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Parallelizing the
Discover$_{\rm tm}$ Neural Network
An Example

Run gprof on discover building a simple neural network (ten bit ``divisible by seven''). Small training set, not many neurons. We get:

Flat profile:

Each sample counts as 0.01 seconds.
  %   cumulative   self              self     total           
 time   seconds   seconds    calls  ms/call  ms/call  name    
 38.53     20.84    20.84 67549440     0.00     0.00  act_func
 34.81     39.67    18.83 67549440     0.00     0.00  dotprod
  8.36     44.19     4.52 67549440     0.00     0.00  activity
  6.84     47.89     3.70 13305088     0.00     0.00  trial
  4.66     50.41     2.52     4052     0.62     1.65  find_grad
  3.29     52.19     1.78    47919     0.04     0.95  eval_error
  1.72     53.12     0.93      800     1.16     1.19  dsvdcmp
  0.89     53.60     0.48  5186560     0.00     0.00  actderiv
  0.30     53.76     0.16      800     0.20     2.27  regress

trial, act_func, activity, and dotprod are all used to evaluate the training set error of a neural network. Together they comprise more than 80% of the code. If we can parallelize the evaluation of training set error, we can expect a fivefold or better speedup for the run I profiled.

Or can we....?

The answer, of course, is NO - this is just an upper bound and one that depends strongly on problem size at that. Still a useful case to investigate.

Figure 7.1: Training cycle of feed-forward, backprop network

This suggests as a solution:


Bottlenecks? What are those? Bottlenecks are by definition rate determining factors in code execution (serial or parallel). We need to be aware of various bottlenecks:

$T_p$ vs IPC Time $T_i$
The Second Step

Figure 7.2: Training cycle of parallelized feed-forward, backprop network

Suppose that after profiling your task (like the discover example) appears suitable for parallelization. Are you done studying your code? Definitely not.

Look at the very rough schematic of our parallel neural training cycle.

Every solid arrow crudely represents an interprocessor communication cycle that takes time we represent $T_i$. In a master-slave paradigm this time adds to the serial time $T_s$. In a more symmetric communcations model, part of this time might itself be parallelized.

Parallelizing code changes the serial and parallel fractions!

This introduces new $P$ variation into our earlier statement of Amdahl's Law. Call $T_{i,s}$ the serial IPC time per node and call $T_{i,p}$ the parallel IPC time (which still adds to the serial time). Then following Amalsi and Gottleib, we can crudely represent the modified ``speed'' as:

$\frac{\rm Work}{\rm (T_s + T_{i,p}) + P*T_{i,s} + T_p/P}$

We see that $T_{i,s} \ne 0$ will ALWAYS prevent us from profitably reaching $P \to \infty$. Amalsi and Gottlieb write this modified version of Amdahl's Law for the special case of a Master-Slave algorithm as:

$\frac{1}{S + (1-S)/P + P/r_1}$

where they've introduced $r_1 = T_s/(P*T_{i,s})$, the ratio of compute time to serial communications time, per node.

Even THIS isn't pessimistic enough. It assumes ``perfect'' parallelizability. In real code, the parallel tasks may well need to be organized so that they complete in certain orders and parts are available where they are needed just when they are needed. Then there may be random delays on the nodes due to other things they are doing. All of this can further degrade performance.

Which leads us to...

Problem Granularity and Synchronicity
The Key Parameters of Beowulf Design

Let us define two general kinds of parallel subtasks:

In addition, each of these subtasks may be synchronous where they all have to proceed together or asynchronous where they can proceed effectively independently. This gives us at least four (really more) descriptors like ``coarse grained asynchronous code'' or ``fine grained, tightly coupled synchronous code''.

The former is easy to program on nearly any beowulf (or cluster!). There are many valuable tasks in this category, which partly explains the popularity of beowulfs.

Coarse grained synchronous code can also run well on most simple beowulf designs, although it is harder to program and load balance efficiently. What about moderate to fine grain code, though?

The Good News - and the Bad News

The good news is that one can often find great profit using beowulfs to solve problems with moderate to fine granularity. Of course, one has to work harder to obtain such a benefit, both in programming and in the design of the beowulf! Still, for certain problem scales the cost/benefit advantage of a ``high end'' beowulf solution may be an order of magnitude greater than that of any competitive ``big iron'' supercomputer sold by a commercial vendor.

