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Profiling for parallelization and parallel stochastic optimization methods - Week 4

Profiling for parallelization and parallel stochastic optimization methods - Week 4

Shikhar Bhardwaj, 27 June 2017

This week I completed the initial implementation of parallel SGD, along with a couple of tests for the new code. The PR (#1037) is nearly ready for an initial review. With further discussion, I would add more sophisticated and detailed methods of testing. Some SFINAE code needs to be added to handle the current interface of DecomposableFunctionType.

I would like to test this implementation against the original runs mentioned in the paper, to see the difference in results obtained from an OpenMP based implementation. I have already implemented the SparseSVM example.

The next few days would be focussed primarily on implementing more tests, running ParallelSGD on the datasets mentioned in the paper and possibly profiling mlpack's implementation of GMM for potential parallelization with OpenMP.