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Flyby: Improved Dense Matrix Multiplication-(Tom Vacek, Thomson Reuters)
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Flyby: Improved Dense Matrix Multiplication-(Tom Vacek, Thomson Reuters)
1.
Flyby: Improved Dense Matrix
Multiplication(& other tasks) Tom Vacek Thomson Reuters R&D
2.
Outline • Matching use
case • 3 Algorithms • Evaluation
3.
Matching application users cartesian
movies map…combineByKey
4.
cartesian matrix multiply aRows
cartesian(bCols) map (a , b) => a*b
5.
shuffleMultiply • Local reduceByKey •
Optimal efficiency: O(n1.5) workers each do O(n1.5) work O(n1.25) wire i,j (i,1),j (i,n),j j,k (1,k),j (m,k),j flatmap join (i,k),1 (i,k),n i,k map ._1 reduceByKey +
6.
left flyby right
7.
Flyby matrix multiply
8.
Flyby matrix multiply
9.
Flyby implementation (hack) def
flyby[L,R,O] (left: RDD[L], right:RDD[R], fold0: (L,R)=>O, foldFun: (L,R,O)=>O))={ var reduction:RDD[O] = null val leftLocal = getPartitionsAsLocalArray(left) for(part <- leftLocal) { val flyer = right.sparkContext broadcast (part) val nextReduction = if (reduction == null) { right.map { case rr => val init = fold0(flyer.value.head, rr) flyer.value.tail.foldLeft(init) { case (acc, nextflyer) => foldFun(nextflyer, rr, acc)} } } else { right.zip(reduction).map { case (rr, red) => flyer.value.foldLeft(red) { case (acc, nextflyer) => foldFun(nextflyer, rr, acc)} } }.persist nextReduction.count flyer.unpersist (false) reduction.unpersist(false) reduction = nextReduction
10.
Matrix Experiments • Implemented
dist dense matrix class using Breeze • 5 Nodes, quad socket Xeon E5-2690 (32 cores), 250GB. Cloudera 5.3 (Spark 1.2.0) • Evaluate n×n matrices, npartitions • Code: bitbucket.org/twvacek/spark-flyby
11.
MLLib • BlockMatrix introduced
to mllib at version 1.3.0 (13 Mar 2015) • Not available at time this work was done. • Our matrix class very similar. • Mllib multiply ~= shuffleMultiply
12.
Results 0" 500" 1000" 1500" 2000" 2500" 3000" 3500" 4000" 10k (36)" 25k
(100)" 30k (144)" time(s)" n (npartitions)" cart" shuf" flyby"
13.
Discussion • Flyby: signif
improvement over cartesian. Gain for matching applications. • Improvement over shuffle probably from memory caching. Asymptotics? • FlybyRDD ? • Code: bitbucket.org/twvacek/spark-flyby
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