Slide 18
Slide 18 text
P RO P R I E TA RY • C O N F I D E N T I A L
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intent
The Algorithm on MapReduce
Translating ADMM to Hadoop
1 8
1:
procedure ADMM(A,
b
,
N
,
maxIterations
)
2:
k = 0
3:
while
notConverged
and
k < maxIterations
do
4:
for
j = 1
!
N
do
5: update
xk
j
using Eq. 1
6:
end for
7: update
zk using Eq. 2
8:
for
j = 1
!
N
do
9: update
uk
j
using Eq. 3
10:
end for
11: update
⇢k using Eq. 4
12:
k k + 1
13:
end while
14: write
zk to S3.
15:
end procedure
Figure 1. The ADMM procedure implemented for Hadoop MapReduce.
notConverged
is a helper function that evaluates the norms to check for
convergence.
node to use when performing computations on that data. To
Figure 2. The Job Runner sets paths for th
the Jar file with ADMM, and the value of a
the number of iterations. ADMM computes a
HDFS, then after the final iteration, the pro
notation) is output to S3.
not converged and that the number
the maximum number of iterations
helper function
notConverged
, wh
k
rkk2
✏pri and k
skk2
✏dual
.
If the driver has not converged an
of iterations have not passed, we di
1:
procedure ADMM(A,
b
,
N
,
maxIterations
)
2:
k = 0
3:
while
notConverged
and
k < maxIterations
do
4:
for
j = 1
!
N
do
5: update
xk
j
using Eq. 1
6:
end for
7: update
zk using Eq. 2
8:
for
j = 1
!
N
do
9: update
uk
j
using Eq. 3
10:
end for
11: update
⇢k using Eq. 4
12:
k k + 1
13:
end while
14: write
zk to S3.
15:
end procedure
Figure 1. The ADMM procedure implemented for Hadoop MapReduce.
notConverged
is a helper function that evaluates the norms to check for
convergence.
node to use when performing computations on that data. To
Figure 2. The Job Runner sets paths for
the Jar file with ADMM, and the value of
the number of iterations. ADMM computes
HDFS, then after the final iteration, the pr
notation) is output to S3.
not converged and that the number
the maximum number of iteration
helper function
notConverged
, w
k
rkk2
✏pri and k
skk2
✏dua
If the driver has not converged a
of iterations have not passed, we d
the mappers and begin the next it