Effective Parallelisation for Machine Learning

We present a novel parallelisation scheme that simplifies the adaptation of learning algorithms to growing amounts of data as well as growing needs for accurate and confident predictions in critical applications. In contrast to other parallelisation techniques, it can be applied to a broad class of learning algorithms without further mathematical derivations and without writing dedicated code, while at the same time maintaining theoretical performance guarantees. Moreover, our parallelisation scheme is able to reduce the runtime of many learning algorithms to polylogarithmic time on quasi-polynomially many processing units. This is a significant step towards a general answer to an open question~\citep{long_algorithms_2013} on efficient parallelisation of machine learning algorithms in the sense of Nick's Class ($\mathcal{NC}$). The cost of this parallelisation is in the form of a larger sample complexity. Our empirical study confirms the potential of our parallelisation scheme with fixed numbers of processors and instances in realistic application scenarios.