Big data in multi-block data analysis: An approach to parallelizing Partial Least Squares Mode B algorithm

Authors

Martinez-Ruiz, A.; Montañola-Sales, C.

Abstract

Partial Least Squares (PLS) Mode B is a multi-block method and a tightly coupled algorithm for estimating structural equation models (SEMs). Describing key aspects of parallel computing, we approach the parallelization of the PLS Mode B algorithm to operate on large distributed data. We show the scalability and performance of the algorithm at a very fine-grained level thanks to the versatility of pbdR, a R-project library for parallel computing. We vary several factors under different data distribution schemes in a supercomputing environment. Shorter elapsed times are obtained for the square-blocking factor  using a grid of processors as square as possible and non-square blocking factors  and  using an one-column grid of processors. Depending on the configuration, distributing data in a larger number of cores allows reaching speedups of up to 121 over the CPU implementation. Moreover, we show that SEMs can be estimated with big data sets using current state-of-the-art algorithms for multi-block data analysis.

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Journal

Heliyon, 2019, vol. 5, no. 4, art. no. e01451

Date of publication

2019-04-29

DOI

https://doi.org/10.1016/j.heliyon.2019.e01451