论文标题

Straggler稳健分布式矩阵逆近似

Straggler Robust Distributed Matrix Inverse Approximation

论文作者

Charalambides, Neophytos, Pilanci, Mert, Hero III, Alfred O.

论文摘要

数值分析和线性代数,优化,机器学习和工程算法中的繁琐操作;正在反转大型全级矩阵,这些矩阵出现在各种过程和应用中。这既有数值稳定性和复杂性问题,也具有高预期时间的计算时间。我们通过提出一种使用黑盒最小二乘优化求解器作为子例程的算法来解决后一个问题,以对真实非矩阵的反相反(和伪内)进行估计;通过估计其列。这也使以分布式方式执行的灵活性,因此可以更快地获得估计值,并且可以使\ textIt {stragglers}变得可靠。此外,我们假设一个集中式网络,没有在计算节点之间传递消息,并且不需要矩阵分解。例如Lu,SVD或QR分解。

A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical stability and complexity issues, as well as high expected time to compute. We address the latter issue, by proposing an algorithm which uses a black-box least squares optimization solver as a subroutine, to give an estimate of the inverse (and pseudoinverse) of real nonsingular matrices; by estimating its columns. This also gives it the flexibility to be performed in a distributed manner, thus the estimate can be obtained a lot faster, and can be made robust to \textit{stragglers}. Furthermore, we assume a centralized network with no message passing between the computing nodes, and do not require a matrix factorization; e.g. LU, SVD or QR decomposition beforehand.

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