There are, however, limits. Those limits are time dependent (recall Moore's Law) but roughly fixed on the timescale of the beowulf design and purchase process. They are basically determined by what one can cost-effectively buy in M$^2$-COTS components.

For any given proposed beowulf architecture, if $T_p$ is anywhere close to $T_{i,s}$, chances are good that your parallel efforts are doomed. When it takes longer to communicate what is required to take a parallel synchronous step than it does to take the step, parallelization yields a negative benefit unless calculation size is your goal.

Beowulf hardware and software engineering consists of MAKING YOUR PROBLEM RELATIVELY COARSE GRAINED ON THE (COTS) HARDWARE IN QUESTION. That is, keeping $T_{i,s}$ under control.

Estimating or Measuring Granularity

Estimating is difficult. Inputs include:

Experts rarely analyze beyond a certain point. They measure (or just know) the base numbers for various alternatives and then prototype instead. Or they ask on lists for experiences with similar problems. By far the safest and most successful approach is to build (or borrow) a small 3-4 node switched 100BT cluster (see recipe above) to prototype and profile your parallel code.

Remember that granularity is often something you can control (improve) by, for example, working on a bigger problem or buying a faster network. Whether or not this is sensible is an economic question.

Repeat Until Done
Back to the Example

In a moment, we will think about specific ways to improve granularity and come up with a generalized recipe for a beowulf or cluster that ought to be able to Get the Job Done. First, let's complete the ``study the problem'' section by showing the results of prototyping runs of the ``splitup the error evaluation'' algorithm for the neural net example at various granularities, on a switched 100BT network of 400 MHz PII nodes.

\# First round of timing results
\# Single processor on 300 MHz master ganesh, no PVM
0.880user 21.220sys 99.9%, 0ib 0ob 0tx 0da 0to 0swp 0:22.11
0.280user 21.760sys 100.0%, 0ib 0ob 0tx 0da 0to 0swp 0:22.04
\# Single processor on 400 MHz slave b4 using PVM
0.540user 11.280sys 31.3%, 0ib 0ob 0tx 0da 0to 0swp 0:37.65
0.700user 11.010sys 31.1%, 0ib 0ob 0tx 0da 0to 0swp 0:37.62
\# 2x400 MHz (b4, b9) with PVM
1.390user 14.530sys 38.3%, 0ib 0ob 0tx 0da 0to 0swp 0:41.48
\# 3x400 MHz (b4, b9, b11) with PVM
1.800user 18.050sys 46.5%, 0ib 0ob 0tx 0da 0to 0swp 0:42.60

This, of course, was terrible! The problem slowed down when we run it in parallel! Terrible or not, this is typical for ``small'' prototyping runs and we should have expected it.

Clean Up the Hacks

We made two changes in the code. First, we eliminated some debugging cruft in the slave code that was increasing the bottlenecked serial fraction. Second, originally we multicast the network but sent each host its slice boundaries serially. This, in retrospect, was stupid, as the communication was latency bounded, not bandwidth bounded (small messages nearly always are). Instead we multicast the entire slave slice assignments along with the weights and then awaited the slave results.

The results now:

\# Single processor on 300 MHz master ganesh, no PVM.  Guess not.
1.250user 20.630sys 99.9%, 0ib 0ob 0tx 0da 0to 0swp 0:21.90
\# Single processor on 400 MHz slave b4 using PVM.  Better.
0.350user 10.460sys 32.9%, 0ib 0ob 0tx 0da 0to 0swp 0:32.79
2.380user 8.410sys 32.5%, 0ib 0ob 0tx 0da 0to 0swp 0:33.11
\# 2x400 MHz (b4, b9) with PVM
2.260user 11.140sys 37.7%, 0ib 0ob 0tx 0da 0to 0swp 0:35.53
\# 3x400 MHz (b4, b9, b11) with PVM
1.630user 11.160sys 40.3%, 0ib 0ob 0tx 0da 0to 0swp 0:31.67
\# 4x400 MHz (b4, b9, b11, b12) with PVM
2.720user 14.720sys 42.9%, 0ib 0ob 0tx 0da 0to 0swp 0:40.61

Still no gain, but closer!

