Due to their simplicity and excellent performance, parallel asynchronous variants of stochastic gradient descent have become popular methods to solve a wide range of large-scale optimization problems on multi-core architectures. Yet, despite their practical success, support for nonsmooth objectives is still lacking, making them unsuitable for many problems of interest in machine learning, such as the Lasso, group Lasso or empirical risk minimization with convex constraints. In this work, we propose and analyze ProxASAGA, a fully asynchronous sparse method inspired by SAGA, a variance reduced incremental gradient algorithm. The proposed method is easy to implement and significantly outperforms the state of the art on several nonsmooth, large-scale problems. We prove that our method achieves a theoretical linear speedup with respect to the sequential version under assumptions on the sparsity of gradients and block-separability of the proximal term. Empirical benchmarks on a multi-core architecture illustrate practical speedups of up to 12x on a 20-core machine.

High demand for computation resources severely hinders deployment of large-scale Deep Neural Networks (DNN) in resource constrained devices. In this work, we propose a Structured Sparsity Learning (SSL) method to regularize the structures (i.e., filters, channels, filter shapes, and layer depth) of DNNs. SSL can: (1) learn a compact structure from a bigger DNN to reduce computation cost; (2) obtain a hardware-friendly structured sparsity of DNN to efficiently accelerate the DNN's evaluation. Experimental results show that SSL achieves on average 5.1X and 3.1X speedups of convolutional layer computation of AlexNet against CPU and GPU, respectively, with off-the-shelf libraries. These speedups are about twice speedups of non-structured sparsity; (3) regularize the DNN structure to improve classification accuracy. The results show that for CIFAR-10, regularization on layer depth reduces a 20-layer Deep Residual Network (ResNet) to 18 layers while improves the accuracy from 91.25% to 92.60%, which is still higher than that of original ResNet with 32 layers.

Compressing neural networks by pruning weights with small magnitudes can significantly reduce the computation and storage cost. Although pruning makes the model smaller, it is difficult to get practical speedup in modern computing platforms such as CPU and GPU due to the irregularity. Structural pruning has attract a lot of research interest to make sparsity hardware-friendly. Increasing the sparsity granularity can lead to better hardware utilization, but it will compromise the sparsity for maintaining accuracy. In this work, we propose a novel method, TETRIS, to achieve both better hardware utilization and higher sparsity. Just like a tile-matching game, we cluster the irregularly distributed weights with small value into structured groups by reordering the input/output dimension and structurally prune them. Results show that it can achieve comparable sparsity with the irregular element-wise pruning and demonstrate negligible accuracy loss. The experiments also shows ideal speedup, which is proportional to the sparsity, on GPU platforms. Our proposed method provides a new solution toward algorithm and architecture co-optimization for accuracy-efficiency trade-off.

We describe a simple, low-level approach for embedding probabilistic programming in a deep learning ecosystem.

In large-scale applications, datasets often contain billions of high-dimensional points. Grouping similar data points into clusters is crucial for understanding and organizing datasets.