借助交替方向乘子法(Alternating Direction Method of Multipliers,ADMM),将多变量正则化最小二乘拟合问题,分解为多个可并行执行的标量优化问题,并引入可调步长因子加速算法,得到一个高度并行的最大分划广义ADMM算法,并应用于正则化超限学习机.建立了算法的收敛条件,分析了算法的计算复杂度,通过基准现实数据集实验与新近文献方法——最大分划松弛ADMM进行了收敛率比较.在GPU并行加速实验中,基于最大分划广义ADMM的正则化超限学习机获得的大GPU加速比,表明了该算法的高度并行性.
Abstract
By virtue of the alternating direction method of multipliers (ADMM)
the multivariate regularized least-squares model fitting problem is decomposed into multiple univariate subproblems that are solvable in parallel. By introducing a tunable step size to accelerate the algorithm
a highly parallel maximally split generalized ADMM (MS-GADMM) is developed for the regularized extreme learning machine (RELM). The convergence condition of the MS-GADMM is established and the computational complexity of the MS-GADMM-based RELM is analyzed. Through experiments on real-world benchmark datasets
the MS-GADMM is compared with a maximally split relaxed ADMM recently presented in the literature. In the GPU implementation experiments
the MS-GADMM has obtained very large GPU acceleration ratios
which demonstrates the high parallelism of the proposed MS-GADMM-based RELM.