Totally agree.  Even with a 50x data replication, that's only 40 GB, which
would be a fraction of standard cluster.  But since overthinking is a lot
of fun, how about this: do a mapPartitions with a threaded subtask for each
window.  Now you only need to replicate data across the boundaries of each
partition of windows, rather than each window.


On Fri, Dec 20, 2013 at 2:53 PM, Christopher Nguyen <[email protected]> wrote:

> Are we over-thinking the problem here? Since the per-window compute task
> is hugely expensive, stateless from window to window, and the original big
> matrix is just 1GB, the primary gain in using a parallel engine is in
> distributing and scheduling these (long-running, isolated) tasks. I'm
> reading that data loading and distribution are going to be a tiny fraction
> of the overall compute time.
>
> If that's the case, it would make sense simply to start with a 1GB
> Array[Double] on the driver, from that create an RDD comprising 20,000 rows
> of 5,000 doubles each, map them out to the workers and have them interpret
> what the 5,000 doubles mean in terms of a [100 x 50] sub-matrix. They each
> have a good fraction of several days to figure it out :)
>
> This would be a great load test for Spark's resiliency over long-running
> computations.
>
> --
> Christopher T. Nguyen
> Co-founder & CEO, Adatao <http://adatao.com>
> linkedin.com/in/ctnguyen
>
>
>
> On Fri, Dec 20, 2013 at 11:36 AM, Michael (Bach) Bui 
> <[email protected]>wrote:
>
>> Hmm, I misread that you need a sliding window.
>> I am thinking out loud here: one way of dealing with this is to improve
>> NLineInputFormat so that partitions will have a small overlapping portion
>> in this case the overlapping portion is 50 columns
>> So let say the matrix is divided into overlapping partitions like this
>> [100 x col[1, n*50] ] , [100 x col[(n-1)*50+1, (2n-1)*50] ] … then we can
>> assign each partition to a mapper to do mapPartition on it.
>>
>>
>> --------------------------------------------
>> Michael (Bach) Bui, PhD,
>> Senior Staff Architect, ADATAO Inc.
>> www.adatao.com
>>
>>
>>
>>
>> On Dec 20, 2013, at 1:11 PM, Michael (Bach) Bui <[email protected]>
>> wrote:
>>
>> Here, Tom assumed that you have your big matrix already being loaded in
>> one machine. Now if you want to distribute it to slave nodes you will need
>> to broadcast it. I would expect this broadcasting will be done once at the
>> beginning of your algorithm and the computation time will dominate the
>> overall execution time.
>>
>> On the other hand, a better way to deal with huge matrix is to store the
>> data in hdfs and load data into each slaves partition-by-partition. This is
>> fundamental data processing pattern in Spark/Hadoop world.
>> If you opt to do this, you will have to use suitable InputFormat to make
>> sure each partition has the right amount of row that you want.
>> For example if you are lucky each HDFS partition have exact n*50 rows,
>> then you can use rdd.mapPartition(func). Where func will take care of
>> splitting n*50-row partition into n sub matrix
>>
>> However, HDFS TextInput or SequnceInputFormat format will not guarantee
>> each partition has certain number of rows. What you want is
>> NLineInputFormat, which I think currently has not been pulled into Spark
>> yet.
>> If everyone think this is needed, I can implement it quickly, it should
>> be pretty easy.
>>
>>
>> --------------------------------------------
>> Michael (Bach) Bui, PhD,
>> Senior Staff Architect, ADATAO Inc.
>> www.adatao.com
>>
>>
>>
>>
>> On Dec 20, 2013, at 12:38 PM, Aureliano Buendia <[email protected]>
>> wrote:
>>
>>
>>
>>
>> On Fri, Dec 20, 2013 at 6:00 PM, Tom Vacek <[email protected]>wrote:
>>
>>> Oh, I see.  I was thinking that there was a computational dependency on
>>> one window to the next.  If the computations are independent, then I think
>>> Spark can help you out quite a bit.
>>>
>>> I think you would want an RDD where each element is a window of your
>>> dense matrix.  I'm not aware of a way to distribute the windows of the big
>>> matrix in a way that doesn't involve broadcasting the whole thing.  You
>>> might have to tweak some config options, but I think it would work
>>> straightaway.  I would initialize the data structure like this:
>>> val matB = sc.broadcast(myBigDenseMatrix)
>>> val distributedChunks = sc.parallelize(0 until
>>> numWindows).mapPartitions(it => it.map(windowID => getWindow(matB.value,
>>> windowID) ) )
>>>
>>
>> Here broadcast is used instead of calling parallelize on
>> myBigDenseMatrix. Is it okay to broadcast a huge amount of data? Does
>> sharing a big data mean a big network io overhead comparing to calling
>> parallelize, or is this overhead optimized due to the of partitioning?
>>
>>
>>>
>>> Then just apply your matrix ops as map on
>>>
>>> You maybe have your own tool for dense matrix ops, but I would suggest
>>> Scala Breeze.  You'll have to use an old version of Breeze (current builds
>>> are for 2.10).  Spark with Scala-2.10 is a little way off.
>>>
>>>
>>> On Fri, Dec 20, 2013 at 11:40 AM, Aureliano Buendia <
>>> [email protected]> wrote:
>>>
>>>>
>>>>
>>>>
>>>> On Fri, Dec 20, 2013 at 5:21 PM, Tom Vacek <[email protected]>wrote:
>>>>
>>>>> If you use an RDD[Array[Double]] with a row decomposition of the
>>>>> matrix, you can index windows of the rows all you want, but you're limited
>>>>> to 100 concurrent tasks.  You could use a column decomposition and access
>>>>> subsets of the columns with a PartitionPruningRDD.  I have to say, though,
>>>>> if you're doing dense matrix operations, they will be 100s of times faster
>>>>> on a shared mem platform.  This particular matrix, at 800 MB could be a
>>>>> Breeze on a single node.
>>>>>
>>>>
>>>> The computation for every submatrix is very expensive, it takes days on
>>>> a single node. I was hoping this can be reduced to hours or minutes with
>>>> spark.
>>>>
>>>> Are you saying that spark is not suitable for this type of job?
>>>>
>>>
>>>
>>
>>
>>
>

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