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A Hybrid Method for Tensor Decompositions that Leverages Stochastic and Deterministic Optimization

Myers, Jeremy M.; Dunlavy, Daniel D.

In this paper, we propose a hybrid method that uses stochastic and deterministic search to compute the maximum likelihood estimator of a low-rank count tensor with Poisson loss via state-of-theart local methods. Our approach is inspired by Simulated Annealing for global optimization and allows for fine-grain parameter tuning as well as adaptive updates to algorithm parameters. We present numerical results that indicate our hybrid approach can compute better approximations to the maximum likelihood estimator with less computation than the state-of-the-art methods by themselves.

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Zero-Truncated Poisson Tensor Decomposition for Sparse Count Data

Lopez, Oscar L.; Lehoucq, Richard B.; Dunlavy, Daniel D.

We propose a novel statistical inference paradigm for zero-inflated multiway count data that dispenses with the need to distinguish between true and false zero counts. Our approach ignores all zero entries and applies zero-truncated Poisson regression on the positive counts. Inference is accomplished via tensor completion that imposes low-rank structure on the Poisson parameter space. Our main result shows that an $\textit{N}$-way rank-R parametric tensor 𝓜 ϵ (0, ∞)$I$Χ∙∙∙Χ$I$ generating Poisson observations can be accurately estimated from approximately $IR^2 \text{log}^2_2(I)$ non-zero counts for a nonnegative canonical polyadic decomposition. Several numerical experiments are presented demonstrating that our zero-truncated paradigm is comparable to the ideal scenario where the locations of false zero counts are known $\textit{a priori}$.

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Document Retrieval and Ranking using Similarity Graph Mean Hitting Times

Dunlavy, Daniel D.; Chew, Peter A.

We present a novel approach to information retrieval and document analysis based on graph analytic methods. Traditional information retrieval methods use a set of terms to define a query that is applied against a document corpus to identify the documents most related to those terms. In contrast, we define a query as a set of documents of interest and apply the query by computing mean hitting times between this set and all other documents on a document similarity graph abstraction of the semantic relationships between all pairs of documents. We present the steps of our approach along with a simple example application illustrating how this approach can be used to find documents related to two or more documents or topics of interest.

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Performance Portability of an SpMV Kernel Across Scientific Computing and Data Science Applications

2021 IEEE High Performance Extreme Computing Conference, HPEC 2021

Olivier, Stephen L.; Ellingwood, Nathan D.; Berry, Jonathan W.; Dunlavy, Daniel D.

Both the data science and scientific computing communities are embracing GPU acceleration for their most demanding workloads. For scientific computing applications, the massive volume of code and diversity of hardware platforms at supercomputing centers has motivated a strong effort toward performance portability. This property of a program, denoting its ability to perform well on multiple architectures and varied datasets, is heavily dependent on the choice of parallel programming model and which features of the programming model are used. In this paper, we evaluate performance portability in the context of a data science workload in contrast to a scientific computing workload, evaluating the same sparse matrix kernel on both. Among our implementations of the kernel in different performance-portable programming models, we find that many struggle to consistently achieve performance improvements using the GPU compared to simple one-line OpenMP parallelization on high-end multicore CPUs. We show one that does, and its performance approaches and sometimes even matches that of vendor-provided GPU math libraries.

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Using Computation Effectively for Scalable Poisson Tensor Factorization: Comparing Methods beyond Computational Efficiency

2021 IEEE High Performance Extreme Computing Conference, HPEC 2021

Myers, Jeremy M.; Dunlavy, Daniel D.

Poisson Tensor Factorization (PTF) is an important data analysis method for analyzing patterns and relationships in multiway count data. In this work, we consider several algorithms for computing a low-rank PTF of tensors with sparse count data values via maximum likelihood estimation. Such an approach reduces to solving a nonlinear, non-convex optimization problem, which can leverage considerable parallel computation due to the structure of the problem. However, since the maximum likelihood estimator corresponds to the global minimizer of this optimization problem, it is important to consider how effective methods are at both leveraging this inherent parallelism as well as computing a good approximation to the global minimizer. In this work we present comparisons of multiple methods for PTF that illustrate the tradeoffs in computational efficiency and accurately computing the maximum likelihood estimator. We present results using synthetic and real-world data tensors to demonstrate some of the challenges when choosing a method for a given tensor.

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SparTen: Leveraging Kokkos for On-node Parallelism in a Second-Order Method for Fitting Canonical Polyadic Tensor Models to Poisson Data

2020 IEEE High Performance Extreme Computing Conference, HPEC 2020

Teranishi, Keita T.; Dunlavy, Daniel D.; Myers, Jeremy M.; Barrett, Richard F.

Canonical Polyadic tensor decomposition using alternate Poisson regression (CP-APR) is an effective analysis tool for large sparse count datasets. One of the variants using projected damped Newton optimization for row subproblems (PDNR) offers quadratic convergence and is amenable to parallelization. Despite its potential effectiveness, PDNR performance on modern high performance computing (HPC) systems is not well understood. To remedy this, we have developed a parallel implementation of PDNR using Kokkos, a performance portable parallel programming framework supporting efficient runtime of a single code base on multiple HPC systems. We demonstrate that the performance of parallel PDNR can be poor if load imbalance associated with the irregular distribution of nonzero entries in the tensor data is not addressed. Preliminary results using tensors from the FROSTT data set indicate that using multiple kernels to address this imbalance when solving the PDNR row subproblems in parallel can improve performance, with up to 80% speedup on CPUs and 10-fold speedup on NVIDIA GPUs.

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Parameter Sensitivity Analysis of the SparTen High Performance Sparse Tensor Decomposition Software

2020 IEEE High Performance Extreme Computing Conference, HPEC 2020

Myers, Jeremy M.; Dunlavy, Daniel D.; Teranishi, Keita T.; Hollman, David S.

Tensor decomposition models play an increasingly important role in modern data science applications. One problem of particular interest is fitting a low-rank Canonical Polyadic (CP) tensor decomposition model when the tensor has sparse structure and the tensor elements are nonnegative count data. SparTen is a high-performance C++ library which computes a low-rank decomposition using different solvers: a first-order quasi-Newton or a second-order damped Newton method, along with the appropriate choice of runtime parameters. Since default parameters in SparTen are tuned to experimental results in prior published work on a single real-world dataset conducted using MATLAB implementations of these methods, it remains unclear if the parameter defaults in SparTen are appropriate for general tensor data. Furthermore, it is unknown how sensitive algorithm convergence is to changes in the input parameter values. This report addresses these unresolved issues with large-scale experimentation on three benchmark tensor data sets. Experiments were conducted on several different CPU architectures and replicated with many initial states to establish generalized profiles of algorithm convergence behavior.

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Results 1–25 of 105
Results 1–25 of 105