Crank Up the Granularity

Finally, we tried increasing the granularity a bit by using a bigger dataset. We thus used a 16 bit divide by sevens problem. Small as the increase was, it was big enough:

\# Single processor on 300 MHz master ganesh, no PVM.  Takes longer.
9.270user 207.020sys 99.9%, 0ib 0ob 0tx 0da 0to 0swp 3:36.32
\# Single processor on 400 MHz slave b4 using PVM.  Better.
4.380user 61.410sys 28.3%, 0ib 0ob 0tx 0da 0to 0swp 3:51.67
\# 2x400 MHz (b4, b9) with PVM.  At last a distinct benefit!
3.080user 71.420sys 51.1%, 0ib 0ob 0tx 0da 0to 0swp 2:25.73
\# 3x400 MHz (b4, b9, b11) with PVM. Still better.
1.270user 70.570sys 58.9%, 0ib 0ob 0tx 0da 0to 0swp 2:01.89
\# 4x400 MHz (b4, b9, b11, b12) with PVM. And peak.
6.000user 71.820sys 63.3%, 0ib 0ob 0tx 0da 0to 0swp 2:02.83
\# More processors would actually cost speedup at this granularity.

We're Home! A nice speedup, even for this SMALL (toy) problem. But why are we bothering?

Show me the Money...

We're bothering because predictive modeling is valuable and time is money. In an actual credit card cross-sell model built for a large North Carolina bank (with 132 distinct inputs - optimization in 132 dimensions with sparse data!), it took a full day and a half to run a single full network training cycle on a single processor PII at 450 MHz. This can be too long to drive a real-time direct phone campaign, and is annoyingly long from the point of view of tying up compute resources as well.

A smaller version of the same credit card model was also run with only 22 inputs. This model required over two hours to run on a 400 MHz PII. We benchmarked our new parallel neural network program on this smaller model to obtain the following:

# CCA with 22 inputs.  There are well over 4 million quadrants and only
# a few thousand members in the training set!  A truly complex problem.
# Time with just one serial host
442.560user 7618.620sys 99.9%, 0ib 0ob 0tx 0da 0to 0swp 2:14:26.12
# Time with two PVM hosts
112.840user 1999.970sys 37.4%, 0ib 0ob 0tx 0da 0to 0swp 1:34:06.02
# Time with five PVM hosts
95.030user 2361.560sys 60.0%, 0ib 0ob 0tx 0da 0to 0swp 1:08:11.86

Discover$_{\rm tm}$ Conclusions

The scaling of our preliminary parallelization is still worse than we might like, but the granularity is still a factor of 5 to 10 smaller than the real models we wish to apply it to. We expect to be able to obtain a maximum speedup of five or more with about eight Celeron nodes in actual application (that cost little more altogether than many of our single or dual CPU PII's did originally).

Finally, our profiling indicates that about 2/3 of the remaining serial code (the regression routine, part of the conjugate gradient cycle, and the genetic algorithm itself) can be parallelized as well. Using this parallelized network, we expect to be able to tackle bigger, more complex networks and still get excellent results.

This, in turn, will make both our clients money and (we hope) us money. Thar's Gold in Them Thar Hills (of the joint probability distribution being modeled, of course)...

At Last...How to Design a Beowulf

By this point, the answer should be obvious, which is why I saved it until now. AFTER one has finished studying the problem, or problems, one plans to run on the beowulf, the design parameters are real things that apply to the actual bottlenecks you encountered and parallel computation schema you expect to implement, not just things ``rgb told me to use''. The following is a VERY ROUGH listing of SOME of the possible correspondances between problem and design solution:

Problem: Embarrassingly coarse grained problems; e.g. Monte Carlo simulations.

Solution: Anything at all. Typically CPU bound, $r_1$ all but infinite. I can get nearly perfect parallelization of my Monte Carlo code by walking between consoles of workstations, loading the program from a floppy, and coming back later to collect the results on the same floppy. Beowulf based on sneakernet, yeah! Of course, a network makes things easier and faster to manage...

