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研究生:阮毓欽
研究生(外文):Yu-Chin Juan
論文名稱:在共享記憶體系統的快速平行隨機梯度下降法矩陣分解
論文名稱(外文):A Fast Parallel Stochastic Gradient Method for Matrix Factorization in Shared Memory Systems
指導教授:林智仁林智仁引用關係
口試委員:林軒田李育杰
口試日期:2014-07-11
學位類別:碩士
校院名稱:國立臺灣大學
系所名稱:資訊工程學研究所
學門:工程學門
學類:電資工程學類
論文種類:學術論文
論文出版年:2014
畢業學年度:102
語文別:英文
論文頁數:43
中文關鍵詞:推薦系統矩陣分解隨機梯度下降法平行計算共享記憶體演算法
外文關鍵詞:Recommender systemMatrix factorizationStochastic gradient descentParallel computingShared memory algorithm
相關次數:
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  • 點閱點閱:461
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  • 下載下載:0
  • 收藏至我的研究室書目清單書目收藏:0
在推薦系統上,矩陣分解是一個非常有效的技術。
對於矩陣分解問題,隨機梯度下降法是一個高效的演算法。
然而,這個演算法並不容易被平行。
這篇論文,在共享記憶體系統中,我們開發一個新的平行演算法叫做FPSG。
藉由解決負載不平衡問題及快取失效問題,我們開發的平行演算法比現有的平行演算法更加有效。

Matrix factorization is known to be an effective method for recommender systems that are given only the ratings from users to items.
Currently, stochastic gradient (SG) method is one of the most popular algorithms for matrix factorization.
However, as a sequential approach, SG is difficult to be parallelized for handling web-scale problems.
In this thesis, we develop a fast parallel SG method, FPSG, for shared memory systems.
By dramatically reducing the cache-miss rate and carefully addressing the load balance of threads, FPSG is more efficient than state-of-the-art parallel algorithms for matrix factorization.

TABLE OF CONTENTS
口試委員會審定書................................ i
中文摘要...................................... ii
ABSTRACT .................................... iii
LISTOFFIGURES................................ vi
LIST OF TABLES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii
CHAPTER
I.Introduction ............................... 1
II. Existing Parallelized Stochastic Gradient Descent Algorithms andCoordinateDescentMethods.................. 6
2.1 HogWild .............................. 6
2.2 DSGD................................ 8
2.3 CCD++ .............................. 9
III. Problems in Parallel SG Methods for Matrix Factorization . . 13
3.1 LockingProblem.......................... 13
3.2 MemoryDiscontinuity....................... 14
IV.OurApproaches ............................. 16
4.1 Lock-FreeScheduling ....................... 16
4.2 PartialRandomMethod...................... 18
4.3 OverviewofFPSG......................... 21
4.4 ImplementationIssues....................... 22
V.Experiments ............................... 25
5.1 Settings............................... 25
5.2 Comparison of Methods on Training Time versus RMSE . . . . 27
5.2.1 The effectiveness of addressing the locking problem . 27
5.2.2 The effectiveness of having better memory locality . . 28
5.2.3 Comparison with the state-of-the-art methods . . . . 28
5.2.4 Comparison with CCD++ for Non-negative Matrix
Factorization....................... 29
5.3 SpeedupofFPSG ......................... 31
VI.Discussion................................. 33
6.1 DataLocalityandtheUpdateOrder............... 33
6.2 NumberofBlocks ......................... 34
VII.ConclusionsandFutureWorks.................... 38
BIBLIOGRAPHY................................. 40
APPENDICES................................... 42

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