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    A distributed kernel summation framework for machine learning and scientific applications

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    Date
    2012-05-11
    Author
    Lee, Dong Ryeol
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    Abstract
    The class of computational problems I consider in this thesis share the common trait of requiring consideration of pairs (or higher-order tuples) of data points. I focus on the problem of kernel summation operations ubiquitous in many data mining and scientific algorithms. In machine learning, kernel summations appear in popular kernel methods which can model nonlinear structures in data. Kernel methods include many non-parametric methods such as kernel density estimation, kernel regression, Gaussian process regression, kernel PCA, and kernel support vector machines (SVM). In computational physics, kernel summations occur inside the classical N-body problem for simulating positions of a set of celestial bodies or atoms. This thesis attempts to marry, for the first time, the best relevant techniques in parallel computing, where kernel summations are in low dimensions, with the best general-dimension algorithms from the machine learning literature. We provide a unified, efficient parallel kernel summation framework that can utilize: (1) various types of deterministic and probabilistic approximations that may be suitable for both low and high-dimensional problems with a large number of data points; (2) indexing the data using any multi-dimensional binary tree with both distributed memory (MPI) and shared memory (OpenMP/Intel TBB) parallelism; (3) a dynamic load balancing scheme to adjust work imbalances during the computation. I will first summarize my previous research in serial kernel summation algorithms. This work started from Greengard/Rokhlin's earlier work on fast multipole methods for the purpose of approximating potential sums of many particles. The contributions of this part of this thesis include the followings: (1) reinterpretation of Greengard/Rokhlin's work for the computer science community; (2) the extension of the algorithms to use a larger class of approximation strategies, i.e. probabilistic error bounds via Monte Carlo techniques; (3) the multibody series expansion: the generalization of the theory of fast multipole methods to handle interactions of more than two entities; (4) the first O(N) proof of the batch approximate kernel summation using a notion of intrinsic dimensionality. Then I move onto the problem of parallelization of the kernel summations and tackling the scaling of two other kernel methods, Gaussian process regression (kernel matrix inversion) and kernel PCA (kernel matrix eigendecomposition). The artifact of this thesis has contributed to an open-source machine learning package called MLPACK which has been first demonstrated at the NIPS 2008 and subsequently at the NIPS 2011 Big Learning Workshop. Completing a portion of this thesis involved utilization of high performance computing resource at XSEDE (eXtreme Science and Engineering Discovery Environment) and NERSC (National Energy Research Scientific Computing Center).
    URI
    http://hdl.handle.net/1853/44727
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    • College of Computing Theses and Dissertations [1156]
    • Georgia Tech Theses and Dissertations [23403]

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