block patterns. The resulting reduction in index overhead significantly reduces memory bandwidth requirements and improves performance. Unlike existing methods, PBR requires neither detection of dense blocks nor zero filling, making it particularly advantageous for matrices that lack dense nonzero concentrations. SMVM kernels for PBR can benefit from explicit prefetching and vectorization, and are amenable to parallelization. We present sequential and parallel performance results for PBR on two current multicore architectures, which show that PBR outperforms available alternatives for the matrices to which it is applicable. This paper presents the optimized design and implementation of sparse tensor-times-dense matrix multiply (SpTTM) for CPU and GPU platforms. This primitive is a critical bottleneck in data analysis and mining applications based on tensor methods, such as the Tucker decomposition. We first design and implement sequential SpTTM to avoid explicit data transformations between a tensor and a matrix, which is the conventional approach. We further optimize SpTTM on multicore CPU and GPU systems by parallelizing, avoiding locks, and exploiting data locality. Our sequential SpTTM is up to 3.5× faster than the SpTTM from Tensor Toolbox and 1.5× over that from Cyclops Tensor Framework. Our parallel algorithms show 4.1× speedup on multicore Intel Core i7 and 18.8× speedup on NVIDIA K40c GPU over our sequential SpTTM respectively. The performance of parallel algorithms for sparse matrix-matrix multiplication is typically determined by the amount of interprocessor communication performed, which in turn depends on the nonzero structure of the input matrices. In this paper, we characterize the communication cost of a sparse matrix-matrix multiplication algorithm in terms of the size of a cut of an associated hypergraph that encodes the computation for a given input nonzero structure. Obtaining an optimal algorithm corresponds to solving a hypergraph partitioning problem. Our hypergraph model generalizes several existing models for sparse matrix-vector multiplication, and we can leverage hypergraph partitioners developed for that computation to improve application-specific algorithms for multiplying sparse matrices. We describe a parallel iterative least squares solver named LSRN that is based on random normal projection. LSRN computes the min-length solution to @math , where @math with @math or @math , and where @math may be rank-deficient. Tikhonov regularization may also be included. Since @math is only involved in matrix-matrix and matrix-vector multiplications, it can be a dense or sparse matrix or a linear operator, and LSRN automatically speeds up when @math is sparse or a fast linear operator. The preconditioning phase consists of a random normal projection, which is embarrassingly parallel, and a singular value decomposition of size @math , where @math is moderately larger than 1, e.g., @math . We prove that the preconditioned system is well-conditioned, with a strong concentration result on the extreme singular values, and hence that the number of iterations is fully predictable when we apply LSQR or the Chebyshev semi-iterative method. As we demonstrate, the Chebyshev method is particularly efficient for solving large problems on clusters with high communication cost. Numerical results demonstrate that on a shared-memory machine, LSRN outperforms LAPACK's DGELSD on large dense problems, and MATLAB's backslash (SuiteSparseQR) on sparse problems. Further experiments demonstrate that LSRN scales well on an Amazon Elastic Compute Cloud cluster. Abstract Documents in computer-readable form can be used to provide information about other documents, i.e. those they cite. To do this efficiently requires procedures for computer recognition of citing statements. This is not easy, especially for multi-sentence citing statements. Computer recognition procedures have been developed which are accurate to the following extent: 73 of the words in statements selected by computer procedures as being citing statements are words which are correctly attributable to the corresponding documents. The retrieval effectiveness of computer-recognized citing statements was tested in the following way. First, for eight retrieval requests in inorganiic chemistry, average recall by search of Chemical Abstracts Service indexing and Chemical Abstracts abstract text words was found to be 50 . Words from citing statements referring to the papers to be retrieved were then added to the index terms and abstract words as additional access points, and searching was repeated. Average recall increased to 70 . Only words from citing statements published within a year of the cited papers were used. The retrieval effect of citing statement words alone (published within a year) without index or abstract terms was the following: average recall was 40 . When just the words of the titles of the cited papers were added to those citing statement words, average recall increased