MatFast: In-Memory Distributed Matrix Computation Processing and Optimization Based on Spark SQL - Databricks

MatFast: In-Memory Distributed Matrix Computation Processing and Optimization Based on Spark SQL

Download Slides

The use of large-scale machine learning and data mining methods is becoming ubiquitous in many application domains ranging from business intelligence and bioinformatics to self-driving cars. These methods heavily rely on matrix computations, and it is hence critical to make these computations scalable and efficient. These matrix computations are often complex and involve multiple steps that need to be optimized and sequenced properly for efficient execution. This work presents new efficient and scalable matrix processing and optimization techniques based on Spark. The proposed techniques estimate the sparsity of intermediate matrix-computation results and optimize communication costs. An evaluation plan generator for complex matrix computations is introduced as well as a distributed plan optimizer that exploits dynamic cost-based analysis and rule-based heuristics The result of a matrix operation will often serve as an input to another matrix operation, thus defining the matrix data dependencies within a matrix program. The matrix query plan generator produces query execution plans that minimize memory usage and communication overhead by partitioning the matrix based on the data dependencies in the execution plan. We implemented the proposed matrix techniques inside the Spark SQL, and optimize the matrix execution plan based on Spark SQL Catalyst. We conduct case studies on a series of ML models and matrix computations with special features on different datasets. These are PageRank, GNMF, BFGS, sparse matrix chain multiplications, and a biological data analysis. The open-source library ScaLAPACK and the array-based database SciDB are used for performance evaluation. Our experiments are performed on six real-world datasets are: social network data ( e.g., soc-pokec, cit-Patents, LiveJournal), Twitter2010, Netflix recommendation data, and 1000 Genomes Project sample. Experiments demonstrate that our proposed techniques achieve up to an order-of-magnitude performance.
Session hashtag: #EUai1

About Mingjie Tang

Mingjie Tang is an engineer at Hortonworks. He is working on SparkSQL, Spark MLlib and Spark Streaming. He has broad research interest in database management system, similarity query processing, data indexing, big data computation, data mining and machine learning. Mingjie completed his PhD in Computer Science from Purdue University.