Scaling Apache Spark MLlib to Billions of Parameters

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Apache Spark MLlib provides scalable implementation of popular machine learning algorithms, which lets users train models from big dataset and iterate fast. The existing implementations assume that the number of parameters is small enough to fit in the memory of a single machine. However, many applications require solving problems with billions of parameters on a huge amount of data such as Ads CTR prediction and deep neural network. This requirement far exceeds the capacity of exisiting MLlib algorithms many of who use L-BFGS as the underlying solver. In order to fill this gap, we developed Vector-free L-BFGS for MLlib. It can solve optimization problems with billions of parameters in the Spark SQL framework where the training data are often generated. The algorithm scales very well and enables a variety of MLlib algorithms to handle a massive number of parameters over large datasets. In this talk, we will illustrate the power of Vector-free L-BFGS via logistic regression with real-world dataset and requirement. We will also discuss how this approach could be applied to other ML algorithms.