2000 character limit reached
OverSketch: Approximate Matrix Multiplication for the Cloud (1811.02653v2)
Published 6 Nov 2018 in cs.DC, cs.IT, and math.IT
Abstract: We propose OverSketch, an approximate algorithm for distributed matrix multiplication in serverless computing. OverSketch leverages ideas from matrix sketching and high-performance computing to enable cost-efficient multiplication that is resilient to faults and straggling nodes pervasive in low-cost serverless architectures. We establish statistical guarantees on the accuracy of OverSketch and empirically validate our results by solving a large-scale linear program using interior-point methods and demonstrate a 34% reduction in compute time on AWS Lambda.