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Distributed k-Means Clustering

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Abstract
k-Means Clustering [10] is a fundamental algorithm in machine learning, and often the first approach a user will try when they want to discover the natural groupings in a collection of n-dimensional vectors. The algorithm iteratively picks cluster centers by assigning vectors to their closest cluster, then recalculates the centers based on the assigned vectors’ means. Here it is used as a toy algorithm to motivate the pilot study, design, implementation, and evaluation of a fault-tolerant distributed system with emphasis on efficient data transfer using remote direct memory access (RDMA), and a distributed synchronization barrier that accommodates transient workers. Experiments will evaluate the performance of these interests and quantify how well the system compares to Apache Spark before concluding with a discussion on transforming this pilot study into a high-performance, cross-platform, fault-tolerant distributed system for machine learning.

Introduction

The applications of k-Means clustering are numerous in business, engineering, and science where demands for prompt insights and support for increasingly large volumes of data motivate the need for a distributed system that exploits the inherent parallelism of the algorithm on today’s emerging hardware accelerators (e.g., FPGA [3], GPU [15], many integrated core, multi-core [9]).

There are however a number questions that arise when building such a system: what accelerators should be supported, how to partition data in an unbiased way, how to distribute those partitions, what each participant will calculate from their partition, how those individual results will be aggregated, and finally, how to synchronize tasks between participants to complete the job as a whole.

Two of these questions will be the focus of this work: how to efficiently transfer data to workers, and how to synchronize them in the presence of transient workers. For the former, remote direct memory access (RDMA) is used to distribute disk-based data from a coordinator to workers, and an extension to synchronization barriers is developed to allow workers to leave ongoing calculations, and return without interrupting other workers.

How well the system solves these issues will be measured by observed transfer rates and per iteration synchronization times. To understand the system’s scalability and place in the broader distributed machine learning landscape, its runtime performance will be evaluated against Apache Spark. Based on these results, future work will be discussed on how to move forward with the study to create a system that can meet the ever growing demands of users.

Background

1: \textbf{procedure } \textsc{k-Means}(C, X, d, N, K) \newline  2: \qquad \textbf{while } \text{not convered } \textbf{do } \newline  3: \qquad \qquad S_k \gets \{ x : k = \text{argmin}_{i} \lVert c_i - x \rVert_2, x \in X \} \newline  4: \qquad \qquad \Sigma_{k} \gets  \sum_{x \in S_k} x \newline  5: \qquad \qquad \kappa_{k} \gets \lVert S_k \rVert \newline  6: \qquad \qquad c_{k} = \Sigma_{k} / \kappa_{k} \newline  7: \qquad \textbf{end while} \newline  8: \qquad \textbf{return } C \newline  9: \textbf{end procedure}

k-Means clustering belongs to the family of expectation-maximization algorithms where starting from an initial guess C, K centroids are iteratively inferred from a dataset X containing N \mathbb{R}^d vectors. Each iteration the partial sum \Sigma_k, and quantity \kappa_k of vectors nearest the k^{th} centroid are aggregated. From these quantities the updated centroids c_k can be calculated for the next iteration until the difference in magnitude from the former is less than some tolerance \epsilon or a maximum number of iterations I is observed providing a \mathcal{O}(dIKN) linear time algorithm.

Parallelism is based on each participant p being assigned a partition of the data so that instead of computing \Sigma_k and \kappa_k on the entirety of X, it is on some disjoint subset X_p s.t. X = \cup_p X_p and \cap_p X_p = \emptyset. When each participant has computed their (\Sigma_k^p, \kappa_k^p), pairs the resulting set of values can be aggregated (\Sigma_k, \kappa_k) = \sum_{p} (\Sigma_k^p, \kappa_k^p) to yield the updated centroid values c_k for the next iteration.

To ensure that participants can formulate a unified view of the data, it is assumed that user supplied datasets are adequately shuffled. If the natural clusters of the data were organized in a biased way, participants would individually draw different conclusions about the centroids leading to divergence. Further, it will be assumed that a loss of an unbiased partition will not degrade the quality of results beyond an acceptable threshold under certain conditions (cf. [6] for a rich formalism based on coresets to support this assumption).

RDMA

One of the failings of conventional network programming is the need to copy memory between user and kernel space buffers to transmit data. This is an unnecessary tax that software solutions shouldn’t have to pay with runtime. The high performance computing community addressed this issue with remote direct memory access [12] whereby specialized network hardware directly reads from, and writes to pinned user space memory on the systems. These zero-copy transfers free the CPU to focus on core domain calculations and reduces the latency of exchanging information between systems over 56 Gbps InfiniBand or 40 Gbps RoCE.

Barriers

Synchronization barriers allow a number of participants to rendezvous at an execution point before proceeding as a group (cf. [12] for a survey of advanced shared-memory techniques). Multi-core kernels in the system use a counting (centralized) barrier: the first n-1 threads that approach the barrier will enter a critical section, decrement a counter, and sleep on a condition variable; the last thread to enter the critical section will reset the counter and signal the condition variable to wake the other threads before leaving the critical section. At this point all threads are synchronized and can proceed as a group.

Since the emphasis of this work is on fault tolerance, distributed all-to-all and one-to-all message passing versions of the counting barriers are considered (cf. [4] for more advanced distributed methods). In the former, every participant will notify and wait to hear from every other participant before proceeding. In the latter, every participant will notify and wait to hear from a coordinator before proceeding. The all-to-all design most closely resembles a counting barrier on each participant, whereas the all-to-one resembles a counting barrier on a single participant.

Design

System participants consist of a single coordinator and multiple workers. A coordinator has the same responsibilities as a worker, but is also responsible for initiating a task and coordinating recovery. Workers are responsible for processing a task and exchanging notifications. A task is a collection of algorithm parameters (maximum iteration, convergence tolerance, number of clusters K), initial guesses (K by d-dimensions), and unbiased partition of the dataset (N by d-dimensions) that a participant is responsible for computing. Notifications consist of identifying information (host name, port), the current iteration, and partial results (K counts and K by d-dimensional sums).

Dataset Transfer

fig-1

Figure 1: Example of transferring data between hosts using Accelio RDMA.

The first responsibility of the coordinator is to schedule portions of the disk based dataset to each worker. The coordinator will consult a list of participants and verify that the system can load the contents of the dataset into its collective memory. If so, the coordinator schedules work uniformly on each machine in the form of a task. A more sophisticated technique could be used, but a uniform loading will minimize how long each worker will wait on the others each iteration (assuming worker’s computing abilities are indistinguishable). The coordinator will sequentially distribute these tasks using RDMA, whereby the serialized contents of the task are read from disk into the coordinator’s user space memory are directly transfered over to an equally sized buffer in the worker’s user space memory before continuing on to the next worker.

Open source BSD licensed Accelio library [11] is used to coordinate the transfer of user space memory between machines as shown in Fig. (1). Following the nomenclature of the library, a client will allocate and register a block of user space memory; registration ensures that the operating system will not page out the memory while the network interface card is reading its contents. Next, the client will send a request asking the server to allocate an equally sized buffer. When the server receives this request, it will attempt to allocate and register the requested buffer. Once done, it will issue the rkey of the memory back to the client. An rkey is a unique identifier representing the location of the memory on the remote machine. Upon receipt of this information, the client will then ask the library to issue a RDMA write given the client’s and server’s rkeys. Since RDMA will bypass the server’s CPU all together, the server will not know when the operation completes; however, when the RDMA write completes, the client is notified and it can then notify the server that the operation is complete by terminating the connection and session.

During development it was discovered that the amount of memory that can be transfered this way is limited to just 64 MiB before the library errs out (xio_connection send queue overflow). To work around this limitation for larger partitions, the client will send chunks of memory in 64 MiB blocks. The same procedure detailed above is followed, however it is done for each block of memory with rkeys being exchanged for the appropriate offset on each client RDMA write complete notification until the entire contents of memory have been transfered. On each side the appropriate unregistering and deallocation of ancillary memory takes place and the worker deserializes the memory into a task before proceeding on to the first iteration of k-Means algorithm.

