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Original Message
From: Imran Younus [mailto:imranyounus@gmail.com]
Sent: Friday, July 28, 2017 2:22 PM
To: dev@systemml.apache.org
Subject: Re: svd( ) implementation
Just to clarify one thing. For QR based, method, you can assume that R matrix is small enough
to fit on driver memory and them perform SVD on the driver. That means your actual matrix
has to tallskinny matrix.
imran
On Fri, Jul 28, 2017 at 11:15 AM, Imran Younus <imranyounus@gmail.com>
wrote:
> Janardhan,
>
> The papers you're referring may not be relevant. The first paper, as
> far as I can tell, is about updating an existing svd decomposition as
> new data comes in. The 3rd paper in this list is the one I used, but
> that method is not good.
>
> There is also a method that uses QR decomposition and then calculates
> SVD from R matrix. Please have a look at equation 1.3 in this paper:
>
> http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.127.115&rank=1
>
> I think this is worth trying out. The distributed QR is already
> implemented in SystemlML, so it may quick to try out.
>
> imran
>
>
>
> On Fri, Jul 28, 2017 at 10:10 AM, Janardhan Pulivarthi <
> janardhan.pulivarthi@gmail.com> wrote:
>
>> Hi Nakul & all the committers,
>>
>> Till now I am half way through the literature. But, for now a couple
>> of things to mention, in SVD there are three stages
>> 1. Bidiagonal reduction step
>> 2. Computation of the singular values
>> 3. Computation of the singular vectors
>>
>> of these three, The* Bidiagonal reduction* step is very expensive, so
>> is our focus on this( when considering GPU, at times where handling
>> with CPU is infeasible).
>>
>> About literature:
>>
>>  I took some time to go through " A Stable and Fast Algorithm for
>> Updating the Singular Value Decomposition" by "Gu & Stanley", to
>> understand
>> the numerical stability and roundoff errors when we are
>> partitioning the
>> matrix in this distributed algorithm. The author has assured that each
>> component computed will be of high absolute accuracy. And also, the
>> properties that the resultant matrix support do not have any
>> conflicts with
>> parent matrix. [pdf
>> <http://www.cs.yale.edu/publications/techreports/tr966.pdf>]
>>
>>
>>  "High performance bidiagonal reduction using the tile algorithms on
>> homogeneous multicore clusters ", by "Ltaief et. al", this paper has
>> focused on the first stage mainly and has discussed a good about tile
>> algorithms and their runtime implementations.(although offtopic,
>> I read
>> this just to understand.) [pdf
>> <http://www.netlib.org/lapack/lawnspdf/lawn247.pdf>]
>>
>>
>>  "A distributed and incremental svd algorithm for agglomerative data
>> analysis on large networks", by "Iwen & Ong", *Please go through* the
>> (a). TABLE 1, TABLE 2 . (b). APPENDIX A. RAW DATA FROM NUMERICAL
>> EXPERIMENTS. [pdf <https://arxiv.org/pdf/1601.07010.pdf>]
>>
>> Thanks,
>>
>> Janardhan
>>
>> On Wed, Jul 26, 2017 at 12:29 AM, Nakul Jindal <nakul02@gmail.com> wrote:
>>
>> > Hi Janardhan,
>> >
>> > The images you've used as attachments haven't reached my inbox.
>> > Could you please send them to me directly, rather than through the
>> > dev mailing list.
>> > (Or upload it to a image hosting site like imgur and paste the
>> > links in
>> the
>> > email)
>> >
>> > I would like to point out that my knowledge of machine learning is
>> limited.
>> > Still, how would you want to test the algorithm?
>> >
>> >
>> > Sparse matrices in SystemML (in Spark Execution Mode) Sparse matrix
>> > support in SystemML is implemented at a block level. Each
>> > (potentially giant) matrix is stored as blocks (in Spark execution
>> mode).
>> > The matrix itself doesn't store knowledge of whether it is sparse
>> > or
>> not.
>> > Each block does. Each block of this giant matrix can be stored in
>> > dense
>> or
>> > spare format, depending on how many nonzeroes are in that block.
>> > The sparsity of a block is recomputed every so often, and the block
>> > representation can be converted from dense to sparse and viceversa.
>> > When operations are performed on blocks, internally, a sparse aware
>> > operation maybe performed, depending on how the blocks are stored.
>> >
>> > (One of the other contributors can clarify, if I've missed
>> > something or have said something wrong).
>> >
>> > Given this context, can you please think about whether missing
>> > sparse matrix support is still a problem?
>> >
>> >
>> > Nakul
>> >
>> >
>> >
>> >
>> >
>> >
>> >
>> > On Tue, Jul 25, 2017 at 11:14 AM, Janardhan Pulivarthi <
>> > janardhan.pulivarthi@gmail.com> wrote:
>> >
>> > > Hi Nakul,
>> > >
>> > > Thanks for explaining me about pros and cons of the two approaches.
>> For
>> > > now, I have gone through the paper carefully over a couple of
>> > > days and found the following interesting things.
>> > >
>> > > 1. This is the algorithm we implemented.
