Principled Tuning for
Large-Scale ML Systems
par
Ioannis Mitliagkas
Statistics and Computer Science Departments Stanford University
Jeudi 23 février, 15:30-16:30, Salle 6214 Pavillon André-Aisenstadt, Université de Montréal, 2920 Chemin de la Tour
Café de 15:00 à 15:30
Cette conférence sera donnée en anglais.
Résumé / Abstract:
Modern machine learning systems rely on complex and
distributed pipelines that require extensive
hyperparameter tuning to achieve the desired performance.
Careful tuning can result in significant speedups and
improvements in solution quality. However, the
dimensionality of the hyperparameter space often makes the
use of brute-force search prohibitive. To make things
worse, components can interact in unexpected ways and make
joint tuning necessary. These challenges preclude
non-experts from fully utilizing the potential of modern
machine learning tools and call for a deeper understanding
of the effect hyperparameters have on the quality and
performance of a system.
In this talk, I will discuss examples of tuning
large-scale learning and inference systems. I will focus
on recent work that reveals a previously unknown
interaction between system and algorithm dynamics when
running an asynchronous learning system. Asynchronous
methods are widely used for their superior throughput, but
have limited theoretical justification when applied to
non-convex problems. I will show that running stochastic
gradient descent (SGD) in an asynchronous manner can be
viewed as adding a momentum-like term to the SGD
iteration. This result does not assume convexity of the
objective function, so is applicable to deep learning
systems. Furthermore, using a hybrid parallel architecture
we can control the level of asynchrony, a new
hyperparameter. Theory then implies that jointly tuning
momentum and the level of asynchrony can significantly
reduce the number of iterations, necessary for an
asynchronous system to achieve the same solution. This
line of work provides a number of necessary components for
realizing the vision of an automated machine learning
pipeline.
Ioannis Mitliagkas is a Postdoctoral Scholar with the departments of Statistics and Computer Science at Stanford university. He obtained his Ph.D. from the department of Electrical and Computer Engineering at The University of Texas at Austin. His research focuses on understanding and optimizing the scan order for Gibbs sampling, as well as understanding the interaction between optimization and the dynamics of large-scale learning systems. In the past he has worked on high-dimensional streaming problems and fast algorithms and computation for large graph problems.
-- Pierre L'Ecuyer, Professeur Titulaire Chaire du Canada en Simulation et Optimisation Stochastique CIRRELT, GERAD, and DIRO, Université de Montréal, Canada http://www.iro.umontreal.ca/~lecuyer