As an alternative to using direct RDMA writes, a design based on Accelio messaging was considered. In this design the client allocates memory for the serialized task and issues an allocation request to the server. The server services the request and the contents of memory are transfered in 8 KiB blocks before the exchange of messages is no longer necessary. While this approach requires fewer Accelio API calls to coordinate, it is significantly slower than the more involved direct RDMA based approach.

Iteration and aggregation

The k-Means algorithm is implemented as both a sequential and parallel multi-core kernel that can be selected at compile time. The sequential version is identical to what was discussed in the background, whereas the parallel kernel is a simplified version of the distributed system less data transfer and fault-tolerance enhancements. Data is partitioned onto threads equaling the total number of cores on the system. Each iteration threads are created to run the sequential kernel on each thread’s partition of the data. Once all the threads complete, they are joined back to the main thread where their partial results are aggregated by the main thread and used for the distributed synchronization.

Synchronization

In this distributed setting, the barrier must be able to accommodate the fluctuating presence of workers due to failures. Multiple designs were considered, but the all-to-all paradigm was chosen for its redundancy, local view of synchronization, and allows the coordinator to fail. The scheme may not scale well and future work would need to investigate alternative methods. Unlike the data transfer section, plain TCP sockets are used since the quantities of data being shared are significantly smaller.

A few assumptions need to be stated before explaining the protocol. First, the coordinator is allowed to be a single point of failure for recovery and failures for all participants are assumed to be network oriented up to network partitioning. Network partitions can operate independently, but cannot be reunified into a single partition. All other hardware resources are assumed to be reliable. Finally, the partition associated with a lost worker is not reassigned to another worker. It is simply dropped from the computations under the assumption that losing that partition will not significantly deteriorate the quality of the results up to some tolerance as mentioned in the introduction.

The first step to supporting transient workers is to support process restart. When a worker receives a task from the coordinator, it will serialize a snapshot to disk, service the task, and then remove the snapshot. When a worker process is started, it will deserialize an existing snapshot, and verify that the task is ongoing with the coordinator before joining, or discard the stale snapshot before awaiting the next task from the coordinator.

fig-2

Figure 2: Example in which a worker reintegrates with the group after being offline for several iterations. Red lines denote blocking. (Timeout queries not shown.)

The distributed barrier next maintains a list of active, inactive and recovered participants in the system. The first phase of synchronization is the notification phase in which each participant will issue identifying information, current iteration, and its partial results for the k-Means algorithm to all other active participants. Those participants that cannot be reached are moved from the active to inactive list.

The second phase is the waiting phase in which a listening thread accumulates notifications on two separate blocking unbounded queues in the background. The recovery queue is for notifications, and the results queue for sharing partial results. For each active participant the results queue will be dequeued, and for each inactive participant, the results queue will be peeked and dequeued if nonempty. Because the results queue is blocking, a timeout is used to allow a participant to verify that another participant hasn’t gone offline in the time it took the participant to notify the other and wait for its response. If the other participant has gone offline, then it is moved from the active to inactive list, otherwise the participant will continue to wait on the other.

Each partial result from the results queue will be placed into a solicited or unsolicited list based on if its origin is a participant that was previously notified. The coordinator will then locally examine the unsolicited list and place those zero iteration requests in the recovered list when it is in a nonzero iteration. Workers will examine the unsolicited list and discard any requests whose iteration does not match their own.

The recovery phase begins by an inactive worker coming back online and sending their results to the coordinator, and then waiting to receive the coordinators results and a current iteration notification. The next iteration, the coordinator will look at its recovered list and send the current iteration to the recovering worker, then wait until it receives a resynchronized notification. Upon receiving the current iteration notification, the recovering worker will then go and notify all the other workers in the cluster of its results, and wait for them to response before issuing a resynchronized notification to the coordinator. At which point the recovering worker is fully synchronized with the rest of the system. Once the coordinator receives this notification on its recovery queue, it will move the recovering worker off the inactive and recovery lists and on to the active list before notifying the other workers of its results.

Once the notification and waiting phase have completed, all participants are synchronized and may independently find the next set of centroids by aggregating their partial results from both solicited and unsolicited lists, and then begin the next iteration of the k-Means algorithm. This process will continue until convergence, or the maximum number of iterations has been reached.

Experiments

Experiments were conducted on four virtual machines running Red Hat 4.8 with 8 GiB of RAM and single tri-core Intel Xeon E312xx class 2.6 GHz processor. Host machines are equipped with Mellanox Connect X-3 Pro EN network interface cards supporting 40 Gbs RoCE. Reported times are wall time as measured by gettimeofday. All C++98 source code compiled using g++ without any optimization flags.

Spark runtime comparison ran on Amazon Web Services Elastic Map Reduce with four m1.large instances running dual core Xeon E5 2.0 GHz processor with 7.5 GiB of RAM supporting 10 Gbps Ethernet. Spark 1.5.2 comparison based on MLlib KMeans.train and reported time measured by System.currentTimeMillis. All Java 1.7 code compiled by javac and packaged by Maven.

Transfer Rates

fig-3

Figure 3: Transfer rates for variable block sizes up to 64 MiB and fixed 128 MiB payload.

fig-4

Figure 4: Transfer rates for fixed 64 MiB RDMA and 8 KiB message based block sizes and variable payloads up to 7 GiB.

Fig. (3) shows the influence of block size on transfer rate of a fixed payload for RDMA based transfers. As mentioned in the design section, Accelio only supports block sizes up to 64 MiB for RDMA transfers. When the block size is 8 KiB, it takes 117x longer to transfer the same payload than when a block size of 64 MiB is used. This performance is attributed to having to exchange fewer messages for the same volume of data. For the payload of 128 MiB considered, a peak transfer rate of 4.7 Gbps was obtained.

Fig. (4) looks at the relationship of a fixed 64 MiB block size for RDMA transfers up to 7 GiB before exhausting available system resources. A peak transfer rate of 7.7 Gbps is observed which is still significantly less than the 40 Gbps capacity of the network. This would suggest a few possibilities: the Mellanox X-3 hardware was configured incorrectly, there may be network switches limiting the transfer of data, or that there is still room for improvement in the Accelio library.

It is unclear why there should be a kink in performance at 2 GiB. Possible explanations considered the impacts of hardware virtualization, influence of memory distribution on the physical DRAM, and potential Accelio issues. Further experiments are needed to pinpoint the root cause.

To demonstrate the advanced performance of Accelio RDMA based transfers over Accelio messaging based transfers, Fig. (4) includes transfer performance based on 8 KiB messaging. For the values considered, the message based approach was 5.5x slower than the RDMA based approach. These results are a consequence of the number of messages being exchanged for the smaller block size and the overhead of using Accelio.

Recovery time

fig-5

Figure 5: Example of Worker A going offline at iteration 29 and coming back online at iteration 69.

Fig. (5) demonstrates a four node system in which one worker departs and returns to the system forty iterations later. Of note is the seamless departure and reintegration into the system without inducing increased synchronization times for the other participants. For the four node system, average synchronization time was 16 ms. For recovering workers, average reintegrate time was 225 ms with high variance.

Runtime performance

  Total Percentage
Sharing 721.9 6.7
Computing 8558.7 79.1
Synchronizing 1542.5 14.2
Unaccounted 6.2 0.1
Total 10820.4 100
Table 1: Time in milliseconds spent in each task for 100 iterations, d = 2, K = 4, N = 10,000,000.

Looking at the distribution of work, roughly 80% of the work is going towards actual computation that we care about and the remaining 20% what amounts to distributed system bookkeeping. Of that 20% the largest chunk is synchronization suggesting that a more efficient implementation is needed and that it may be worth abandoning sockets in favor of low latency, RDMA based transfers.

fig-6

Figure 6: Runtime for varying input based Accelio messaging and sequential kernel, and RDMA and parallel kernel. The latter typically being 2.5x faster

fig-7

Figure 7: Sequential, parallel, distributed versions of k-Means for varying input sizes with Spark runtime for reference.

