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SGDTucker: A Novel Stochastic Optimization Strategy for Parallel Sparse Tucker Decomposition

2020/12/07 by Li, Hao, Li, Zixuan, Li, Kenli +3
#Distributed #FOS: Computer and information sciences #Parallel #and Cluster Computing (cs.DC)

paper · doi:10.48550/arxiv.2012.03550

Abstract

Sparse Tucker Decomposition (STD) algorithms learn a core tensor and a group of factor matrices to obtain an optimal low-rank representation feature for the \underlineHigh-\underlineOrder, \underlineHigh-\underlineDimension, and \underlineSparse \underlineTensor (HOHDST). However, existing STD algorithms face the problem of intermediate variables explosion which results from the fact that the formation of those variables, i.e., matrices Khatri-Rao product, Kronecker product, and matrix-matrix multiplication, follows the whole elements in sparse tensor. The above problems prevent deep fusion of efficient computation and big data platforms. To overcome the bottleneck, a novel stochastic optimization strategy (SGD_Tucker) is proposed for STD which can automatically divide the high-dimension intermediate variables into small batches of intermediate matrices. Specifically, SGD_Tucker only follows the randomly selected small samples rather than the whole elements, while maintaining the overall accuracy and convergence rate. In practice, SGD_Tucker features the two distinct advancements over the state of the art. First, SGD_Tucker can prune the communication overhead for the core tensor in distributed settings. Second, the low data-dependence of SGD_Tucker enables fine-grained parallelization, which makes SGD_Tucker obtaining lower computational overheads with the same accuracy. Experimental results show that SGD_Tucker runs at least 2X faster than the state of the art.

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