HogWild++: A New Mechanism for Decentralized Asynchronous Stochastic Gradient Descent
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README.md

HogWild++ Experiment Code

HogWild++ aims to improve the scalability of HogWild! stochastic gradient descent algorithm on multi-socket (NUMA) machines. In HogWild++, to reduce inter-socket communication and coherence miss, worker threads are grouped into several "clusters" with configurable size, and in each cluster threads share the same model vector. Each cluster only exchanges model information with its neighbour(s) to reduce communication overhead, and no centralized model vector is maintained. For more details about this algorithm please refer to the following paper:

HogWild++: A New Mechanism for Decentralized Asynchronous Stochastic Gradient Descent
Huan Zhang, Cho-Jui Hsieh and Venkatesh Akella, 2016. 

In our implementation, clusters are organized in a logical directional ring, and there is a single token passing along the ring. The cluster holding the token is able to communicate with the next cluster on the ring and exchange model information, and other clusters keep updating their own models. If you are interested in implementing other (potentially more efficient) topologies please read the How to modify section below.

HogWild++ is based on the HogWild! v03a code, available here.

How to build

HogWild++ requires libnuma. On Debian based systems you can install libnuma using the following command:

sudo apt-get install libnuma-dev

Then run make to build, and the following binaries will be built in bin folder:

  • svm: Basic SVM example in HogWild!, unchanged, and it is used as the performance baseline.

  • numasvm: Implementataion of SVM using the HogWild++ algorithm.

  • convert: Convert TSV files into binary files. Assumes the rows and columns in the TSV file are indexed starting at 0.

  • convert_matlab: Converts TSV files into binary files. Assumes the rows and columns are indexed starting at 1.

  • unconvert: Converts a binary file into a TSV file. The TSV file will be indexed starting at 0.

Data Preparation

Datasets can be downloaded from LIBSVM website however you need to convert them to the TSV (Tab Separated Value) format that HogWild! uses. We provide a script covert2hogwild.py to convert LIBSVM format to TSV format. To reduce data loading time, you should also convert TSV to binary format.

The following commands show how to download and prepare the RCV1 dataset. Note that for RCV1 we swapped the downloaded training and test set because the "test set" is actually larger.

mkdir data && cd data
# prepare the training set
wget https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/rcv1_test.binary.bz2
bunzip2 rcv1_test.binary.bz2
python ../convert2hogwild.py rcv1_test.binary rcv1_train.tsv
../bin/convert rcv1_train.tsv rcv1_train.bin
# prepare the test set
wget https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/rcv1_train.binary.bz2
bunzip2 rcv1_train.binary.bz2
python ../convert2hogwild.py rcv1_train.binary rcv1_test.tsv
../bin/convert rcv1_test.tsv rcv1_test.bin
# Done
cd ..

We have prepared binary files used in the experiments of our paper. You can download these datasets here:

http://jaina.cs.ucdavis.edu/datasets/classification_compressed/

You only need to download .bin.xz files. To save downloading time these files are compressed. Please decompress them using the xz utility before use.

How to run

HogWild++ adds three new parameters to HogWild! executable.

  • cluster_size: the number of threads in each cluster (referred as c in our paper). Threads within the same cluster share the same model vector. When the cluster size is the same as the total number of threads, HogWild++ is equvalent to HogWild!. The best cluster size depends on dataset characteristics. As a starting point, you can set the cluster size as the total number of physical cores on a single socket.

  • update_delay: after one cluster finishes synchronization with the next cluster, it waits for update_delay more updates (inner SGD iterations) before passing the token to the next cluster. This delay is referred as \tau_0 in our paper. If you have less than 4 clusters, 64 is the recommended value. If you have more clusters, you can try a smaller update delay.

  • tolerence: When one cluster writes its model delta to the next cluster, it will skip some model elements if they only changed very little. The threshold is given by the tolerance parameter. Usually you should set it between 1e-2 to 1e-6.

The following command runs the RCV1 dataset prepared above for 150 epochs with 40 threads, with a cluster size of 10, step size of 5e-01, step decay of 0.928 and update delay of 64:

bin/numasvm --epoch 150 --binary 1 --stepinitial 5e-01 --step_decay 0.928 --update_delay 64 --cluster_size 10 --split 40 data/rcv1_train.bin data/rcv1_test.bin

Don't forget to change the number of threads (the --splits argument) and the cluster size to reflect your hardware configuration. For example, if you have a dual-socket 20-core machine, you can change splits to 20 and cluster size to 10 or 5.

If you specify more threads than the total number of physical cores available, hyper-threading cores will be used as well. This will maximize the computation power of your machine. However please note that the number of clusters will still be calculated using the total number of physical cores. For example, if you have a dual-socket 12-core machine (24 threads with hyperthreading) and you run HogWild++ with a cluster size of 6, and 24 worker threads, only 2 clusters will be created instead of 4.

We provide two python scripts, collect_svm.py and collect_numasvm.py to run the baseline HogWild! and our improved algorithm, HogWild++, using the same datasets and parameters in our paper. Before running these scripts, make sure you have downloaded all datasets and put them inside the data directory. To run a quick experiment on your machine, just run python collect_svm.py to collect HogWild! results and python collect_numasvm.py to collect HogWild++ results. Results of runs will be saved in svm_mmdd-hhmmss and numasvm_mmdd-hhmmss folders where mmdd-hhmmss represents date and time. You can change the scripts to customize all parameters, like number of threads, cluster size, step size, etc.

How to modify

If you are interested in changing HogWild++ and explore more possibilities, you can start by reading the following source files:

  • src/numasvm_main.cpp: this file contains the main function for numasvm. Also, function CreateNumaClusterRoundRobinRingSVMModel creates the model synchronization ring. If you are interested in changing the synchronization topology you should change this function.

  • src/numasvm/svm_exec.hxx: The SVM solver. Function ModelUpdate contains the SGD update rule and model synchronization procedure.

  • hazytl/include/hazy/thread/thread_pool-inl.h: An enhanced thread pool implementation supporting CPU topology detection and affinity assignment.

Additional Information

If your have any questions or comments, please open an issue on Github, or send an email to ecezhang@ucdavis.edu. We appreciate your feedback.