to 50 . This paper introduces a storage format for sparse matrices, called compressed sparse blocks (CSB), which allows both Ax and A,x to be computed efficiently in parallel, where A is an n×n sparse matrix with nnzen nonzeros and x is a dense n-vector. Our algorithms use Θ(nnz) work (serial running time) and Θ(√nlgn) span (critical-path length), yielding a parallelism of Θ(nnz √nlgn), which is amply high for virtually any large matrix. The storage requirement for CSB is the same as that for the more-standard compressed-sparse-rows (CSR) format, for which computing Ax in parallel is easy but A,x is difficult. Benchmark results indicate that on one processor, the CSB algorithms for Ax and A,x run just as fast as the CSR algorithm for Ax, but the CSB algorithms also scale up linearly with processors until limited by off-chip memory bandwidth. This paper presents a method for identifying a set of dense subgraphs of a given sparse graph. Within the main applications of this “dense subgraph problem,” the dense subgraphs are interpreted as communities, as in, e.g., social networks. The problem of identifying dense subgraphs helps analyze graph structures and complex networks and it is known to be challenging. It bears some similarities with the problem of reordering blocking matrices in sparse matrix techniques. We exploit this link and adapt the idea of recognizing matrix column similarities, in order to compute a partial clustering of the vertices in a graph, where each cluster represents a dense subgraph. In contrast to existing subgraph extraction techniques which are based on a complete clustering of the graph nodes, the proposed algorithm takes into account the fact that not every participating node in the network needs to belong to a community. Another advantage is that the method does not require to specify the number of clusters; this number is usually not known in advance and is difficult to estimate. The computational process is very efficient, and the effectiveness of the proposed method is demonstrated in a few real-life examples. A citing sentence is one that appears in a scientific article and cites previous work. Citing sentences have been studied and used in many applications. For example, they have been used in scientific paper summarization, automatic survey generation, paraphrase identification, and citation function classification. Citing sentences that cite multiple papers are common in scientific writing. This observation should be taken into consideration when using citing sentences in applications. For instance, when a citing sentence is used in a summary of a scientific paper, only the fragments of the sentence that are relevant to the summarized paper should be included in the summary. In this paper, we present and compare three different approaches for identifying the fragments of a citing sentence that are related to a given target reference. Our methods are: word classification, sequence labeling, and segment classification. Our experiments show that segment classification achieves the best results. The Canonical Polyadic Decomposition (CPD) of tensors is a powerful tool for analyzing multi-way data and is used extensively to analyze very large and extremely sparse datasets. The bottleneck of computing the CPD is multiplying a sparse tensor by several dense matrices. Algorithms for tensor-matrix products fall into two classes. The first class saves floating point operations by storing a compressed tensor for each dimension of the data. These methods are fast but suffer high memory costs. The second class uses a single uncompressed tensor at the cost of additional floating point operations. In this work, we bridge the gap between the two approaches and introduce the compressed sparse fiber (CSF) a data structure for sparse tensors along with a novel parallel algorithm for tensor-matrix multiplication. CSF offers similar operation reductions as existing compressed methods while using only a single tensor structure. We validate our contributions with experiments comparing against state-of-the-art methods on a diverse set of datasets. Our work uses 58 less memory than the state-of-the-art while achieving 81 of the parallel performance on 16 threads. The Optimized Sparse Kernel Interface (OSKI) is a collection of low-level primitives that provide automatically tuned computational kernels on sparse matrices, for use by solver libraries and applications. These kernels include sparse matrix-vector multiply and sparse triangular solve, among others. The primary aim of this interface is to hide the complex decision-making process needed to tune the performance of a kernel implementation for a particular user's sparse matrix and machine, while also exposing the steps and potentially non-trivial costs of tuning at run-time. This paper provides an overview of OSKI, which is based on our research on automatically tuned sparse kernels for modern cache-based superscalar machines. Abstract It is now well-known that one can reconstruct