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LANS Seminar
January 18, 2023 @ 10:30 - 11:30 CST
Seminar Title: Towards Practical Large-scale Least Squares Solvers with Iterative Right Random Sketching
Speaker: Nathaniel Pritchard, PhD Candidate, University of Wisconsin – Madison
Date/Time: January 18, 2023 / 10:30 AM – 11:30 AM
Location: See meeting URL on the cels-seminars website (requires Argonne login)
Host: Adrian Maldonado
Description: Solving the least squares problem is fundamental to many typical predictive techniques of today, such as 4D-Var and GLMs. Unfortunately, our increasing desire for more accurate predictions requires the use of more parameters and more data, which increases the computational difficulty of solving these problems. This increased difficulty arises from the high cost of moving data at a large scale. Using Krylov methods or Incremental QR ameliorates the issues arising from these memory costs when the matrix has either a high row or column dimension. These methods fail to be acceptable solutions when the system has both a high row and column dimension. In this case, Iterative Right Random Sketching (IRRS) appears to be a good solution because it can compress the number of columns into a more manageable dimension.. However, for IRRS to work efficiently, its progress must be cheaply tracked and stopped. In this talk, we introduce a novel technique for tracking and stopping the progress of such Iterative Right Random Sketching methods. It will establish theoretically and experimentally that our technique can track progress with high accuracy and stop progress with a user-specified risk of failure. Finally, using this progress tracking method, the presentation demonstrates how IRRS can facilitate solving a 4D-Var problem of about 0.76 TB in size using only 100 MB of memory.
Bio: Nathaniel Pritchard is a Ph.D. candidate at the Department of Statistics at the University of Wisconsin – Madison. His research interests focus on developing methods for tracking and stopping the progress of iterative randomized algorithms.
Please note that the meeting URL for this event can be seen on the cels-seminars website, which requires an Argonne login.