Shankar, Devashish
Enhancing Performance and Scalability of Large-Scale Recommendation Systems with Jagged Flash Attention
Xu, Rengan, Yang, Junjie, Xu, Yifan, Li, Hong, Liu, Xing, Shankar, Devashish, Zhang, Haoci, Liu, Meng, Li, Boyang, Hu, Yuxi, Tang, Mingwei, Zhang, Zehua, Zhang, Tunhou, Li, Dai, Chen, Sijia, Musumeci, Gian-Paolo, Zhai, Jiaqi, Zhu, Bill, Yan, Hong, Reddy, Srihari
The integration of hardware accelerators has significantly advanced the capabilities of modern recommendation systems, enabling the exploration of complex ranking paradigms previously deemed impractical. However, the GPU-based computational costs present substantial challenges. In this paper, we demonstrate our development of an efficiency-driven approach to explore these paradigms, moving beyond traditional reliance on native PyTorch modules. We address the specific challenges posed by ranking models' dependence on categorical features, which vary in length and complicate GPU utilization. We introduce Jagged Feature Interaction Kernels, a novel method designed to extract fine-grained insights from long categorical features through efficient handling of dynamically sized tensors. We further enhance the performance of attention mechanisms by integrating Jagged tensors with Flash Attention. Our novel Jagged Flash Attention achieves up to 9x speedup and 22x memory reduction compared to dense attention. Notably, it also outperforms dense flash attention, with up to 3x speedup and 53% more memory efficiency. In production models, we observe 10% QPS improvement and 18% memory savings, enabling us to scale our recommendation systems with longer features and more complex architectures.
ARMDN: Associative and Recurrent Mixture Density Networks for eRetail Demand Forecasting
Mukherjee, Srayanta, Shankar, Devashish, Ghosh, Atin, Tathawadekar, Nilam, Kompalli, Pramod, Sarawagi, Sunita, Chaudhury, Krishnendu
Accurate demand forecasts can help on-line retail organizations better plan their supply-chain processes. The challenge, however, is the large number of associative factors that result in large, non-stationary shifts in demand, which traditional time series and regression approaches fail to model. In this paper, we propose a Neural Network architecture called AR-MDN, that simultaneously models associative factors, time-series trends and the variance in the demand. We first identify several causal features and use a combination of feature embeddings, MLP and LSTM to represent them. We then model the output density as a learned mixture of Gaussian distributions. The AR-MDN can be trained end-to-end without the need for additional supervision. We experiment on a dataset of an year's worth of data over tens-of-thousands of products from Flipkart. The proposed architecture yields a significant improvement in forecasting accuracy when compared with existing alternatives.