Stochastic Gradient Descent without Full Data Shuffle
- URL: http://arxiv.org/abs/2206.05830v1
- Date: Sun, 12 Jun 2022 20:04:31 GMT
- Title: Stochastic Gradient Descent without Full Data Shuffle
- Authors: Lijie Xu, Shuang Qiu, Binhang Yuan, Jiawei Jiang, Cedric Renggli,
Shaoduo Gan, Kaan Kara, Guoliang Li, Ji Liu, Wentao Wu, Jieping Ye, Ce Zhang
- Abstract summary: CorgiPile is a hierarchical data shuffling strategy that avoids a full data shuffle while maintaining comparable convergence rate of SGD as if a full shuffle were performed.
Our results show that CorgiPile can achieve comparable convergence rate with the full shuffle based SGD for both deep learning and generalized linear models.
- Score: 65.97105896033815
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Stochastic gradient descent (SGD) is the cornerstone of modern machine
learning (ML) systems. Despite its computational efficiency, SGD requires
random data access that is inherently inefficient when implemented in systems
that rely on block-addressable secondary storage such as HDD and SSD, e.g.,
TensorFlow/PyTorch and in-DB ML systems over large files. To address this
impedance mismatch, various data shuffling strategies have been proposed to
balance the convergence rate of SGD (which favors randomness) and its I/O
performance (which favors sequential access).
In this paper, we first conduct a systematic empirical study on existing data
shuffling strategies, which reveals that all existing strategies have room for
improvement -- they all suffer in terms of I/O performance or convergence rate.
With this in mind, we propose a simple but novel hierarchical data shuffling
strategy, CorgiPile. Compared with existing strategies, CorgiPile avoids a full
data shuffle while maintaining comparable convergence rate of SGD as if a full
shuffle were performed. We provide a non-trivial theoretical analysis of
CorgiPile on its convergence behavior. We further integrate CorgiPile into
PyTorch by designing new parallel/distributed shuffle operators inside a new
CorgiPileDataSet API. We also integrate CorgiPile into PostgreSQL by
introducing three new physical operators with optimizations. Our experimental
results show that CorgiPile can achieve comparable convergence rate with the
full shuffle based SGD for both deep learning and generalized linear models.
For deep learning models on ImageNet dataset, CorgiPile is 1.5X faster than
PyTorch with full data shuffle. For in-DB ML with linear models, CorgiPile is
1.6X-12.8X faster than two state-of-the-art in-DB ML systems, Apache MADlib and
Bismarck, on both HDD and SSD.
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