Advise to builders: Focus on the CPU/memory cost/benefit peak and single system bottlenecks, not the network. Get a decent network though - these days switched 100 BT is sort of the lowest common denominator because it is so cheap. You might want to run your simulations in not-so-coarse grain mode one day. Also be aware that ordinary workstation clusters running linux can work on a problem with 98% of the CPU and still provide ``instant'' interactive response. A MAJOR REASON for businesses to consider linux clusters is that their entire office can ``be'' a parallel supercomputer even while the desktop units it's composed of enable folks to read mail and surf the web! No Microsoft product can even think of competing here.

Problem: Coarse grained problems (but not embarrassingly so) to medium grain problems; e.g. Monte Carlo problems where a lattice is split up across nodes, neural networks.

Solution: The ``standard beowulf'' recipe still holds IF latency isn't a problem. A switched 100 BT network of price/performance-optimal nodes is a good choice. Check carefully to ensure that cache size and memory bus are suitable on the nodes. Also, take more care that the network itself is decent - you do have to transmit a fair amount of data between nodes, but there are clever ways to synchronize all this. If bandwidth (not latency) becomes a problem, consider channel bonding several 100 BT connections through a suitable switch.

Advise to builders: Think about cost/benefit very carefully. There is no point in getting a lot more network than you need right now. It will be faster and cheaper next year if that's when you'll actually (maybe) need it. Get a cheap net and work up. Also do you really need 512 MB of node memory when your calculation only occupies 20 MB? Do you need a local disk? Is cache or cost a major factor? Are you really CPU bound and do you need very fast nodes (so Alpha's make sense)?

You are in the ``sweet spot'' of beowulf design where they are really immensely valuable but not too hard or expensive to make. Start small, prototype, scale up what works.

Problem: Medium to fine grained problems; e.g. molecular dynamics with long range forces, hydrodynamics calculations - examples abound. These are the problems that were once the sole domain of Big Iron ``real'' parallel supercomputers. No more.

Solution: Make the problem coarse grained, of course, by varying the design of the program and the beowulf until this can be achieved. As Walter Ligon (a luminary of the beowulf list) recently noted, a beowulf isn't really suited for fine grained code. Of course, no parallel computing environment is well-suited for fine grained code - the trick is to pick an environment where the code you want to run has an acceptable granularity. Your tools for achieving this are clever and wise programming, faster networks and possibly nodes, and increasing the problem size.

The ``standard'' solution for fine(r) grain code is to convert to Myrinet (or possibly gigabit ethernet as its latency problem is controlled). This can reduce your $T_i$ by an order of magnitude if you are lucky, which will usually make a fine grained problem coarse enough to get decent gain with the number of processors once again. If your problem is (as is likely enough) ALSO memory bound (big matrices, for example), possessed of a large stride (ditto), and CPU bound, seriously consider the AlphaLinux+Myrinet solution described by Greg Lindahl (for example) or wait for the K7 or Merced. If it is just IPC bound, it may be enough to get a faster network without increasing CPU speed (and cost) significantly - diverting a larger fraction of one's resources to the network is the standard feature of dealing with finer problem granularities.

Advise to builders: Take the problem seriously. Get and read Almasi and Gottlieb or other related references on the theory and design of parallel code. There are clever tricks that can significantly improve the ratio of computation to communication and I've only scratched the surface of the theory. Don't be afraid to give up (for now). There are problems that it just isn't sensible to parallelize. Also don't be put off by a bad prototyping experience. As one ramps up the scale (and twiddles the design of the beowulf) one can often get dramatic improvements.



Beowulfs and linux clusters in general are an amazingly cost effective way to collect the cycles necessary to do large scale computing, if your problem has an appropriate granularity and parallelizable fraction. On the advanced end, they are rapidly approaching the efficiency of systems that cost ten or more times as much from commercial vendors. On the low end, they are bringing supercomputing ``home'' to elementary schools and even homes (this cluster lives in my ``typical'' home, for example).

There are clearly huge opportunities for making money by solving previously inaccessible problems using this technology, especially in business modeling and data mining. E pluribus penguin, and for Microsoft sic gloria transit mundi.


First, the beowulf and linux-smp lists. For years. Check the archives.

Second, ``Highly Parallel Computing'', by Almasi and Gottlieb.

Third, ``How To Build a Beowulf'', by Sterling, Becker, et. al.

next up previous contents
Next: Specific Parallel Models Up: Parallel Programs Previous: Switched Networks   Contents
Robert G. Brown 2004-05-24