MISSION

MISSION: Ultra Large-Scale Feature Selection using Count-Sketches

An ICML 2018 paper by Amirali Aghazadeh*, Ryan Spring*, Daniel LeJeune, Gautam Dasarathy, Anshumali Shrivastava, Richard G. Baraniuk

* These authors contributed equally and are listed alphabetically.

Code Versions

1. Mission Logistic Regression
2. Mission Softmax Regression
3. Feature Hashing Softmax Regression

Optimizations

• Mission streams in the dataset via Memory-Mapped I/O instead of loading everything directly into memory -
  Necessary for Tera-Scale Datasets
• AVX SIMD optimization for fast Softmax Regression
• The code is currently optimized for the Splice-Site and DNA Metagenomics datasets.

Datasets

1. KDD 2012
2. RCV1
3. Webspam - Trigram
4. DNA Metagenomics
5. Criteo 1TB
6. Splice-Site 3.2TB