SketchML

Abstract

To address the challenge of explosive big data, distributed machine learning (ML) has drawn the interests of many researchers. Since many distributed ML algorithms trained by stochastic gradient descent (SGD) involve communicating gradients through the network, it is important to compress the transferred gradient. A category of low-precision algorithms can significantly reduce the size of gradients, at the expense of some precision loss. However, existing low-precision methods are not suitable for many cases where the gradients are sparse and nonuniformly distributed. In this paper, we study is there a compression method that can efficiently handle a sparse and nonuniform gradient consisting of key-value pairs? Our first contribution is a sketch based method that compresses the gradient values. Sketch is a class of algorithms using a probabilistic data structure to approximate the distribution of input data. We design a quantile-bucket quantification method that uses a quantile sketch to sort gradient values into buckets and encodes them with the bucket indexes. To further compress the bucket indexes, our second contribution is a sketch algorithm, namely MinMaxSketch. MinMaxSketch builds a set of hash tables and solves hash collisions with a MinMax strategy. The third contribution of this paper is a delta-binary encoding method that calculates the increment of the gradient keys and stores them with fewer bytes. We also theoretically discuss the correctness and the error bound of three proposed methods. To the best of our knowledge, this is the first effort combining data sketch with ML. We implement a prototype system in a real cluster of our industrial partner Tencent Inc., and show that our method is up to 10X faster than existing methods.