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A Survey of Singular Value Decomposition Methods for Distributed Tall/Skinny Data
Author/Presenter
Event Type
Workshop
Tags
Algorithms
Extreme Scale Computing
Performance/Productivity Measurement and Evaluation
Scalable Computing
Scientific Computing
Registration Categories
W
TimeThursday, 12 November 20201:30pm - 1:55pm EST
LocationTrack 8
DescriptionThe Singular Value Decomposition (SVD) is one of the most important matrix
factorizations, enjoying a wide variety of applications across numerous
application domains. In statistics and data analysis, the common applications of
SVD such as Principal Components Analysis (PCA) and linear regression. Usually
these applications arise on data that has far more rows than columns, so-called
"tall/skinny" matrices. In the big data analytics context, this may take the
form of hundreds of millions to billions of rows with only a few hundred
columns. There is a need, therefore, for fast, accurate, and scalable
tall/skinny SVD implementations which can fully utilize modern computing
resources. To that end, we present a survey of three different algorithms for
computing the SVD for these kinds of tall/skinny data layouts using MPI for
communication. We contextualize these with common big data analytics
techniques, principally PCA. Finally, we present both CPU and GPU timing
results from the Summit supercomputer, and discuss possible alternative
approaches.
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