Adoption of Spark ML native math libraries
The range of acceleration provided by native libraries varies from model to model.
Anand Iyer and Vikram Saletore showed in their engineering blog post that native math libraries like OpenBLAS and Intel’s Math Kernel Library (MKL) accelerate the training performance of Spark ML. As for the matrix factorization model used in recommendation systems (the Alternating Least Squares (ALS) algorithm), both OpenBLAS and Intel’s MKL yield model training speeds that are 4.3 times faster than with the F2J implementation. Others, like the Latent Dirichlet Allocation (LDA), the Primary Component Analysis (PCA), and the Singular Value Decomposition (SVD) algorithms show 56% to 72% improvements for Intel MKL, and 10% to 50% improvements for OpenBLAS.
However, the blog post also demonstrates that there are some algorithms, like Random Forest and Gradient Boosted Tree, that receive almost no speed acceleration after enabling OpenBLAS or MKL. The reasons for this are largely that the training set of these tree-based algorithms are not vectors. This indicates that the native libraries, either OpenBLAS or MKL, adapt better to algorithms whose training sets can be operated on as vectors and are computed as a whole. It is more effective to use math acceleration for algorithms that operate on training sets using matrix operations.