Abstract
Tensor completion is a powerful tool used to estimate or recover missing values in multi-way data. It has seen great success in domains such as product recommendation and healthcare. Tensor completion is most often accomplished via low-rank sparse tensor factorization, a computationally expensive non-convex optimization problem which has only recently been studied in the context of parallel computing. In this work, we study three optimization algorithms that have been successfully applied to tensor completion: Alternating least squares (ALS), stochastic gradient descent (SGD), and coordinate descent (CCD++). We explore opportunities for parallelism on shared- A nd distributed-memory systems and address challenges such as memory- A nd operation-efficiency, load balance, cache locality, and communication. Among our advancements are an SGD algorithm which combines stratification with asynchronous communication, an ALS algorithm rich in level-3 BLAS routines, and a communication-efficient CCD++ algorithm. We evaluate our optimizations on a variety of real datasets using a modern supercomputer and demonstrate speedups through 1024 cores. These improvements effectively reduce time-to-solution from hours to seconds on real-world datasets. We show that after our optimizations, ALS is advantageous on parallel systems of small-to-moderate scale, while both ALS and CCD++ will provide the lowest time-to-solution on large-scale distributed systems.
Original language | English (US) |
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Title of host publication | Proceedings of SC 2016 |
Subtitle of host publication | The International Conference for High Performance Computing, Networking, Storage and Analysis |
Publisher | IEEE Computer Society |
Pages | 359-371 |
Number of pages | 13 |
ISBN (Electronic) | 9781467388153 |
DOIs | |
State | Published - Jul 2 2016 |
Event | 2016 International Conference for High Performance Computing, Networking, Storage and Analysis, SC 2016 - Salt Lake City, United States Duration: Nov 13 2016 → Nov 18 2016 |
Publication series
Name | International Conference for High Performance Computing, Networking, Storage and Analysis, SC |
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Volume | 0 |
ISSN (Print) | 2167-4329 |
ISSN (Electronic) | 2167-4337 |
Other
Other | 2016 International Conference for High Performance Computing, Networking, Storage and Analysis, SC 2016 |
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Country/Territory | United States |
City | Salt Lake City |
Period | 11/13/16 → 11/18/16 |
Bibliographical note
Publisher Copyright:© 2016 IEEE.