sparse or compressible signals accurately from a very limited number of measurements, possibly contaminated with noise. This technique known as “compressed sensing” or “compressive sampling” relies on properties of the sensing matrix such as the restricted isometry property . In this Note, we establish new results about the accuracy of the reconstruction from undersampled measurements which improve on earlier estimates, and have the advantage of being more elegant. To cite this article: E.J. Candes, C. R. Acad. Sci. Paris, Ser. I 346 (2008). In this paper we present a fast direct solver for certain classes of dense structured linear systems that works by first converting the given dense system to a larger system of block sparse equations and then uses standard sparse direct solvers. The kind of matrix structures that we consider are induced by numerical low rank in the off-diagonal blocks of the matrix and are related to the structures exploited by the fast multipole method (FMM) of Greengard and Rokhlin. The special structure that we exploit in this paper is captured by what we term the hierarchically semiseparable (HSS) representation of a matrix. Numerical experiments indicate that the method is probably backward stable. Sparse matrix-vector multiplication (SpMV) is a core kernel in numerous applications, ranging from physics simulation and large-scale solvers to data analytics. Many GPU implementations of SpMV have been proposed, targeting several sparse representations and aiming at maximizing overall performance. No single sparse matrix representation is uniformly superior, and the best performing representation varies for sparse matrices with different sparsity patterns. In this paper, we study the inter-relation between GPU architecture, sparse matrix representation and the sparse dataset. We perform extensive characterization of pertinent sparsity features of around 700 sparse matrices, and their SpMV performance with a number of sparse representations implemented in the NVIDIA CUSP and cuSPARSE libraries. We then build a decision model using machine learning to automatically select the best representation to use for a given sparse matrix on a given target platform, based on the sparse matrix features. Experimental results on three GPUs demonstrate that the approach is very effective in selecting the best representation. In this paper, we describe scalable parallel algorithms for symmetric sparse matrix factorization, analyze their performance and scalability, and present experimental results for up to 1,024 processors on a Gray T3D parallel computer. Through our analysis and experimental results, we demonstrate that our algorithms substantially improve the state of the art in parallel direct solution of sparse linear systems-both in terms of scalability and overall performance. It is a well known fact that dense matrix factorization scales well and can be implemented efficiently on parallel computers. In this paper, we present the first algorithms to factor a wide class of sparse matrices (including those arising from two- and three-dimensional finite element problems) that are asymptotically as scalable as dense matrix factorization algorithms on a variety of parallel architectures. Our algorithms incur less communication overhead and are more scalable than any previously known parallel formulation of sparse matrix factorization. Although, in this paper, we discuss Cholesky factorization of symmetric positive definite matrices, the algorithms can be adapted for solving sparse linear least squares problems and for Gaussian elimination of diagonally dominant matrices that are almost symmetric in structure. An implementation of one of our sparse Cholesky factorization algorithms delivers up to 20 GFlops on a Gray T3D for medium-size structural engineering and linear programming problems. To the best of our knowledge, this is the highest performance ever obtained for sparse Cholesky factorization on any supercomputer. Sparse matrix-vector multiplication (spMVM) is the most time-consuming kernel in many numerical algorithms and has been studied extensively on all modern processor and accelerator architectures. However, the optimal sparse matrix data storage format is highly hardware-specific, which could become an obstacle when using heterogeneous systems. Also, it is as yet unclear how the wide single instruction multiple data (SIMD) units in current multi- and many-core processors should be used most efficiently if there is no structure in the sparsity pattern of the matrix. We suggest SELL- @math - @math , a variant of Sliced ELLPACK, as a SIMD-friendly data format which combines long-standing ideas from general-purpose graphics processing units and vector computer programming. We discuss the advantages of SELL- @math - @math compared to established formats like Compressed Row Storage and ELLPACK and show its suitability on a variety of hardware platforms (Intel Sandy Bridge, Intel Xeon Phi, and Nvidia Tesla K20) for a wi...