CODEWITHSUNDEEP
rconcurrencyparallel-processingmulticore
SkyWalker
SkyWalker

Reputation: 14309

Updating the same memory (matrix) on parallel computations?

I have a strong use case for parallelizing a flavor of the SGD algorithm. In such use-case I need to update the matrices P and Q with the delta gradient update and for a random batch of samples. Each process will update mutually exclusive indices on both matrices.

A simple illustration of what I intend to do would be something like this:

# create "big" matrix
A <- matrix(rnorm(10000), 100, 100)
system.time(
  # update each row vector independently using all my cores
  r <- mclapply(1:100, mc.cores = 6, function(i) {
    # updating ... 
    A[i,] <- A[i,] - 0.01
    # return something, i.e. here I'd return the RMSE of this batch instead   
    sqrt(sum(A[i,]^2))
  }) 
)

Are there any drawbacks on using this approach? are there more R-idiomatic alternatives?

For example, to be clean (i.e. no side effects, immutable computation) returning the update A[i,] - 0.01 instead of the RMSE would be more complex to program and peak on memory usage or even run out of memory.

Upvotes: 0

Views: 301

Answers (1)

F. Priv&#233;
F. Priv&#233;

Reputation: 11728

Reimplementing your code, by block, using shared data with package {bigstatsr}:

N <- 10e3
A <- matrix(rnorm(N * N), N)

library(bigstatsr)
bigA <- as_FBM(A)

library(doParallel)
registerDoParallel(cl <- makeCluster(4))
system.time(
  r <- foreach(i = seq_len(N), .combine = 'c') %dopar% {
    # updating ... 
    A[i,] <- A[i,] - 0.01
    # return something, i.e. here I'd return the RMSE of this batch instead   
    sqrt(sum(A[i,]^2))
  }
) # 11 sec
stopCluster(cl)

registerDoParallel(cl <- makeCluster(4))
system.time(
  r2 <- big_apply(bigA, function(X, ind) {
    # updating ... 
    tmp <- bigA[ind, ] <- bigA[ind, ] - 0.01
    # return something, i.e. here I'd return the RMSE of this batch instead   
    sqrt(rowSums(tmp^2))
  }, a.combine = 'c')
) # 1 sec
stopCluster(cl)

all.equal(r, r2) # TRUE

Again, it would be better to update columns instead of rows.

Upvotes: 1

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