Research

Matrix Computations and Optimization in Apache Spark

Authors: Reza Bosagh Zadeh, Xiangrui Meng, Alexander Ulanov, Burak Yavuz, Li Pu, Shivaram Venkataraman, Evan Sparks, Aaron Staple, Matei Zaharia

Download Paper

Abstract

We describe matrix computations available in the cluster programming framework, Apache Spark. Out of the box, Spark provides abstractions and implementations for distributed matrices and optimization routines using these matrices. When translating single-node algorithms to run on a distributed cluster, we observe that often a simple idea is enough: separating matrix operations from vector operations and shipping the matrix operations to be ran on the cluster, while keeping vector operations local to the driver. In the case of the Singular Value Decomposition, by taking this idea to an extreme, we are able to exploit the computational power of a cluster, while running code written decades ago for a single core. Another example is our Spark port of the popular TFOCS optimization package, originally built for MATLAB, which allows for solving Linear programs as well as a variety of other convex programs. We conclude with a comprehensive set of benchmarks for hardware accelerated matrix computations from the JVM, which is interesting in its own right, as many cluster programming frameworks use the JVM. The contributions described in this paper are already merged into Apache Spark and available on Spark installations by default, and commercially supported by a slew of companies which provide further services.

Related Content

Authors: Philipp Moritz, Robert Nishihara, Stephanie Wang, Alexey Tumanov, Richard Liaw, Eric Liang, Melih Elibol, Zongheng Yang, William Paul, Michael I. Jordan, and Ion Stoica, UC Berkeley

Authors: Roy Fox, Richard Shin, Sanjay Krishnan, Ken Goldberg, Dawn Song, Ion Stoica

Authors: Firas Abuzaid, Joseph Bradley, Feynman Liang, Andrew Feng, Lee Yang, Matei Zaharia, Ameet Talwalkar

Authors: Cody Coleman, Deepak Narayanan, Daniel Kang, Tian Zhao, Jian Zhang, Luigi Nardi, Peter Bailis, Kunle Olukotun, Chris Ré, Matei Zaharia

Authors: Daniel Crankshaw, Xin Wang, Giulio Zhou, Michael J. Franklin, Joseph E. Gonzalez, Ion Stoica

Authors: Xiangrui Meng, Joseph Bradley, Burak Yavuz, Evan Sparks, Shivaram Venkataraman, Davies Liu, Jeremy Freeman, DB Tsai, Manish Amde, Sean Owen, Doris Xin, Reynold Xin, Michael J. Franklin, Reza Zadeh, Matei Zaharia, Ameet Talwalkar

Authors: Eric Liang, Richard Liaw, Philipp Moritz, Robert Nishihara, Roy Fox, Ken Goldberg, Joseph E. Gonzalez, Michael I. Jordan, Ion Stoica