"Clustering and Conquer" Procedures for Parallel Large-Scale Ranking and Selection
- URL: http://arxiv.org/abs/2402.02196v3
- Date: Tue, 17 Dec 2024 14:02:24 GMT
- Title: "Clustering and Conquer" Procedures for Parallel Large-Scale Ranking and Selection
- Authors: Zishi Zhang, Yijie Peng,
- Abstract summary: We modify the commonly used "divide and conquer" framework in parallel computing by adding a correlation-based clustering step.
This seemingly simple modification can achieve an $mathcalO(p)$ sample complexity reduction rate.
In large-scale AI applications such as neural architecture search, our methods demonstrate superior performance.
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- Abstract: This work breaks the sample efficiency bottleneck in parallel large-scale ranking and selection (R&S) problem by leveraging correlation information. We modify the commonly used "divide and conquer" framework in parallel computing by adding a correlation-based clustering step, transforming it into "clustering and conquer". This seemingly simple modification can achieve an $\mathcal{O}(p)$ sample complexity reduction rate, which represents the maximum attainable reduction for the class of sample-optimal R&S methods. Our approach enjoys two key advantages: 1) it does not require highly accurate correlation estimation or precise clustering, and 2) it allows for seamless integration with various existing R&S method, while achieving optimal sample complexity. Theoretically, we develop a novel gradient analysis framework to analyze sample efficiency and guide the design of large-scale R&S procedures. Building upon this framework, we propose a gradient-based budget allocation policy. We also introduce a new clustering algorithm, selection policy, and precision criterion tailored for large-scale scenarios. Finally, in large-scale AI applications such as neural architecture search, our methods demonstrate superior performance.
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