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<h1 class="title">MLlib Linear Algebra Acceleration Guide</h1>
<h2 id="introduction">Introduction</h2>
<p>This guide provides necessary information to enable accelerated linear algebra processing for Spark MLlib.</p>
<p>Spark MLlib defines Vector and Matrix as basic data types for machine learning algorithms. On top of them, <a href="https://en.wikipedia.org/wiki/Basic_Linear_Algebra_Subprograms">BLAS</a> and <a href="https://en.wikipedia.org/wiki/LAPACK">LAPACK</a> operations are implemented and supported by <a href="https://github.com/luhenry/netlib">dev.ludovic.netlib</a> (the algorithms may also call <a href="https://github.com/scalanlp/breeze">Breeze</a>). <code class="language-plaintext highlighter-rouge">dev.ludovic.netlib</code> can use optimized native linear algebra libraries (refered to as &#8220;native libraries&#8221; or &#8220;BLAS libraries&#8221; hereafter) for faster numerical processing. <a href="https://software.intel.com/content/www/us/en/develop/tools/math-kernel-library.html">Intel MKL</a> and <a href="http://www.openblas.net">OpenBLAS</a> are two popular ones.</p>
<p>The official released Spark binaries don&#8217;t contain these native libraries.</p>
<p>The following sections describe how to install native libraries, configure them properly, and how to point <code class="language-plaintext highlighter-rouge">dev.ludovic.netlib</code> to these native libraries.</p>
<h2 id="install-native-linear-algebra-libraries">Install native linear algebra libraries</h2>
<p>Intel MKL and OpenBLAS are two popular native linear algebra libraries. You can choose one of them based on your preference. We provide basic instructions as below.</p>
<h3 id="intel-mkl">Intel MKL</h3>
<ul>
<li>Download and install Intel MKL. The installation should be done on all nodes of the cluster. We assume the installation location is $MKLROOT (e.g. /opt/intel/mkl).</li>
<li>Create soft links to <code class="language-plaintext highlighter-rouge">libmkl_rt.so</code> with specific names in system library search paths. For instance, make sure <code class="language-plaintext highlighter-rouge">/usr/local/lib</code> is in system library search paths and run the following commands:
<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>$ ln -sf $MKLROOT/lib/intel64/libmkl_rt.so /usr/local/lib/libblas.so.3
$ ln -sf $MKLROOT/lib/intel64/libmkl_rt.so /usr/local/lib/liblapack.so.3
</code></pre></div> </div>
</li>
</ul>
<h3 id="openblas">OpenBLAS</h3>
<p>The installation should be done on all nodes of the cluster. Generic version of OpenBLAS are available with most distributions. You can install it with a distribution package manager like <code class="language-plaintext highlighter-rouge">apt</code> or <code class="language-plaintext highlighter-rouge">yum</code>.</p>
<p>For Debian / Ubuntu:</p>
<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>sudo apt-get install libopenblas-base
sudo update-alternatives --config libblas.so.3
</code></pre></div></div>
<p>For CentOS / RHEL:</p>
<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>sudo yum install openblas
</code></pre></div></div>
<h2 id="check-if-native-libraries-are-enabled-for-mllib">Check if native libraries are enabled for MLlib</h2>
<p>To verify native libraries are properly loaded, start <code class="language-plaintext highlighter-rouge">spark-shell</code> and run the following code:</p>
<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>scala&gt; import dev.ludovic.netlib.NativeBLAS
scala&gt; NativeBLAS.getInstance()
</code></pre></div></div>
<p>If they are correctly loaded, it should print <code class="language-plaintext highlighter-rouge">dev.ludovic.netlib.NativeBLAS = dev.ludovic.netlib.blas.JNIBLAS@...</code>. Otherwise the warnings should be printed:</p>
<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>WARN NativeBLAS: Failed to load implementation from:dev.ludovic.netlib.blas.JNIBLAS
java.lang.RuntimeException: Unable to load native implementation
at dev.ludovic.netlib.NativeBLAS.getInstance(NativeBLAS.java:44)
...
</code></pre></div></div>
<p>You can also point <code class="language-plaintext highlighter-rouge">dev.ludovic.netlib</code> to specific libraries names and paths. For example, <code class="language-plaintext highlighter-rouge">-Ddev.ludovic.netlib.blas.nativeLib=libmkl_rt.so</code> or <code class="language-plaintext highlighter-rouge">-Ddev.ludovic.netlib.blas.nativeLibPath=$MKLROOT/lib/intel64/libmkl_rt.so</code> for Intel MKL. You have similar parameters for LAPACK and ARPACK: <code class="language-plaintext highlighter-rouge">-Ddev.ludovic.netlib.lapack.nativeLib=...</code>, <code class="language-plaintext highlighter-rouge">-Ddev.ludovic.netlib.lapack.nativeLibPath=...</code>, <code class="language-plaintext highlighter-rouge">-Ddev.ludovic.netlib.arpack.nativeLib=...</code>, and <code class="language-plaintext highlighter-rouge">-Ddev.ludovic.netlib.arpack.nativeLibPath=...</code>.</p>
<p>If native libraries are not properly configured in the system, the Java implementation (javaBLAS) will be used as fallback option.</p>
<h2 id="spark-configuration">Spark Configuration</h2>
<p>The default behavior of multi-threading in either Intel MKL or OpenBLAS may not be optimal with Spark&#8217;s execution model <sup id="fnref:1" role="doc-noteref"><a href="#fn:1" class="footnote" rel="footnote">1</a></sup>.</p>
<p>Therefore configuring these native libraries to use a single thread for operations may actually improve performance (see <a href="https://issues.apache.org/jira/browse/SPARK-21305">SPARK-21305</a>). It is usually optimal to match this to the number of <code class="language-plaintext highlighter-rouge">spark.task.cpus</code>, which is <code class="language-plaintext highlighter-rouge">1</code> by default and typically left at <code class="language-plaintext highlighter-rouge">1</code>.</p>
<p>You can use the options in <code class="language-plaintext highlighter-rouge">config/spark-env.sh</code> to set thread number for Intel MKL or OpenBLAS:</p>
<ul>
<li>For Intel MKL:
<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>MKL_NUM_THREADS=1
</code></pre></div> </div>
</li>
<li>For OpenBLAS:
<div class="language-plaintext highlighter-rouge"><div class="highlight"><pre class="highlight"><code>OPENBLAS_NUM_THREADS=1
</code></pre></div> </div>
</li>
</ul>
<div class="footnotes" role="doc-endnotes">
<ol>
<li id="fn:1" role="doc-endnote">
<p>Please refer to the following resources to understand how to configure the number of threads for these BLAS implementations: <a href="https://software.intel.com/en-us/articles/recommended-settings-for-calling-intel-mkl-routines-from-multi-threaded-applications">Intel MKL</a> or <a href="https://software.intel.com/en-us/onemkl-linux-developer-guide-improving-performance-with-threading">Intel oneMKL</a> and <a href="https://github.com/xianyi/OpenBLAS/wiki/faq#multi-threaded">OpenBLAS</a>.&#160;<a href="#fnref:1" class="reversefootnote" role="doc-backlink">&#8617;</a></p>
</li>
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