Runtime of the system for varying inputs is shown in Fig. (6) based on its original Accelio messaging with sequential calculations, and final RDMA transfers with parallel calculations. The latter cuts runtime by 2.5x which isn’t terrible since each machine only has three cores.

The general runtime for different configurations for the final system is shown in Fig. (7). The sequential algorithm is well suited to process inputs less than ten thousand, parallel less than one million, and the distributed system for anything larger. In general, the system performed 40-50x faster than Spark on varying input sizes for a 9 core vs 8 core configuration. These are conservative estimates since the system does 100 fixed iterations, whereas and Spark’s MLlib \text{k-Means} \lvert \lvert implementation stops as soon as possible (typically 5-10 iterations).

fig-8

Figure 8: Speedup of the system relative to the sequential algorithm.

The overall speedup of the system relative to the sequential algorithm is shown in Fig. (8). For a 12 core system we observe at most a 7.3x runtime improvement (consistent with the performance and sequential vs. parallel breakdowns). In general, in the time it takes the distributed system to process 100 million entries, the sequential algorithm would only be able to process 13.7 million entries. Further optimization is desired.

Discussion

Related Work

The established trend in distributed machine learning systems is to use general purpose platforms such as Google’s MapReduce and Apache’s Spark and Mahout. Low latency, distributed shared memory systems such as FaRM and Grappa are gaining traction as ways to provide better performance thanks to declining memory prices and greater RDMA adoption. The next phase of this procession is exemplified by GPUNet [7], representing systems built around GPUDirect RDMA, and will likely become the leading choice for enterprise customers seeking performance given the rise of deep learning applications on the GPU.

The design of this system is influenced by these trends with the overall parallelization of the k-Means algorithm resembling the map-reduce paradigm and RDMA transfers used here reflecting the trend of using HPC scale technologies in the data center. Given that this system was written in a lower level-language and specialized for the task, it isn’t surprising that it delivered better performance (40-50x) than the leading general purpose system (Apache Spark) written in higher level language.

That said, given the prominence of general purpose distributed machine learning systems, specialized systems for k-Means clustering are uncommon and typically designed for unique environments (e.g., wireless sensor networks [13]). In the cases where k-means is investigated, the focus is on approximation techniques that are statistically bounded [6], and efficient communication patterns [2]; both of these considerations could further be incorporated into this work to realize better performance.

For the barrier, most of the literature focuses on static lists of participants in shared [12] and distributed [4] multi-processor systems with an emphasis on designing solutions for specific networks (e.g., n-dimensional meshes, wormhole-routed networks, etc). For barriers that accommodate transient participants, the focus is on formal verification with [8] and [1] focused on shared and distributed systems respectively. No performance benchmarks could be found for a direct comparison to this work, however, [5] presents a RDMA over InfiniBand based dissemination barrier that is significantly faster (\mu s vs ms) suggesting opportunities for future RDMA use.

Future Work

RDMA

Accelio provides a convenient API for orchestrating RDMA reads and writes at the expense of performance. Accelio serves a niche market and its maturity reflects that reality. There are opportunities to make Accelio more robust and capable for transferring large chunks of data. If this avenue of development is not fruitful, alternative libraries such as IBVerbs may be used in an attempt to obtain advertised transfer rates for RDMA enabled hardware.

As implemented, the distribution of tasks over RDMA is linear. This was done to take advantage of sequential read speeds from disk, but it may not scale well for larger clusters. Additional work could be done to look at pull based architectures where participants perform RDMA reads to obtain their tasks rather than the existing push based architecture built around RDMA writes. As well as exploring these paradigms for distributed file systems to accommodate larger datasets.

Calculations presented were multi-core oriented, but k-Means clustering can be done on the GPU as well. Technologies such as NVIDIA’s GPUDirect RDMA and AMD’s DirectGMA present an opportunity to accelerate calculations by minimizing expensive memory transfers between host and device in favor of between devices alone. Provided adequate hardware resources, this could deliver several orders magnitude faster runtime performance.

Kernel

As demonstrated in the experiments section, overall runtime is heavily dominated by the actual k-Means iteration suggesting refinements in the implementation will lead to appreciable performance gains. To this effect, additional work could be put into the sequential kernel to make better use of SIMD features of the underlying processor. Alternatively, the OpenBLAS library could be used to streamline the many linear algebra calculations since they already provides highly optimized SIMD features. Accelerators like GPUs, FPGAs, and MICs could be investigated to serve as alternative kernels for future iterations of the system.

Barrier

The barrier is by no means perfect and it leaves much to be desired. Beginning with allowing recovery of a failed coordinator, allowing reunion of network partitions, dynamic worker onboarding, and suspending calculations when too much of the system goes offline to ensure quality results. Once these enhancements are incorporated in to the system, work can be done to integrate the underlying protocols away from a socket based paradigm to that of RDMA. In addition, formal verification of the protocol would guide its use into production and on to larger clusters. The system works reasonably well on a small cluster, but further work is needed to harden it for modern enterprise clusters.

Overall System

As alluded to in the background, shuffling of data could be added to the system so that end users do not have to do so beforehand. Similarly, more sophisticated scheduling routines could be investigated to ensure an even distribution of work on a system of machines with varying capabilities.

While the k-Means algorithm served as a piloting example, work could be done to further specialize the system to accommodate a class of unsupervised clustering algorithms that fit the general map-reduce paradigm. The end goal is to provide a plug-n-play system with a robust assortment of optimized routines that do not require expensive engineers to setup, exploit, and maintain as is the case for most existing platforms.

Alternatively, the future of the system could follow the evolution of other systems favoring a generalized framework that enable engineers to quickly distribute arbitrary algorithms. To set this system apart from others, the emphasis would be on providing an accelerator agnostic environment where user specified programs run on whatever accelerators (FPGA, GPU, MIC, multi-core, etc.) are present without having to write code specifically for those accelerators. Thus saving time and resources for enterprise customers. Examples of this paradigm are given by such libraries as CUDAfy.NET and Aparapi for translating C# and Java code to run on arbitrary GPUs.

Conclusion

This work described a cross-platform, fault-tolerant distributed system that leverages the open source library Accelio to move large volumes of data via RDMA. Transfer rates up to 7.7 Gbps out of the desired 40 Gbps were observed and it is assumed if flaws in the library were improved, that faster rates could be achieved. A synchronization protocol was discussed that supports transient workers in the coordinated calculation of k-Means centroids. The protocol works well for small clusters, offering 225 ms reintegration times without significantly affecting other participants in the system. Further work is warranted to harden the protocol for production use. Given the hardware resources available the distributed system was 7.3x out of the desired 12x faster than the sequential alternative. Compared to equivalent data loads, the system demonstrated 40-50x better runtime performance than Spark MLlib’s implementation of the algorithm suggesting the system is a competitive alternative for k-Means clustering.

References

[1] Shivali Agarwal, Saurabh Joshi, and Rudrapatna K Shyamasundar. Distributed generalized dynamic barrier synchronization. In Distributed Computing and Networking, pages 143-154. Springer, 2011.

[2] Maria-Florina F Balcan, Steven Ehrlich, and Yingyu Liang. Distributed k-means and k-median clustering on general topologies. In Advances in Neural Information Processing Systems, pages 1995-2003, 2013.

[3] Mike Estlick, Miriam Leeser, James Theiler, and John J Szymanski. Algorithmic transformations in the implementation of k-means clustering on recongurable hardware. In Proceedings of the 2001 ACM/SIGDA ninth international symposium on Field programmable gate arrays, pages 103-110. ACM, 2001.

[4] Torsten Hoeer, Torsten Mehlan, Frank Mietke, and Wolfgang Rehm. A survey of barrier algorithms for coarse grained supercomputers. 2004.

[5] Torsten Hoeer, Torsten Mehlan, Frank Mietke, and Wolfgang Rehm. Fast barrier synchronization for inniband/spl trade. In Parallel and Distributed Processing Symposium, 2006. IPDPS 2006. 20th International, pages 7-pp. IEEE, 2006.

[6] Ruoming Jin, Anjan Goswami, and Gagan Agrawal. Fast and exact out-of-core and distributed k-means clustering. Knowledge and Information Systems, 10(1):17-40, 2006.

