GPU-Accelerated Optimizer-Aware Evaluation of Submodular Exemplar Clustering

The optimization of submodular functions constitutes a viable way to perform clustering. Strong approximation guarantees and feasible optimization w.r.t. streaming data make this clustering approach favorable. Technically, submodular functions map subsets of data to real values, which indicate how “representative” a specific subset is. Optimal sets might then be used to partition the data space and to infer clusters. Exemplarbased clustering is one of the possible submodular functions, but suffers from high computational complexity. However, for practical applications, the particular real-time or wall-clock runtime is decisive. In this work, we present a novel way to evaluate this particular function on GPUs, which keeps the necessities of optimizers in mind and reduces wall-clock run-time. To discuss our GPU algorithm, we investigated both the impact of different run-time critical problem properties, like data dimensionality and the number of data points in a subset, and the influence of required floating-point precision. In reproducible experiments, our GPU algorithm was able to achieve competitive speedups of up to 72x depending on whether multi-threaded computation on CPUs was used for comparison and the type of floatingpoint precision required. Half-precision GPU computation led to large speedups of up to 452x compared to single-precision, single-thread CPU computations.

[1]  Laurence A. Wolsey,et al.  Best Algorithms for Approximating the Maximum of a Submodular Set Function , 1978, Math. Oper. Res..

[2]  Aristides Gionis,et al.  Event detection in activity networks , 2014, KDD.

[3]  Luc Van Gool,et al.  Video summarization by learning submodular mixtures of objectives , 2015, 2015 IEEE Conference on Computer Vision and Pattern Recognition (CVPR).

[4]  Hui Lin,et al.  Graph-based submodular selection for extractive summarization , 2009, 2009 IEEE Workshop on Automatic Speech Recognition & Understanding.

[5]  Rafael Sachetto Oliveira,et al.  G-DBSCAN: A GPU Accelerated Algorithm for Density-based Clustering , 2013, ICCS.

[6]  Peter N. Yianilos,et al.  Data structures and algorithms for nearest neighbor search in general metric spaces , 1993, SODA '93.

[7]  Andreas Krause,et al.  Streaming submodular maximization: massive data summarization on the fly , 2014, KDD.

[8]  M. L. Fisher,et al.  An analysis of approximations for maximizing submodular set functions—I , 1978, Math. Program..

[9]  Andreas Krause,et al.  Streaming Non-monotone Submodular Maximization: Personalized Video Summarization on the Fly , 2017, AAAI.

[10]  Andreas Krause,et al.  Budgeted Nonparametric Learning from Data Streams , 2010, ICML.

[11]  Rishabh K. Iyer,et al.  Learning Mixtures of Submodular Functions for Image Collection Summarization , 2014, NIPS.

[12]  Thorsten Joachims,et al.  Temporal corpus summarization using submodular word coverage , 2012, CIKM '12.

[13]  Andreas Krause,et al.  Submodular Function Maximization , 2014, Tractability.

[14]  Neil D. Lawrence,et al.  Fast Sparse Gaussian Process Methods: The Informative Vector Machine , 2002, NIPS.

[15]  Hyun Ah Song,et al.  GridWatch: Sensor Placement and Anomaly Detection in the Electrical Grid , 2018, ECML/PKDD.

[16]  Feng Chen,et al.  Effective online software anomaly detection , 2017, ISSTA.

[17]  Hui Lin,et al.  A Class of Submodular Functions for Document Summarization , 2011, ACL.

[18]  Manish Marwah,et al.  Following the electrons: methods for power management in commercial buildings , 2012, KDD.

[19]  Ola Svensson,et al.  Beyond 1/2-Approximation for Submodular Maximization on Massive Data Streams , 2018, ICML.

[20]  Russ B. Altman,et al.  CAMPAIGN: an open-source library of GPU-accelerated data clustering algorithms , 2011, Bioinform..

[21]  Silvio Lattanzi,et al.  Submodular Streaming in All its Glory: Tight Approximation, Minimum Memory and Low Adaptive Complexity , 2019, ICML.

[22]  Hans-Peter Kriegel,et al.  A Density-Based Algorithm for Discovering Clusters in Large Spatial Databases with Noise , 1996, KDD.

[23]  Sebastian Buschjäger,et al.  Very Fast Streaming Submodular Function Maximization , 2020, ECML/PKDD.

[24]  Hans-Peter Kriegel,et al.  OPTICS: ordering points to identify the clustering structure , 1999, SIGMOD '99.

[25]  Miriam Leeser,et al.  Accelerating K-Means clustering with parallel implementations and GPU computing , 2015, 2015 IEEE High Performance Extreme Computing Conference (HPEC).

[26]  Philip S. Yu,et al.  Near-optimal Supervised Feature Selection among Frequent Subgraphs , 2009, SDM.