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Flyby: Improved Dense
Matrix Multiplication(& other tasks)
Tom Vacek
Thomson Reuters R&D
Outline
•  Matching use case
•  3 Algorithms
•  Evaluation
Matching application
users cartesian movies map…combineByKey
cartesian matrix multiply
aRows cartesian(bCols) map (a , b) => a*b
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 +
left flyby right
Flyby matrix multiply
Flyby matrix multiply
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
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
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
Results
0"
500"
1000"
1500"
2000"
2500"
3000"
3500"
4000"
10k (36)" 25k (100)" 30k (144)"
time(s)"
n (npartitions)"
cart" shuf" flyby"
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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