[7] Sangman Kim, Seonggu Huh, Yige Hu, Xinya Zhang, Amir Wated, Emmett Witchel, and Mark Silberstein. Gpunet: Networking abstractions for gpu programs. In Proceedings of the International Conference on Operating Systems Design and Implementation, pages 6-8, 2014.

[8] Duy-Khanh Le, Wei-Ngan Chin, and Yong-Meng Teo. Verication of static and dynamic barrier synchronization using bounded permissions. In Formal Methods and Software Engineering, pages 231-248. Springer, 2013.

[9] Xiaobo Li and Zhixi Fang. Parallel clustering algorithms. Parallel Computing, 11(3):275-290, 1989.

[10] Stuart P Lloyd. Least squares quantization in pcm. Information Theory, IEEE Transactions on, 28(2):129-137, 1982.

[11] Mellanox Technologies Ltd. Accelio – the open source i/o, message, and rpc acceleration library.

[12] John M Mellor-Crummey and Michael L Scott. Algorithms for scalable synchronization on shared-memory multiprocessors. ACM Transactions on Computer Systems (TOCS), 9(1):21-65, 1991.

[13] Gabriele Oliva, Roberto Setola, and Christoforos N Hadjicostis. Distributed k-means algorithm. arXiv, 2013.

[14] Renato Recio, Bernard Metzler, Paul Culley, Je Hilland, and Dave Garcia. A remote direct memory access protocol specication. Technical report, 2007.

[15] Mario Zechner and Michael Granitzer. Accelerating k-means on the graphics processor via cuda. In Intensive Applications and Services, 2009. INTENSIVE’09. First International Conference on, pages 7-15. IEEE, 2009.

k-Means Clustering using CUDAfy.NET

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Introduction

I’ve been wanting to learn how to utilize general purpose graphics processing units (GPGPUs) to speed up computation intensive machine learning algorithms, so I took some time to test the waters by implementing a parallelized version of the unsupervised k-means clustering algorithm using CUDAfy.NET– a C# wrapper for doing parallel computation on CUDA-enabled GPGPUs. I’ve also implemented sequential and parallel versions of the algorithm in C++ (Windows API), C# (.NET, CUDAfy.NET), and Python (scikit-learn, numpy) to illustrate the relative merits of each technology and paradigm on three separate benchmarks: varying point quantity, point dimension, and cluster quantity. I’ll cover the results, and along the way talk about performance and development considerations of the three technologies before wrapping up with how I’d like to utilize the GPGPU on more involved machine learning algorithms in the future.

Algorithms

Sequential

The traditional algorithm attributed to [Stu82] begins as follows:

  1. Pick K points at random as the starting centroid of each cluster.
  2. do (until convergence)
    1. For each point in data set:
      1. labels[point] = Assign(point, centroids)
    2. centroids = Aggregate(points, labels)
    3. convergence = DetermineConvergence()
  3. return centroids

Assign labels each point with the label of the nearest centroid, and Aggregate updates the positions of the centroids based on the new point assignments. In terms of complexity, let’s start with the Assign routine. For each of the N points we’ll compute the distance to each of the K centroids and pick the centroid with the shortest distance that we’ll assign to the point. This is an example of the Nearest Neighbor Search problem. Linear search gives \mathcal{O}( K N ) which is preferable to using something like k-d trees which requires repeated superlinear construction and querying. Assuming Euclidean distance and points from \mathbb{R}^d, this gives time complexity \mathcal{O}( d K N ). The Aggregate routine will take \mathcal{O}(d K N). Assuming convergence is guaranteed in I iterations then the resulting complexity is \mathcal{O}(d K N I) which lends to an effectively linear algorithm.

Parallel

[LiFa89] was among the first to study several different shared memory parallel algorithms for k-means clustering, and here I will be going with the following one:

  1. Pick K points at random as the starting centroid of each cluster.
  2. Partition N points into P equally sized sets
  3. Run to completion threadId from 1 to P as:
    1. do (until convergence)
      1. sum, count = zero(K * d), zero(K)
      2. For each point in partition[threadId]:
        1. label = Assign(point, centroids)
        2. For each dim in point:
          1. sum[d * label + dim] += point[dim]
        3. count[label] = count[label] + 1
      3. if(barrier.Synchronize())
        1. centroids = sum / count
        2. convergence = DetermineConvergence()
  4. return centroids

The parallel algorithm can be viewed as P smaller instances of the sequential algorithm processing N/P chunks of points in parallel. There are two main departures from the sequential approach 1) future centroid positions are accumulated and counted after each labeling and 2) each iteration of P while loops are synchronized before continuing on to the next iteration using a barrier – a way of ensuring all threads wait for the last thread to arrive, then continue to wait as the last one enters the barrier, and exits allowing the other threads to exit.

In terms of time complexity, Assign remains unchanged at \mathcal{O}(d K), and incrementing the sums and counts for the point’s label takes time \mathcal{O}(d + 1). Thus for N/P points, a single iteration of the loop gives \mathcal{O}( N/P (d K + d + 1) ) time. Given P threads, the maximum time would be given by the thread that enters the barrier, and assuming at most I iterations, then the overall complexity is \mathcal{O}(d I ( N (K + 1) + K P + 1 ) / P). Which suggests we should see at most a \mathcal{O}(K P / (K + 1)) speedup over the sequential implementation for large values of N.

GPGPU

The earliest work I found on doing k-means clustering on NVIDIA hardware in the academic literature was [MaMi09]. The following is based on that work, and the work I did above on the parallel algorithm:

  1. Pick K points at random as the starting centroid of each cluster.
  2. Partition N into B blocks such that each block contains no more than T points
  3. do (until convergence)
    1. Initialize sums, counts to zero
    2. Process blockId 1 to B, SM at a time in parallel on the GPGPU:
      1. If threadId == 0
        1. Initialize blockSum, blockCounts to zero
      2. Synchronize Threads
      3. label = Assign(points[blockId * T + threadId], centroids)
      4. For each dim in points[blockId * T + threadId]:
        1. atomic blockSum[label * pointDim + dim] += points[blockId * T + threadId]
      5. atomic blockCount[label] += 1
      6. Synchronize Threads
      7. If threadId == 0
        1. atomic sums += blockSum
        2. atomic counts += blockCounts
    3. centroids = sums / counts
    4. convergence = DetermineConvergence()

The initialization phase is similar to the parallel algorithm, although now we need to take into account the way that the GPGPU will process data. There are a handful of Streaming Multiprocessors on the GPGPU that process a single “block” at a time. Here we assign no more than T points to a block such that each point runs as a single thread to be executed on each of the CUDA cores of the Streaming Multiprocessor.

When a single block is executing we’ll initialize the running sum and count as we did in the parallel case, then request that the threads running synchronize, then proceed to calculate the label of the point assigned to the thread atomically update the running sum and count. The threads must then synchronize again, and this time only the very first thread atomically copy those block level sum and counts over to the global sum and counts shared by all of the blocks.

Let’s figure out the time complexity. A single thread in a block being executed by a Streaming Multiprocessor takes time \mathcal{O}( 2K + (3K + 1)d  + 1 ) assuming that all T threads of the block execute in parallel, that there are B blocks, and S Streaming Multiprocessors, then the complexity becomes: \mathcal{O}(B / S (2K + (3K + 1)d  + 1) ). Since B = N / T, and at most I iterations can go by in parallel, we are left with \mathcal{O}( I N (2K + (3K + 1)d  + 1) / T S ). So the expected speedup over the sequential algorithm should be \mathcal{O}( d K T S / (2K + (3K + 1)d  + 1) ).

Expected performance

For large values of N, if we allow K to be significantly larger than d, we should expect the parallel version to 8x faster than the sequential version and the GPGPU version to be 255x faster than the sequential version given that P = 8, S = 2, T = 512 for the given set of hardware that will be used to conduct tests. For d to be significantly larger than K, then parallel is the same, and GPGPU version should be 340x faster than the sequential version. Now, it’s very important to point out that these are upper bounds. It is most likely that observed speedups will be significantly less due to technical issues like memory allocation, synchronization, and caching issues that are not incorporated (and difficult to incorporate) into the calculations.

