Accelerating generalized linear models with MLWeaving: a one-size-fits-all system for any-precision learning

Learning from the data stored in a database is an important function increasingly available in relational engines. Methods using lower precision input data are of special interest given their overall higher efficiency. However, in databases, these methods have a hidden cost: the quantization of the real value into a smaller number is an expensive step. To address this issue, we present ML-Weaving, a data structure and hardware acceleration technique intended to speed up learning of generalized linear models over low precision data. MLWeaving provides a compact in-memory representation that enables the retrieval of data at any level of precision. MLWeaving also provides a highly efficient implementation of stochastic gradient descent on FPGAs and enables the dynamic tuning of precision, instead of using a fixed precision level during learning. Experimental results show that MLWeaving converges up to 16 x faster than low-precision implementations of first-order methods on CPUs.