Practical Performance Guarantees for Pipelined DNN Inference
- URL: http://arxiv.org/abs/2311.03703v3
- Date: Tue, 4 Jun 2024 13:58:30 GMT
- Title: Practical Performance Guarantees for Pipelined DNN Inference
- Abstract summary: We optimize pipeline parallelism for deep neural network (DNN) inference by partitioning graphs into $k$ stages.
We show that our improved lower bounds close the optimality gap by a factor of 9.855x.
- Score: 3.493620624883548
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We optimize pipeline parallelism for deep neural network (DNN) inference by partitioning model graphs into $k$ stages and minimizing the running time of the bottleneck stage, including communication. We give practical and effective algorithms for this NP-hard problem, but our emphasis is on tackling the practitioner's dilemma of deciding when a solution is good enough. To this end, we design novel mixed-integer programming (MIP) relaxations for proving lower bounds. Applying these methods to a diverse testbed of 369 production models, for $k \in \{2, 4, 8, 16, 32, 64\}$, we empirically show that these lower bounds are strong enough to be useful in practice. Our lower bounds are substantially stronger than standard combinatorial bounds. For example, evaluated via geometric means across a production testbed with $k = 16$ pipeline stages, our MIP formulations raise the lower bound from 0.4598 to 0.9452, expressed as a fraction of the best partition found. In other words, our improved lower bounds close the optimality gap by a factor of 9.855x.
Related papers
- Towards Scalable Persistence-Based Topological Optimization [44.16669776030478]
Persistence-based topological optimization deforms a point cloud $X subset mathbbRd$ by minimizing objectives of the form $L(X) = ell(mathrmDgm(X))$, where $mathrmDgm(X)$ is a persistence diagram.<n>In practice, optimization is limited by two coupled issues: persistent homology is typically computed on subsamples, and the resulting topological gradients are highly sparse, with only a few anchor points receiving nonzero updates.
arXiv Detail & Related papers (2026-05-09T15:47:20Z) - Less is More: Convergence Benefits of Fewer Data Weight Updates over Longer Horizon [42.1998022417145]
We analyze the convergence behavior of data mixing with a finite number of inner steps $T$.<n>We show that the optimal $T$ scales as $(log N)$ (resp., $((N log N)1/2)$) for the data mixing problem with access to full.
arXiv Detail & Related papers (2026-02-23T04:50:13Z) - Closing the Approximation Gap of Partial AUC Optimization: A Tale of Two Formulations [121.39938773554523]
The Area Under the ROC Curve (AUC) is a pivotal evaluation metric in real-world scenarios with both class imbalance and decision constraints.<n>We present two simple instance-wise minimax reformulations to close the approximation gap of PAUC optimization.<n>The resulting algorithms enjoy a linear per-iteration computational complexity w.r.t. the sample size and a convergence rate of $O(-2/3)$ for typical one-way and two-way PAUCs.
arXiv Detail & Related papers (2025-12-01T02:52:33Z) - FraPPE: Fast and Efficient Preference-based Pure Exploration [17.53646399595373]
We propose an efficient algorithm to optimally track the existing lower bound for arbitrary preference cones.<n>We prove that our proposed PrePEx algorithm, FraPPE, achieves the optimal sample complexity.
arXiv Detail & Related papers (2025-08-22T16:02:06Z) - Learning Infinite-Horizon Average-Reward Linear Mixture MDPs of Bounded Span [16.49229317664822]
This paper proposes a computationally tractable algorithm for learning infinite-horizon average-reward linear mixture Markov decision processes (MDPs)
Our algorithm for linear mixture MDPs achieves a nearly minimax optimal regret upper bound of $widetildemathcalO(dsqrtmathrmsp(v*)T)$ over $T$ time steps.
arXiv Detail & Related papers (2024-10-19T05:45:50Z) - Nearly Minimax Optimal Regret for Learning Linear Mixture Stochastic
Shortest Path [80.60592344361073]
We study the Shortest Path (SSP) problem with a linear mixture transition kernel.
An agent repeatedly interacts with a environment and seeks to reach certain goal state while minimizing the cumulative cost.
Existing works often assume a strictly positive lower bound of the iteration cost function or an upper bound of the expected length for the optimal policy.
arXiv Detail & Related papers (2024-02-14T07:52:00Z) - A Specialized Semismooth Newton Method for Kernel-Based Optimal
Transport [92.96250725599958]
Kernel-based optimal transport (OT) estimators offer an alternative, functional estimation procedure to address OT problems from samples.
We show that our SSN method achieves a global convergence rate of $O (1/sqrtk)$, and a local quadratic convergence rate under standard regularity conditions.
arXiv Detail & Related papers (2023-10-21T18:48:45Z) - Stochastic Inexact Augmented Lagrangian Method for Nonconvex Expectation
Constrained Optimization [88.0031283949404]
Many real-world problems have complicated non functional constraints and use a large number of data points.
Our proposed method outperforms an existing method with the previously best-known result.
arXiv Detail & Related papers (2022-12-19T14:48:54Z) - Sample-Then-Optimize Batch Neural Thompson Sampling [50.800944138278474]
We introduce two algorithms for black-box optimization based on the Thompson sampling (TS) policy.
To choose an input query, we only need to train an NN and then choose the query by maximizing the trained NN.
Our algorithms sidestep the need to invert the large parameter matrix yet still preserve the validity of the TS policy.
arXiv Detail & Related papers (2022-10-13T09:01:58Z) - Best Policy Identification in Linear MDPs [70.57916977441262]
We investigate the problem of best identification in discounted linear Markov+Delta Decision in the fixed confidence setting under a generative model.
The lower bound as the solution of an intricate non- optimization program can be used as the starting point to devise such algorithms.
arXiv Detail & Related papers (2022-08-11T04:12:50Z) - Minimax Optimal Quantization of Linear Models: Information-Theoretic
Limits and Efficient Algorithms [59.724977092582535]
We consider the problem of quantizing a linear model learned from measurements.
We derive an information-theoretic lower bound for the minimax risk under this setting.
We show that our method and upper-bounds can be extended for two-layer ReLU neural networks.
arXiv Detail & Related papers (2022-02-23T02:39:04Z) - A Stochastic Bundle Method for Interpolating Networks [18.313879914379008]
We propose a novel method for training deep neural networks that are capable of driving the empirical loss to zero.
At each iteration our method constructs a maximum linear approximation, known as the bundle of the objective learning approximation.
arXiv Detail & Related papers (2022-01-29T23:02:30Z) - High-Dimensional Experimental Design and Kernel Bandits [9.401375475860561]
Methods from optimal linear experimental design have been leveraged to obtain state of the art results for linear bandits.
A design returned from an objective such as $G$-optimal design is actually a probability distribution over a pool of potential measurement vectors.
We propose a rounding procedure that frees $N$ of any dependence on the dimension $d$.
arXiv Detail & Related papers (2021-05-12T17:10:56Z) - Nearly Dimension-Independent Sparse Linear Bandit over Small Action
Spaces via Best Subset Selection [71.9765117768556]
We consider the contextual bandit problem under the high dimensional linear model.
This setting finds essential applications such as personalized recommendation, online advertisement, and personalized medicine.
We propose doubly growing epochs and estimating the parameter using the best subset selection method.
arXiv Detail & Related papers (2020-09-04T04:10:39Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.