Title
BlinkML: Efficient Maximum Likelihood Estimation with Probabilistic Guarantees.
Abstract
The rising volume of datasets has made training machine learning (ML) models a major computational cost in the enterprise. Given the iterative nature of model and parameter tuning, many analysts use a small sample of their entire data during their initial stage of analysis to make quick decisions (e.g., what features or hyperparameters to use) and use the entire dataset only in later stages (i.e., when they have converged to a specific model). This sampling, however, is performed in an ad-hoc fashion. Most practitioners cannot precisely capture the effect of sampling on the quality of their model, and eventually on their decision-making process during the tuning phase. Moreover, without systematic support for sampling operators, many optimizations and reuse opportunities are lost. In this paper, we introduce BlinkML, a system for fast, quality-guaranteed ML training. BlinkML allows users to make error-computation tradeoffs: instead of training a model on their full data (i.e., full model), BlinkML can quickly train an approximate model with quality guarantees using a sample. The quality guarantees ensure that, with high probability, the approximate model makes the same predictions as the full model. BlinkML currently supports any ML model that relies on maximum likelihood estimation (MLE), which includes Generalized Linear Models (e.g., linear regression, logistic regression, max entropy classifier, Poisson regression) as well as PPCA (Probabilistic Principal Component Analysis). Our experiments show that BlinkML can speed up the training of large-scale ML tasks by 6.26×?629× while guaranteeing the same predictions, with 95% probability, as the full model.
Year
DOI
Venue
2018
10.1145/3299869.3300077
Proceedings of the 2019 International Conference on Management of Data
Keywords
Field
DocType
approximate machine learning, maximum likelihood estimation, quality guarantees
Mathematical optimization,Hyperparameter,Computer science,Generalized linear model,Sampling (statistics),Probabilistic logic,Classifier (linguistics),Logistic regression,Speedup,Linear regression
Journal
Volume
ISSN
ISBN
abs/1812.10564
0730-8078
978-1-4503-5643-5
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
Yongjoo Park1995.93
Jingyi Qing200.34
Xiaoyang Shen300.34
Barzan Mozafari481938.21