Implementations

I’m going to skip the sequential implementation since it’s not interesting. Instead, I’m going to cover the C++ parallel and C# GPGPU implementations in detail, then briefly mention how scikit-learn was configured for testing.

C++

The parallel Windows API implementation is straightforward. The following will begin with the basic building blocks, then get into the high level orchestration code. Let’s begin with the barrier implementation. Since I’m running on Windows 7, I’m unable to use the convenient InitializeSynchronizationBarrier, EnterSynchronizationBarrier, and DeleteSynchronizationBarrier API calls beginning with Windows 8. Instead I opted to implement a barrier using a condition variable and critical section as follows:

// ----------------------------------------------------------------------------
// Synchronization utility functions
// ----------------------------------------------------------------------------

struct Barrier {
	CONDITION_VARIABLE conditionVariable;
	CRITICAL_SECTION criticalSection;
	int atBarrier;
	int expectedAtBarrier;
};

void deleteBarrier(Barrier* barrier) {
	DeleteCriticalSection(&(barrier->criticalSection));
	// No API for delete condition variable
}

void initializeBarrier(Barrier* barrier, int numThreads) {
	barrier->atBarrier = 0;
	barrier->expectedAtBarrier = numThreads;

	InitializeConditionVariable(&(barrier->conditionVariable));
	InitializeCriticalSection(&(barrier->criticalSection));
}

bool synchronizeBarrier(Barrier* barrier, void (*func)(void*), void* data) {
	bool lastToEnter = false;

	EnterCriticalSection(&(barrier->criticalSection));

	++(barrier->atBarrier);

	if (barrier->atBarrier == barrier->expectedAtBarrier) {
		barrier->atBarrier = 0;
		lastToEnter = true;

		func(data);

		WakeAllConditionVariable(&(barrier->conditionVariable));
	}
	else {
		SleepConditionVariableCS(&(barrier->conditionVariable), &(barrier->criticalSection), INFINITE);
	}

	LeaveCriticalSection(&(barrier->criticalSection));

	return lastToEnter;
}

A Barrier struct contains the necessary details of how many threads have arrived at the barrier, how many are expected, and structs for the condition variable and critical section.

When a thread arrives at the barrier (synchronizeBarrier) it requests the critical section before attempting to increment the atBarrier variable. It checks to see if it is the last to arrive, and if so, resets the number of threads at the barrier to zero and invokes the callback to perform post barrier actions exclusively before notifying the other threads through the condition variable that they can resume. If the thread is not the last to arrive, then it goes to sleep until the condition variable is invoked. The reason why LeaveCriticalSection is included outside the the if statement is because SleepConditionVariableCS will release the critical section before putting the thread to sleep, then reacquire the critical section when it awakes. I don’t like that behavior since its an unnecessary acquisition of the critical section and slows down the implementation.

There is a single allocation routine which performs a couple different rounds of error checking when calling calloc; first to check if the routine returned null, and second to see if it set a Windows error code that I could inspect from GetLastError. If either event is true, the application will terminate.

// ----------------------------------------------------------------------------
// Allocation utility functions
// ----------------------------------------------------------------------------

void* checkedCalloc(size_t count, size_t size) {
	SetLastError(NO_ERROR);

	void* result = calloc(count, size);
	DWORD lastError = GetLastError();

	if (result == NULL) {
		fprintf(stdout, "Failed to allocate %d bytes. GetLastError() = %d.", size, lastError);
		ExitProcess(EXIT_FAILURE);
	}

	if (result != NULL && lastError != NO_ERROR) {
		fprintf(stdout, "Allocated %d bytes. GetLastError() = %d.", size, lastError);
		ExitProcess(EXIT_FAILURE);
	}

	return result;
}

Now on to the core of the implementation. A series of structs are specified for those data that are shared (e.g., points, centroids, etc) among the threads, and those that are local to each thread (e.g., point boundaries, partial results).

// ----------------------------------------------------------------------------
// Parallel Implementation
// ----------------------------------------------------------------------------

struct LocalAssignData;

struct SharedAssignData {
	Barrier barrier;
	bool continueLoop;

	int numPoints;
	int pointDim;
	int K;

	double* points;
	double* centroids;
	int* labels;

	int maxIter;
	double change;
	double pChange;

	DWORD numProcessors;
	DWORD numThreads;

	LocalAssignData* local;
};

struct LocalAssignData {
	SharedAssignData* shared;
	int begin;
	int end;

	int* labelCount;
	double* partialCentroids;
};

The assign method does exactly what was specified in the parallel algorithm section. It will iterate over the portion of points it is responsible for, compute their labels and its partial centroids (sum of points with label k, division done at aggregate step.).

void assign(int* label, int begin, int end, int* labelCount, int K, double* points, int pointDim, double* centroids, double* partialCentroids) {
	int* local = (int*)checkedCalloc(end - begin, sizeof(int));

	int* localCount = (int*)checkedCalloc(K, sizeof(int));
	double* localPartial = (double*)checkedCalloc(pointDim * K, sizeof(double));

	// Process a chunk of the array.
	for (int point = begin; point < end; ++point) {
		double optDist = INFINITY;
		int optCentroid = -1;

		for (int centroid = 0; centroid < K; ++centroid) {
			double dist = 0.0;
			for (int dim = 0; dim < pointDim; ++dim) {
				double d = points[point * pointDim + dim] - centroids[centroid * pointDim + dim];
				dist += d * d;
			}

			if (dist < optDist) {
				optDist = dist;
				optCentroid = centroid;
			}
		}

		local[point - begin] = optCentroid;
		++localCount[optCentroid];

		for (int dim = 0; dim < pointDim; ++dim)
			localPartial[optCentroid * pointDim + dim] += points[point * pointDim + dim];
	}

	memcpy(&label[begin], local, sizeof(int) * (end - begin));
	free(local);

	memcpy(labelCount, localCount, sizeof(int) * K);
	free(localCount);

	memcpy(partialCentroids, localPartial, sizeof(double) * pointDim * K);
	free(localPartial);
}

One thing that I experimented with that gave me better performance was allocating and using memory within the function instead of allocating the memory outside and using within the assign routine. This in particular was motivated after I read about false sharing where two separate threads writing to the same cache line cause coherence updates to cascade in the CPU causing overall performance to degrade. For labelCount and partialCentroids they’re reallocated since I was concerned about data locality and wanted the three arrays to be relatively in the same neighborhood of memory. Speaking of which, memory coalescing is used for the points array so that point dimensions are adjacent in memory to take advantage of caching. Overall, a series of cache friendly optimizations.

The aggregate routine follows similar set of enhancements. The core of the method is to compute the new centroid locations based on the partial sums and centroid assignment counts given by args->shared->local[t].partialCentroids and args->shared->local[t].labelCount[t]. Using these partial results all the routine to complete in \mathcal{O}(P K d) time which assuming all of these parameters are significantly less than N, gives a constant time routine. Once the centroids have been updated, the change in their location is computed and used to determine convergence along with how many iterations have gone by. Here if more than 1,000 iterations have occurred or the relative change in position is less than some tolerance (0.1%) then the threads will terminate.

void aggregate(void * data) {
	LocalAssignData* args = (LocalAssignData*)data;

	int* assignmentCounts = (int*)checkedCalloc(args->shared->K, sizeof(int));
	double* newCentroids = (double*)checkedCalloc(args->shared->K * args->shared->pointDim, sizeof(double));

	// Compute the assignment counts from the work the threads did.
	for (int t = 0; t < args->shared->numThreads; ++t)
		for (int k = 0; k < args->shared->K; ++k)
			assignmentCounts[k] += args->shared->local[t].labelCount[k];

	// Compute the location of the new centroids based on the work that the
	// threads did.
	for (int t = 0; t < args->shared->numThreads; ++t)
		for (int k = 0; k < args->shared->K; ++k)
			for (int dim = 0; dim < args->shared->pointDim; ++dim)
				newCentroids[k * args->shared->pointDim + dim] += args->shared->local[t].partialCentroids[k * args->shared->pointDim + dim];

	for (int k = 0; k < args->shared->K; ++k)
		for (int dim = 0; dim < args->shared->pointDim; ++dim)
			newCentroids[k * args->shared->pointDim + dim] /= assignmentCounts[k];

