Hadoop MapReduce is a framework for distributed storage and processing of large datasets that is quite popular in big data analytics. It has various configuration parameters (knobs) which play an important role in deciding the performance i.e., the execution time of a given big data processing job. Default values of these parameters do not always result in good performance and hence it is important to tune them. However, there is inherent difficulty in tuning the parameters due to two important reasons -firstly, the parameter search space is large and secondly, there are cross-parameter interactions. Hence, there is a need for a dimensionality-free method which can automatically tune the configuration parameters by taking into account the cross-parameter dependencies. In this paper, we propose a novel Hadoop parameter tuning methodology, based on a noisy gradient algorithm known as the simultaneous perturbation stochastic approximation (SPSA). The SPSA algorithm tunes the parameters by directly observing the performance of the Hadoop MapReduce system. The approach followed is independent of parameter dimensions and requires only 2 observations per iteration while tuning. We demonstrate the effectiveness of our methodology in achieving good performance on popular Hadoop benchmarks namely Grep, Bigram, Inverted Index, Word Co-occurrence and Terasort. Our method, when tested on a 25 node Hadoop cluster shows 66% decrease in execution time of Hadoop jobs on an average, when compared to the default configuration. Further, we also observe a reduction of 45% in execution times, when compared to prior methods.
Markov Decision Processes (MDP) is an useful framework to cast optimal sequential decision making problems. Given any MDP the aim is to find the optimal action selection mechanism i.e., the optimal policy. Typically, the optimal policy (u * ) is obtained by substituting the optimal valuefunction (J * ) in the Bellman equation. Alternately u * is also obtained by learning the optimal stateaction value function Q * known as the Q value-function. However, it is difficult to compute the exact values of J * or Q * for MDPs with large number of states. Approximate Dynamic Programming (ADP) methods address this difficulty by computing lower dimensional approximations of J * /Q * . Most ADP methods employ linear function approximation (LFA), i.e., the approximate solution lies in a subspace spanned by a family of pre-selected basis functions. The approximation is obtain via a linear least squares projection of higher dimensional quantities and the L2 norm plays an important role in convergence and error analysis. In this paper, we discuss ADP methods for MDPs based on LFAs in (min, +) algebra. Here the approximate solution is a (min, +) linear combination of a set of basis functions whose span constitutes a subsemimodule. Approximation is obtained via a projection operator onto the subsemimodule which is different from linear least squares projection used in ADP methods based on conventional LFAs. MDPs are not (min, +) linear systems, nevertheless, we show that the monotonicity property of the projection operator helps us to establish the convergence of our ADP schemes. We also discuss future directions in ADP methods for MDPs based on the (min, +) LFAs.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
hi@scite.ai
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.