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Position-Aware ListMLE: A Sequential Learning Process for Ranking
Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence, PMLR R12:529-538, 2014.
Abstract
Communication costs, resulting from synchro- nization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which subsets of data are pro- cessed independently, with very little com- munication. First, we arbitrarily partition data onto multiple machines. Then, on each machine, any classical MCMC method (e.g., Gibbs sampling) may be used to draw samples from a posterior distribution given the data subset. Finally, the samples from each ma- chine are combined to form samples from the full posterior. This embarrassingly parallel algorithm allows each machine to act inde- pendently on a subset of the data (without communication) until the final combination stage. We prove that our algorithm generates asymptotically exact samples and empirically demonstrate its ability to parallelize burn-in and sampling in several models.