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From Joseph Bradley <jos...@databricks.com>
Subject Re: Stochastic gradient descent performance
Date Thu, 02 Apr 2015 19:00:20 GMT
When you say "It seems that instead of sample it is better to shuffle data
and then access it sequentially by mini-batches," are you sure that holds
true for a big dataset in a cluster?  As far as implementing it, I haven't
looked carefully at GapSamplingIterator (in RandomSampler.scala) myself,
but that looks like it could be modified to be deterministic.

Hopefully someone else can comment on aggregation in local mode.  I'm not
sure how much effort has gone into optimizing for local mode.

Joseph

On Thu, Apr 2, 2015 at 11:33 AM, Ulanov, Alexander <alexander.ulanov@hp.com>
wrote:

>  Hi Joseph,
>
>
>
> Thank you for suggestion!
>
> It seems that instead of sample it is better to shuffle data and then
> access it sequentially by mini-batches. Could you suggest how to implement
> it?
>
>
>
> With regards to aggregate (reduce), I am wondering why it works so slow in
> local mode? Could you elaborate on this? I do understand that in cluster
> mode the network speed will kick in and then one can blame it.
>
>
>
> Best regards, Alexander
>
>
>
> *From:* Joseph Bradley [mailto:joseph@databricks.com]
> *Sent:* Thursday, April 02, 2015 10:51 AM
> *To:* Ulanov, Alexander
> *Cc:* dev@spark.apache.org
> *Subject:* Re: Stochastic gradient descent performance
>
>
>
> It looks like SPARK-3250 was applied to the sample() which GradientDescent
> uses, and that should kick in for your minibatchFraction <= 0.4.  Based on
> your numbers, aggregation seems like the main issue, though I hesitate to
> optimize aggregation based on local tests for data sizes that small.
>
>
>
> The first thing I'd check for is unnecessary object creation, and to
> profile in a cluster or larger data setting.
>
>
>
> On Wed, Apr 1, 2015 at 10:09 AM, Ulanov, Alexander <
> alexander.ulanov@hp.com> wrote:
>
> Sorry for bothering you again, but I think that it is an important issue
> for applicability of SGD in Spark MLlib. Could Spark developers please
> comment on it.
>
>
> -----Original Message-----
> From: Ulanov, Alexander
> Sent: Monday, March 30, 2015 5:00 PM
> To: dev@spark.apache.org
> Subject: Stochastic gradient descent performance
>
> Hi,
>
> It seems to me that there is an overhead in "runMiniBatchSGD" function of
> MLlib's "GradientDescent". In particular, "sample" and "treeAggregate"
> might take time that is order of magnitude greater than the actual gradient
> computation. In particular, for mnist dataset of 60K instances, minibatch
> size = 0.001 (i.e. 60 samples) it take 0.15 s to sample and 0.3 to
> aggregate in local mode with 1 data partition on Core i5 processor. The
> actual gradient computation takes 0.002 s. I searched through Spark Jira
> and found that there was recently an update for more efficient sampling
> (SPARK-3250) that is already included in Spark codebase. Is there a way to
> reduce the sampling time and local treeRedeuce by order of magnitude?
>
> Best regards, Alexander
>
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>
>

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