Engineering topics
Skau, Erik
Publications and source records attributed to Skau, Erik.
Tensor Extraction of Latent Features (TELF)
Tensor ELF is a user-friendly parallel tensor decomposition Python toolbox that includes a suite of machine learning algorithms for CPU and GPU architectures for the analysis of sparse and dense data including utility tools for pre-processing and post-processing.
Distributed out-of-memory NMF on CPU/GPU architectures
We propose an efficient distributed out-of-memory implementation of the non-negative matrix factorization (NMF) algorithm for heterogeneous high-performance-computing systems. The proposed implementation is based on prior work on NMFk, which can perform automatic model selection and extract latent variables and patterns from data. In this work, we extend NMFk by adding support for dense and sparse matrix operation on multi-node, multi-GPU systems. The resulting algorithm is optimized for out-of-memory problems where the memory required to factorize a given matrix is greater than the available GPU memory. Memory complexity is reduced by batching/tiling strategies, and sparse and dense matrix operations are significantly accelerated with GPU cores (or tensor cores when available). Input/output latency associated with batch copies between host and device is hidden using CUDA streams to overlap data transfers and compute asynchronously, and latency associated with collective communications (both intra-node and inter-node) is reduced using optimized NVIDIA Collective Communication Library (NCCL) based communicators. Benchmark results show significant improvement, from 32X to 76x speedup, with the new implementation using GPUs over the CPU-based NMFk. Good weak scaling was demonstrated on up to 4096 multi-GPU cluster nodes with approximately 25,000 GPUs when decomposing a dense 340 Terabyte-size matrix and an 11 Exabyte-size sparse matrix of density 10 -6 .
Distributed non-negative RESCAL with automatic model selection for exascale data
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pyDRESCALk
Modern data scientists are tasked to analyze ever-growing data sets with increasingly complex relationships. Tensor decompositions have come to play a central role in identifying underlying latent structures in higher-order data. The problem of fitting tensor models to different distributions is complicated by the combinations of size, dimensionality, and sparsity present in real world data. The situation demands efficient algorithms designed for shared-memory and distributed systems. This work will present new research that tackles these challenges on several different fronts, leveraging optimizations in numerical algorithms and sparse tensor representations in heterogeneous high performance computing environments.
Finding the Number of Latent Topics With Semantic Non-Negative Matrix Factorization
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Boolean Matrix Factorization via Nonnegative Auxiliary Optimization
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Determination of latent dimensionality in international trade flow
Currently, high-dimensional data is ubiquitous in data science, which necessitates the development of techniques to decompose and interpret such multidimensional (aka tensor) datasets. Finding a low dimensional representation of the data, that is, its inherent structure, is one of the approaches that can serve to understand the dynamics of low dimensional latent features hidden in the data. Moreover, decomposition methods with non-negative constraints are shown to extract more insightful factors. Nonnegative RESCAL is one such technique, particularly well suited to analyze self-relational data, such as dynamic networks found in international trade flows. Particularly, non-negative RESCAL computes a low dimensional tensor representation by finding the latent space containing multiple modalities. Furthermore, estimating the dimensionality of this latent space is crucial for extracting meaningful latent features. Here, to determine the dimensionality of the latent space with non-negative RESCAL, we propose a latent dimension determination method which is based on clustering of the solutions of multiple realizations of non-negative RESCAL decompositions. We demonstrate the performance of our model selection method on synthetic data. We then apply our method to decompose a network of international trade flows data from International Monetary Fund and shows that with a correct latent dimension determination, the resulting features are able to capture relevant empirical facts from economic literature.
An Out of Memory tSVD for Big-Data Factorization
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