	// See by how much did the position of the centroids changed.
	args->shared->change = 0.0;
	for (int k = 0; k < args->shared->K; ++k)
		for (int dim = 0; dim < args->shared->pointDim; ++dim) {
			double d = args->shared->centroids[k * args->shared->pointDim + dim] - newCentroids[k * args->shared->pointDim + dim];
			args->shared->change += d * d;
		}

	// Store the new centroid locations into the centroid output.
	memcpy(args->shared->centroids, newCentroids, sizeof(double) * args->shared->pointDim * args->shared->K);

	// Decide if the loop should continue or terminate. (max iterations 
	// exceeded, or relative change not exceeded.)
	args->shared->continueLoop = args->shared->change > 0.001 * args->shared->pChange && --(args->shared->maxIter) > 0;

	args->shared->pChange = args->shared->change;

	free(assignmentCounts);
	free(newCentroids);
}

Each individual thread follows the same specification as given in the parallel algorithm section, and follows the calling convention required by the Windows API.

DWORD WINAPI assignThread(LPVOID data) {
	LocalAssignData* args = (LocalAssignData*)data;

	while (args->shared->continueLoop) {
		memset(args->labelCount, 0, sizeof(int) * args->shared->K);

		// Assign points cluster labels
		assign(args->shared->labels, args->begin, args->end, args->labelCount, args->shared->K, args->shared->points, args->shared->pointDim, args->shared->centroids, args->partialCentroids);

		// Tell the last thread to enter here to aggreagate the data within a 
		// critical section
		synchronizeBarrier(&(args->shared->barrier), aggregate, args);
	};

	return 0;
}

The parallel algorithm controller itself is fairly simple and is responsible for basic preparation, bookkeeping, and cleanup. The number of processors is used to determine the number of threads to launch. The calling thread will run one instance will the remaining P - 1 instances will run on separate threads. The data is partitioned, then the threads are spawned using the CreateThread routine. I wish there was a Windows API that would allow me to simultaneously create P threads with a specified array of arguments because CreateThread will automatically start the thread as soon as it’s created. If lots of threads are being created, then the first will wait a long time before the last one gets around to reaching the barrier. Subsequent iterations of the synchronized loops will have better performance, but it would be nice to avoid that initial delay. After kicking off the threads, the main thread will run its own block of data, and once all threads terminate, the routine will close open handles and free allocated memory.

void kMeansFitParallel(double* points, int numPoints, int pointDim, int K, double* centroids) {
	// Lookup and calculate all the threading related values.
	SYSTEM_INFO systemInfo;
	GetSystemInfo(&systemInfo);

	DWORD numProcessors = systemInfo.dwNumberOfProcessors;
	DWORD numThreads = numProcessors - 1;
	DWORD pointsPerProcessor = numPoints / numProcessors;

	// Prepare the shared arguments that will get passed to each thread.
	SharedAssignData shared;
	shared.numPoints = numPoints;
	shared.pointDim = pointDim;
	shared.K = K;
	shared.points = points;
	
	shared.continueLoop = true;
	shared.maxIter = 1000;
	shared.pChange = 0.0;
	shared.change = 0.0;
	shared.numThreads = numThreads;
	shared.numProcessors = numProcessors;

	initializeBarrier(&(shared.barrier), numProcessors);

	shared.centroids = centroids;
	for (int i = 0; i < K; ++i) {
		int point = rand() % numPoints;
		for (int dim = 0; dim < pointDim; ++dim)
			shared.centroids[i * pointDim + dim] = points[point * pointDim + dim];
	}

	shared.labels = (int*)checkedCalloc(numPoints, sizeof(int));

	// Create thread workload descriptors
	LocalAssignData* local = (LocalAssignData*)checkedCalloc(numProcessors, sizeof(LocalAssignData));
	for (int i = 0; i < numProcessors; ++i) {
		local[i].shared = &shared;
		local[i].begin = i * pointsPerProcessor;
		local[i].end = min((i + 1) * pointsPerProcessor, numPoints);
		local[i].labelCount = (int*)checkedCalloc(K, sizeof(int));
		local[i].partialCentroids = (double*)checkedCalloc(K * pointDim, sizeof(double));
	}

	shared.local = local;

	// Kick off the threads
	HANDLE* threads = (HANDLE*)checkedCalloc(numThreads, sizeof(HANDLE));
	for (int i = 0; i < numThreads; ++i)
		threads[i] = CreateThread(0, 0, assignThread, &local[i + 1], 0, NULL);

	// Do work on this thread so that it's just not sitting here idle while the 
	// other threads are doing work.
	assignThread(&local[0]);

	// Clean up
	WaitForMultipleObjects(numThreads, threads, true, INFINITE);
	for (int i = 0; i < numThreads; ++i)
		CloseHandle(threads[i]);

	free(threads);

	for (int i = 0; i < numProcessors; ++i) {
		free(local[i].labelCount);
		free(local[i].partialCentroids);
	}

	free(local);

	free(shared.labels);

	deleteBarrier(&(shared.barrier));
}

C#

The CUDAfy.NET GPGPU C# implementation required a lot of experimentation to find an efficient solution.

In the GPGPU paradigm there is a host and a device in which sequential operations take place on the host (ie. managed C# code) and parallel operations on the device (ie. CUDA code). To delineate between the two, the [Cudafy] method attribute is used on the static public method assign. The set of host operations are all within the Fit routine.

Under the CUDA model, threads are bundled together into blocks, and blocks together into a grid. Here the data is partitioned so that each block consists of half the maximum number of threads possible per block and the total number of blocks is the number of points divided by that quantity. This was done through experimentation, and motivated by Thomas Bradley’s Advanced CUDA Optimization workshop notes [pdf] that suggest at that regime the memory lines become saturated and cannot yield better throughput. Each block runs on a Streaming Multiprocessor (a collection of CUDA cores) having shared memory that the threads within the block can use. These blocks are then executed in pipeline fashion on the available Streaming Multiprocessors to give the desired performance from the GPGPU.

What is nice about the shared memory is that it is much faster than the global memory of the GPGPU. (cf. Using Shared Memory in CUDA C/C++) To make use of this fact the threads will rely on two arrays in shared memory: sum of the points and the count of those belonging to each centroid. Once the arrays have been zeroed out by the threads, all of the threads will proceed to find the nearest centroid of the single point they are assigned to and then update those shared arrays using the appropriate atomic operations. Once all of the threads complete that assignment, the very first thread will then add the arrays in shared memory to those in the global memory using the appropriate atomic operations.

using Cudafy;
using Cudafy.Host;
using Cudafy.Translator;
using Cudafy.Atomics;
using System;

namespace CUDAfyTesting {
    public class CUDAfyKMeans {
        [Cudafy]
        public static void assign(GThread thread, int[] constValues, double[] centroids, double[] points, float[] outputSums, int[] outputCounts) {
            // Unpack the const value array
            int pointDim = constValues[0];
            int K = constValues[1];
            int numPoints = constValues[2];

            // Ensure that the point is within the boundaries of the points 
            // array.
            int tId = thread.threadIdx.x;
            int point = thread.blockIdx.x * thread.blockDim.x + tId;
            if (point >= numPoints)
                return;

            // Use two shared arrays since they are much faster than global 
            // memory. The shared arrays will be scoped to the block that this 
            // thread belongs to.

