Distributed Principal Subspace Analysis for Partitioned Big Data: Algorithms, Analysis, and Implementation

Principal Subspace Analysis (PSA)-and its sibling, Principal Component Analysis (PCA)-is one of the most popular approaches for dimensionality reduction in signal processing and machine learning. But centralized PSA/PCA solutions are fast becoming irrelevant in the modern era of Big Data, in which the number of samples and/or the dimensionality of samples often exceed the storage and/or computational capabilities of individual machines. This has led to the study of distributed PSA/PCA solutions, in which the data are partitioned across multiple machines and an estimate of the principal subspace is obtained through collaboration among the machines. It is in this vein that this paper revisits the problem of distributed PSA/PCA under the general framework of an arbitrarily connected network of machines that lacks a central server. The main contributions of the paper in this regard are threefold. First, two algorithms are proposed in the paper that can be used for distributed PSA/PCA, with one in the case of data partitioned across samples and the other in the case of data partitioned across (raw) features. Second, in the case of sample-wise partitioned data, the proposed algorithm and a variant of it are analyzed, and their convergence to the true subspace at linear rates is established. Third, extensive experiments on both synthetic and real-world data are carried out to validate the usefulness of the proposed algorithms. In particular, in the case of sample-wise partitioned data, an MPI-based distributed implementation is carried out to study the interplay between network topology and communications cost as well as to study the effects of straggler machines on the proposed algorithms.

Automated summary

This paper discusses the problem of distributed PSA/PCA in a network of machines without a central server, proposing two algorithms and analyzing their convergence in the case of sample-wise partitioned data. Extensive experiments are conducted to validate the usefulness of the proposed algorithms, including an MPI-based distributed implementation to study network topology, communication cost, and the effects of straggler machines.