ColumnML: column-store machine learning with on-the-fly data transformation

The ability to perform machine learning (ML) tasks in a database management system (DBMS) provides the data analyst with a powerful tool. Unfortunately, integration of ML into a DBMS is challenging for reasons varying from differences in execution model to data layout requirements. In this paper, we assume a column-store main-memory DBMS, optimized for online analytical processing, as our initial system. On this system, we explore the integration of coordinate-descent based methods working natively on columnar format to train generalized linear models. We use a cache-efficient, partitioned stochastic coordinate descent algorithm providing linear throughput scalability with the number of cores while preserving convergence quality, up to 14 cores in our experiments. Existing column oriented DBMS rely on compression and even encryption to store data in memory. When those features are considered, the performance of a CPU based solution suffers. Thus, in the paper we also show how to exploit hardware acceleration as part of a hybrid CPU+FPGA system to provide on-the-fly data transformation combined with an FPGA-based coordinate-descent engine. The resulting system is a column-store DBMS with its important features preserved (e.g., data compression) that offers high performance machine learning capabilities.