arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2006.15980cs.DCcs.DB
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异构CPU-GPU系统上的高效矩阵分解

Efficient Matrix Factorization on Heterogeneous CPU-GPU Systems

Yuanhang Yu, Dong Wen, Ying Zhang, Xiaoyang Wang, Wenjie Zhang, Xuemin Lin

摘要:

矩阵分解在机器学习和数据采掘中有着广泛的应用。已经研究了大量的算法来分解矩阵。其中,随机梯度下降(SGD)是一种常用的方法。随着GPU在通用数据并行应用中的广泛应用,具有多核CPU和GPU的异构系统变得越来越有前途。由于MF的计算成本很大,我们的目标是通过利用异构多处理器的巨大并行处理能力来提高基于SGD的MF计算的效率。异构CPU-GPU系统上并行SGD算法的主要挑战在于矩阵划分的粒度和任务分配策略。我们设计了一种新的策略,通过考虑两个方面将矩阵分成一组块。首先,我们观察到矩阵应该不均匀地划分,并且应该将相对较大的块分配给GPU以使GPU的计算能力饱和。除了利用硬件的特性之外,分配给两种类型的硬件的工作负载应该平衡。针对最终的划分策略,我们设计了一个成本模型,为我们的问题,以准确地估计不同的数据大小的硬件性能。动态调度策略也被用来进一步平衡实际工作负载。大量的实验表明,我们提出的算法实现了高效率的高质量的训练质量。

英文摘要:

Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method. Heterogeneous systems with multi-core CPUs and GPUs have become more and more promising recently due to the prevalence of GPUs in general-purpose data-parallel applications. Due to the large computational cost of MF, we aim to improve the efficiency of SGD-based MF computation by utilizing the massive parallel processing power of heterogeneous multiprocessors. The main challenge in parallel SGD algorithms on heterogeneous CPU-GPU systems lies in the granularity of the matrix division and the strategy to assign tasks. We design a novel strategy to divide the matrix into a set of blocks by considering two aspects. First, we observe that the matrix should be divided nonuniformly, and relatively large blocks should be assigned to GPUs to saturate the computing power of GPUs. In addition to exploiting the characteristics of hardware, the workloads assigned to two types of hardware should be balanced. Aiming at the final division strategy, we design a cost model tailored for our problem to accurately estimate the performance of hardware on different data sizes. A dynamic scheduling policy is also used to further balance workloads in practice. Extensive experiments show that our proposed algorithm achieves high efficiency with a high quality of training quality.

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