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Distributed Double Machine Learning with a Serverless Architecture

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 Added by Malte S. Kurz
 Publication date 2021
and research's language is English
 Authors Malte S. Kurz




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This paper explores serverless cloud computing for double machine learning. Being based on repeated cross-fitting, double machine learning is particularly well suited to exploit the high level of parallelism achievable with serverless computing. It allows to get fast on-demand estimations without additional cloud maintenance effort. We provide a prototype Python implementation texttt{DoubleML-Serverless} for the estimation of double machine learning models with the serverless computing platform AWS Lambda and demonstrate its utility with a case study analyzing estimation times and costs.



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The appeal of serverless (FaaS) has triggered a growing interest on how to use it in data-intensive applications such as ETL, query processing, or machine learning (ML). Several systems exist for training large-scale ML models on top of serverless infrastructures (e.g., AWS Lambda) but with inconclusive results in terms of their performance and relative advantage over serverful infrastructures (IaaS). In this paper we present a systematic, comparative study of distributed ML training over FaaS and IaaS. We present a design space covering design choices such as optimization algorithms and synchronization protocols, and implement a platform, LambdaML, that enables a fair comparison between FaaS and IaaS. We present experimental results using LambdaML, and further develop an analytic model to capture cost/performance tradeoffs that must be considered when opting for a serverless infrastructure. Our results indicate that ML training pays off in serverless only for models with efficient (i.e., reduced) communication and that quickly converge. In general, FaaS can be much faster but it is never significantly cheaper than IaaS.
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Serverless computing has become a new cloud computing paradigm that promises to deliver high cost-efficiency and simplified cloud deployment with automated resource scaling at a fine granularity. Users decouple a cloud application into chained functions and preset each serverless functions memory and CPU demands at megabyte-level and core-level, respectively. Serverless platforms then automatically scale the number of functions to accommodate the workloads. However, the complexities of chained functions make it non-trivial to accurately determine the resource demands of each function for users, leading to either resource over-provision or under-provision for individual functions. This paper presents FaaSRM, a new resource manager (RM) for serverless platforms that maximizes resource efficiency by dynamically harvesting idle resources from functions over-supplied to functions under-supplied. FaaSRM monitors each functions resource utilization in real-time, detects over-provisioning and under-provisioning, and applies deep reinforcement learning to harvest idle resources safely using a safeguard mechanism and accelerate functions efficiently. We have implemented and deployed a FaaSRM prototype in a 13-node Apache OpenWhisk cluster. Experimental results on the OpenWhisk cluster show that FaaSRM reduces the execution time of 98% of function invocations by 35.81% compared to the baseline RMs by harvesting idle resources from 38.8% of the invocations and accelerating 39.2% of the invocations.

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