            // Accumulate the each point's dimension assigned to the k'th 
            // centroid. When K = 128 => pointDim = 2; when pointDim = 128 
            // => K = 2; Thus max(len(sharedSums)) = 256.
            float[] sharedSums = thread.AllocateShared<float>("sums", 256);
            if (tId < K * pointDim)
                sharedSums[tId] = 0.0f;

            // Keep track of how many times the k'th centroid has been assigned 
            // to a point. max(K) = 128
            int[] sharedCounts = thread.AllocateShared<int>("counts", 128);
            if (tId < K)
                sharedCounts[tId] = 0;

            // Make sure all threads share the same shared state before doing 
            // any calculations.
            thread.SyncThreads();

            // Find the optCentroid for point.
            double optDist = double.PositiveInfinity;
            int optCentroid = -1;

            for (int centroid = 0; centroid < K; ++centroid) {
                double dist = 0.0;
                for (int dim = 0; dim < pointDim; ++dim) {
                    double d = centroids[centroid * pointDim + dim] - points[point * pointDim + dim];
                    dist += d * d;
                }

                if (dist < optDist) {
                    optDist = dist;
                    optCentroid = centroid;
                }
            }

            // Add the point to the optCentroid sum
            for (int dim = 0; dim < pointDim; ++dim)
                // CUDA doesn't support double precision atomicAdd so cast down 
                // to float...
                thread.atomicAdd(ref(sharedSums[optCentroid * pointDim + dim]), (float)points[point * pointDim + dim]);

            // Increment the optCentroid count
            thread.atomicAdd(ref(sharedCounts[optCentroid]), +1);


            // Wait for all of the threads to complete populating the shared 
            // memory before storing the results back to global memory where 
            // the host can access the results.
            thread.SyncThreads();

            // Have to do a lock on both of these since some other Streaming 
            // Multiprocessor could be running and attempting to update the 
            // values at the same time.

            // Copy the shared sums to the output sums
            if (tId == 0)
                for (int i = 0; i < K * pointDim; ++i)
                    thread.atomicAdd(ref(outputSums[i]), sharedSums[i]);

            // Copy the shared counts to the output counts
            if (tId == 0)
                for (int i = 0; i < K; i++)
                    thread.atomicAdd(ref(outputCounts[i]), sharedCounts[i]);
        }

Before going on to the Fit method, let’s look at what CUDAfy.NET is doing under the hood to convert the C# code to run on the CUDA-enabled GPGPU. Within the CUDAfy.Translator namespace there are a handful of classes for decompiling the application into an abstract syntax tree using ICharpCode.Decompiler and Mono.Cecil, then converting the AST over to CUDA C via visitor pattern, next compiling the resulting CUDA C using NVIDIA’s NVCC compiler, and finally the compilation result is relayed back to the caller if there’s a problem; otherwise, a CudafyModule instance is returned, and the compiled CUDA C code it represents loaded up on the GPGPU. (The classes and method calls of interest are: CudafyTranslator.DoCudafy, CudaLanguage.RunTransformsAndGenerateCode, CUDAAstBuilder.GenerateCode, CUDAOutputVisitor and CudafyModule.Compile.)

        private CudafyModule cudafyModule;
        private GPGPU gpgpu;
        private GPGPUProperties properties;

        public int PointDim { get; private set; }
        public double[] Centroids { get; private set; }

        public CUDAfyKMeans() {
            cudafyModule = CudafyTranslator.Cudafy();

            gpgpu = CudafyHost.GetDevice(CudafyModes.Target, CudafyModes.DeviceId);
            properties = gpgpu.GetDeviceProperties(true);

            gpgpu.LoadModule(cudafyModule);
        }

The Fit method follows the same paradigm that I presented earlier with the C++ code. The main difference here is the copying of managed .NET resources (arrays) over to the device. I found these operations to be relatively time intensive and I did find some suggestions from the CUDAfy.NET website on how to use pinned memory- essentially copy the managed memory to unmanaged memory, then do an asynchronous transfer from the host to the device. I tried this with the points arrays since its the largest resource, but did not see noticeable gains so I left it as is.

At the beginning of each iteration of the main loop, the device counts and sums are cleared out through the Set method, then the CUDA code is invoked using the Launch routine with the specified block and grid dimensions and device pointers. One thing that the API does is return an array when you allocate or copy memory over to the device. Personally, an IntPtr seems more appropriate. Execution of the routine is very quick, where on some of my tests it took 1 to 4 ms to process 100,000 two dimensional points. Once the routine returns, memory from the device (sum and counts) is copied back over to the host which then does a quick operation to derive the new centroid locations and copy that memory over to the device for the next iteration.

        public void Fit(double[] points, int pointDim, int K) {
            if (K <= 0)
                throw new ArgumentOutOfRangeException("K", "Must be greater than zero.");

            if (pointDim <= 0)
                throw new ArgumentOutOfRangeException("pointDim", "Must be greater than zero.");

            if (points.Length < pointDim)
                throw new ArgumentOutOfRangeException("points", "Must have atleast pointDim entries.");

            if (points.Length % pointDim != 0)
                throw new ArgumentException("points.Length must be n * pointDim > 0.");

            int numPoints = points.Length / pointDim;

            // Figure out the partitioning of the data.
            int threadsPerBlock = properties.MaxThreadsPerBlock / 2;
            int numBlocks = (numPoints / threadsPerBlock) + (numPoints % threadsPerBlock > 0 ? 1 : 0);

            dim3 blockSize = new dim3(threadsPerBlock, 1, 1);

            dim3 gridSize = new dim3(
                Math.Min(properties.MaxGridSize.x, numBlocks),
                Math.Min(properties.MaxGridSize.y, (numBlocks / properties.MaxGridSize.x) + (numBlocks % properties.MaxGridSize.x > 0 ? 1 : 0)),
                1
                );

            int[] constValues = new int[] { pointDim, K, numPoints };
            float[] assignmentSums = new float[pointDim * K];
            int[] assignmentCount = new int[K];

            // Initial centroid locations picked at random
            Random prng = new Random();
            double[] centroids = new double[K * pointDim];
            for (int centroid = 0; centroid < K; centroid++) {
                int point = prng.Next(points.Length / pointDim);
                for (int dim = 0; dim < pointDim; dim++)
                    centroids[centroid * pointDim + dim] = points[point * pointDim + dim];
            }

            // These arrays are only read from on the GPU- they are never written 
            // on the GPU.
            int[] deviceConstValues = gpgpu.CopyToDevice<int>(constValues);
            double[] deviceCentroids = gpgpu.CopyToDevice<double>(centroids);
            double[] devicePoints = gpgpu.CopyToDevice<double>(points);

            // These arrays are written written to on the GPU.
            float[] deviceSums = gpgpu.CopyToDevice<float>(assignmentSums);
            int[] deviceCount = gpgpu.CopyToDevice<int>(assignmentCount);


            // Set up main loop so that no more than maxIter iterations take 
            // place, and that a realative change less than 1% in centroid 
            // positions will terminate the loop.
            int maxIter = 1000;
            double change = 0.0, pChange = 0.0;

            do {
                pChange = change;

                // Clear out the assignments, and assignment counts on the GPU.
                gpgpu.Set(deviceSums);
                gpgpu.Set(deviceCount);

                // Lauch the GPU portion
                gpgpu.Launch(gridSize, blockSize, "assign", deviceConstValues, deviceCentroids, devicePoints, deviceSums, deviceCount);

                // Copy the results memory from the GPU over to the CPU.
                gpgpu.CopyFromDevice<float>(deviceSums, assignmentSums);
                gpgpu.CopyFromDevice<int>(deviceCount, assignmentCount);

                // Compute the new centroid locations.
                double[] newCentroids = new double[centroids.Length];
                for (int centroid = 0; centroid < K; ++centroid)
                    for (int dim = 0; dim < pointDim; ++dim)
                        newCentroids[centroid * pointDim + dim] = assignmentSums[centroid * pointDim + dim] / assignmentCount[centroid];

                // Calculate how much the centroids have changed to decide 
                // whether or not to terminate the loop.
                change = 0.0;
                for (int centroid = 0; centroid < K; ++centroid)
                    for (int dim = 0; dim < pointDim; ++dim) {
                        double d = newCentroids[centroid * pointDim + dim] - centroids[centroid * pointDim + dim];
                        change += d * d;
                    }

                // Update centroid locations on CPU & GPU
                Array.Copy(newCentroids, centroids, newCentroids.Length);
                deviceCentroids = gpgpu.CopyToDevice<double>(centroids);

            } while (change > 0.01 * pChange && --maxIter > 0);

            gpgpu.FreeAll();

            this.Centroids = centroids;
            this.PointDim = pointDim;
        }
    }
}

Python

I include the Python implementation for the sake of demonstrating how scikit-learn was invoked throughout the following experiments section.

model = KMeans(
           n_clusters = numClusters, 
           init='random', 
           n_init = 1, 
           max_iter = 1000, 
           tol = 1e-3, 
           precompute_distances = False, 
           verbose = 0, 
           copy_x = False, 
           n_jobs = numThreads
           );

model.fit(X);    // X = (numPoints, pointDim) numpy array.