>> > >
>> > >
>> > > 2. In the above algorithm the input matrix A is approximated to
>> another
>> > > matrix B with the following relation with the error of chi(p, i)
>> > > [ as
>> > shown
>> > > in (3) ] which the author argues will be in an acceptable limit.
>> > > So,
>> we
>> > can
>> > > go with this algorithm.
>> > >
>> > >
>> > > But, one bad thing is that author is not sure about whether the
>> algorithm
>> > > supports the sparse matrices or not. So, we may need to test it here.
>> > >
>> > > For the time being we need to test the present algorithm
>> > > implemented
>> by
>> > > Imran Younus again. Can you help me with the testing?
>> > >
>> > > Thanks,
>> > > Janardhan
>> > >
>> > >
>> > > On Fri, Jul 21, 2017 at 6:07 AM, Nakul Jindal <nakul02@gmail.com>
>> wrote:
>> > >
>> > >> Hi Janardhan,
>> > >>
>> > >>
>> > >>
>> > >>
>> > >> How will GPU implementation help scale distributed SVD:
>> > >>
>> > >> Imran implemented an algorithm he found out about in the paper
>> > >> "A Distributed and Incremental SVD Algorithm for Agglomerative
>> > >> Data
>> > Analysis
>> > >> on Large Networks" (
>> > >> https://github.com/apache/systemml/pull/273/files#diff488f0
>> > >> 6e290f7a54db2e125f7bc608971R27
>> > >> ).
>> > >> The idea there was to build up a distributed SVD using
>> > >> invocations of
>> > svd
>> > >> on your local machine. He tried to achieve the multilevel
>> parallelism
>> > >> through the parfor construct.
>> > >> Each local invocation of svd was done using the Apache Commons
>> > >> Math library.
>> > >> If each invocation of this local svd can instead be done on a
>> > >> GPU,
>> the
>> > >> overall wall time for the distributed version would be decreased.
>> > >>
>> > >> Users may not always have a GPU. In that case, the svd falls
>> > >> back to
>> the
>> > >> Apache Comons Math implementation. But if they do and if we have
>> > >> a
>> "svd"
>> > >> builtin function, then it would be easier to take advantage of
>> > >> the
>> GPU.
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >> Problem with scalable svd in dml is due to spark backed issues,
>> > otherwise
>> > >> there is not problem scaling w/o a local svd():
>> > >>
>> > >> There maybe spark backend issues and more may come to light and
>> > >> more workloads are executed on SystemML.
>> > >> For any given operation  we can implement it as a DML bodied
>> function
>> > or
>> > >> a
>> > >> builtin function.
>> > >> For DML Bodied functions:
>> > >> Pros:
>> > >>  The SystemML optimizer can be applied to it
>> > >>  Distribution of SVD is then taken care of by SystemML. It will
>> > generate
>> > >> and run the spark primitives needed.
>> > >>
>> > >> Cons:
>> > >>  Implementing SVD, whether in DML or C, is a fair amount of
>> > >> work
>> > >>  There would not be a straightforward call to the svd gpu library.
>> In
>> > >> fact, each of the linear algebra primitives would be accelerated
>> > >> on
>> the
>> > >> GPU, but not the entire operation itself. This would involve
>> > >> many
>> more
>> > JNI
>> > >> calls.
>> > >>
>> > >> For builtin functions:
>> > >> Pros:
>> > >>  Use of GPU libraries (cuSolver) and CPU libraries (Apache
>> > >> Commons
>> > Math)
>> > >> can be made, these are already optimized (in case of the GPU)
>> > >>  If a better SVD implementation is available via a library,
>> > >> that can easily be plugged in.
>> > >>
>> > >> Cons:
>> > >>  Would have to come up with an algorithm to implement
>> > >> distributed
>> SVD
>> > >> with
>> > >> spark primitives
>> > >>
>> > >> Pick your battle.
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >> Maybe we could try another algorithm for scalable svd() :
>> > >>
>> > >> Sure. But before you do that, it may be worth our while to
>> > >> understand
>> > what
>> > >> is exactly misleading about the paper that Imran talks about.
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >> Nakul
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >>
>> > >> On Thu, Jul 20, 2017 at 4:02 PM, Janardhan Pulivarthi <
>> > >> janardhan.pulivarthi@gmail.com> wrote:
>> > >>
>> > >> > Hi Nakul,
>> > >> >
>> > >> > Can you help me understand how gpu implementations help scale
it.
>> > >> Whether
>> > >> > the user always have GPUs in use when using this fn or is it
>> > >> > an
>> > optional
>> > >> > feature.
>> > >>
>> > >>
>> > >> > The problem with implementing the scalable svd() in dml is due
>> > >> > to
>> the
>> > >> spark
>> > >> > backend issues, otherwise there is no problem scaling w/o a
>> > >> > local
>> > svd()
>> > >> > function.
>> > >> >
>> > >> > May be we could try another algorithm for the scalable svd( ),
>> > >> > if
>> the
>> > >> > present algorithm is misleading as Imran Younus pointed out.
>> > >> >
>> > >> > Thank you,
>> > >> > Janardhan
>> > >> >
>> > >>
>> > >
>> > >
>> >
>>
>
>