Experimental Setup

All experiments where conducted on a laptop with an Intel Core i7-2630QM Processor and NVIDIA GeForce GT 525M GPGPU running Windows 7 Home Premium. C++ and C# implementations were developed and compiled by Microsoft Visual Studio Express 2013 for Desktop targeting C# .NET Framework 4.5 (Release, Mixed Platforms) and C++ (Release, Win32). Python implementation was developed and compiled using Eclipse Luna 4.4.1 targeting Python 2.7, scikit-learn 0.16.0, and numpy 1.9.1. All compilers use default arguments and no extra optimization flags.

For each test, each reported test point is the median of thirty sample run times of a given algorithm and set of arguments. Run time is computed as the (wall) time taken to execute model.fit(points, pointDim, numClusters) where time is measured by: QueryPerformanceCounter in C++, System.Diagnostics.Stopwatch in C#, and time.clock in Python. Every test is based on a dataset having two natural clusters at .25 or -.25 in each dimension.

Results

Varying point quantity

point-quantity
Figure X: Left-to-right: C++, C#, Python run time to cluster 10 to 107 two dimensional points in to two clusters.

Both the C++ and C# sequential and parallel implementations outperform the Python scikit-learn implementations. However, the C++ sequential and parallel implementations outperforms their C# counterparts. Though the C++ sequential and parallel implementations are tied, as it seems the overhead associated with multithreading overrides any multithreaded performance gains one would expect. The C# CUDAfy.NET implementation surprisingly does not outperform the C# parallel implementation, but does outperform the C# sequential one as the number of points to cluster increases.

So what’s the deal with Python scikit-learn? Why is the parallel version so slow? Well, it turns out I misunderstood the nJobs parameter. I interpreted this to mean that process of clustering a single set of points would be done in parallel; however, it actually means that the number of simultaneous runs of the whole process will occur in parallel. I was tipped off to this when I noticed multiple python.exe fork processes being spun off which surprised me that someone would implement a parallel routine that way leading to a more thorough reading the scikit-learn documentation. There is parallelism going on with scikit-learn, just not the desired type. Taking that into account the linear one performs reasonably well for being a dynamically typed interpreted language.

Varying point dimension

point-dimension
Figure X: Left-to-right: C++, C#, Python run time to cluster 105, 2 to 27 dimensional points in to two clusters.

The C++ and C# parallel implementations exhibit consistent improved run time over their sequential counterparts. In all cases the performance is better than scikit-learn’s. Surprisingly, the C# CUDAfy.NET implementation does worse than both the C# sequential and parallel implementations. Why do we not better CUDAfy.NET performance? The performance we see is identical to the vary point quantity test. So on one hand it’s nice that increasing the point dimensions did not dramatically increase the run time, but ideally, the CUDAfy.NET performance should be better than the sequential and parallel C# variants for this test. My leading theory is that higher point dimensions result in more data that must be transferred between host and device which is a relatively slow process. Since I’m short on time, this will have to be something I investigate in more detail in the future.

Varying cluster quantity

cluster-quantity
Figure X: Left-to-right: C++, C#, Python run time to cluster 105 two dimensional points in to, 2 to 27 clusters.

As in the point dimension test, the C++ and C# parallel implementations outperform their sequential counterparts, while the scikit-learn implementation starts to show some competitive performance. The exciting news of course is that varying the cluster size finally reveals improved C# CUDAfy.NET run time. Now there is some curious behavior at the beginning of each plot. We get \le 10 \text{ ms} performance for two clusters, then jump up into about \le 100 \text{ ms} for four to eight clusters. Number of points and their dimension are held constant, but we allocate a few extra double’s for the cluster centroids. I believe this has to do with cache behavior. I’m assuming for fewer than four clusters everything that’s needed sits nicely in the fast L1 cache, and moving up to four and more clusters requires more exchanging of data between L1, L2, L3, and (slower) memory memory to the different cores of the Intel Core i7-2630QM processor I’m using. As before, I’ll need to do some more tests to verify that this is what is truly happening.

Language comparison

lang-compare
Figure X: Left-to-right: point quantity, point dimension, and cluster quantity run time summaries for C++, C#, and Python implementations. Columns in yellow are the fastest observed implementation and paradigm for the given test.

For the three tests considered, the C++ implementations gave the best run time performance on point quantity and point dimension tests while the C# CUDAfy.NET implementation gave the best performance on the cluster quantity test.

The C++ implementation could be made to run faster be preallocating memory in the same fashion that C# does. In C# when an application is first created a block of memory is allocated for the managed heap. As a result, allocation of reference types in C# is done by incrementing a pointer instead of doing an unmanaged allocation (malloc, etc.). (cf. Automatic Memory Management) This allocation takes place before executing the C# routines, while the same allocation takes place during the C++ routines. Hence, the C++ run times will have an overhead not present in the C# run times. Had I implemented memory allocation in C++ the same as it’s done in C#, then the C++ implementation would be undoubtedly even faster than the C# ones.

While using scikit-learn in Python is convenient for exploratory data analysis and prototyping machine learning algorithms, it leaves much to be desired in performance; frequently coming ten times slower than the other two implementations on the varying point quantity and dimension tests, but within tolerance on the vary cluster quantity tests.

Future Work

The algorithmic approach here was to parallelize work on data points, but as the dimension of each point increases, it may make sense to explore algorithms that parallelize work across dimensions instead of points.

I’d like to spend more time figuring out some of the high-performance nuances of programming the GPGPU (as well as traditional C++), which take more time and patience than a week or two I spent on this. In addition, I’d like to dig a little deeper into doing CUDA C directly rather than through the convenient CUDAfy.NET wrapper; as well as explore OpenMP and OpenCL to see how they compare from a development and performance-oriented view to CUDA.

Python and scikit-learn were used a baseline here, but it would be worth spending extra time to see how R and Julia compare, especially the latter since Julia pitches itself as a high-performance solution, and is used for exploratory data analysis and prototyping machine learning systems.

While the emphasis here was on trying out CUDAfy.NET and getting some exposure to GPGPU programming, I’d like to apply CUDAfy.NET to the expectation maximization algorithm for fitting multivariate Gaussian mixture models to a dataset. GMMs are a natural extension of k-means clustering, and it will be good to implement the more involved EM algorithm.

Conclusions

Through this exercise, we can expect to see modest speedups over sequential implementations of about 2.62x and 11.69x in the C# parallel and GPGPU implementations respectively when attempting to find large numbers of clusters on low dimensional data. Fortunately the way you use k-means clustering is to find the cluster quantity that maximizes the Bayesian information criterion or Akaike information criterion which means running the vary centroid quantity test on real data. On the other hand, most machine learning data is of a high dimension so further testing (on a real data set) would be needed to verify it’s effectiveness in a production environment. Nonetheless, we’ve seen how parallel and GPGPU based approaches can reduce the time it takes to complete the clustering task, and learned some things along the way that can be applied to future work.

Bibliography

[LiFa89] Li Xiaobo and Fang Zhixi, “Parallel clustering algorithms”, Parallel Computing, 1989, 11(3): pp.275-290.

[MaMi09] Mario Zechner, Michael Granitzer. “Accelerating K-Means on the Graphics Processor via CUDA.” First International Conference on Intensive Applications and Services, INTENSIVE’09. pp. 7-15, 2009.

[Stu82] Stuart P. Lloyd. Least Squares Quantization in PCM. IEEE Transactions on Information Theory, 28:129-137, 1982.

Written by lewellen

2015-09-01 at 8:00 am