Predictive modeling and advanced analytics

Discussion of technologies and vendors in the overlapping areas of predictive analytics, predictive modeling, data mining, machine learning, Monte Carlo analysis, and other “advanced” analytics.

February 2, 2014

Spark and Databricks

I’ve heard a lot of buzz recently around Spark. So I caught up with Ion Stoica and Mike Franklin for a call. Let me start by acknowledging some sources of confusion.

The “What is Spark?” question may soon be just as difficult as the ever-popular “What is Hadoop?” That said — and referring back to my original technical post about Spark and also to a discussion of prominent Spark user ClearStory — my try at “What is Spark?” goes something like this:

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December 5, 2013

Vertica 7

It took me a bit of time, and an extra call with Vertica’s long-time R&D chief Shilpa Lawande, but I think I have a decent handle now on Vertica 7, code-named Crane. The two aspects of Vertica 7 I find most interesting are:

Other Vertica 7 enhancements include:

Overall, two recurring themes in our discussion were:

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November 19, 2013

How Revolution Analytics parallelizes R

I talked tonight with Lee Edlefsen, Chief Scientist of Revolution Analytics, and now think I understand Revolution’s parallel R much better than I did before.

There are four primary ways that people try to parallelize predictive modeling:

One confusing aspect of this discussion is that it could reference several heavily-overlapping but not identical categories of algorithms, including:

  1. External memory algorithms, which operates on datasets too big to fit in main memory, by — for starters — reading in and working on a part of the data at a time. Lee observes that these are almost always parallelizable.
  2. What Revolution markets as External Memory Algorithms, which are those external memory algorithms it has gotten around to implementing so far. These are all parallelized. They are also all in the category of …
  3. … algorithms that can be parallelized by:
    • Operating on data in parts.
    • Getting intermediate results.
    • Combining them in some way for a final result.
  4. Algorithms of the previous category, where the way of combining them specifically is in the form of summation, such as those discussed in the famous paper Map-Reduce for Machine Learning on Multicore. Not all of Revolution’s current parallel algorithms fall into this group.

To be clear, all Revolution’s parallel algorithms are in Category #2 by definition and Category #3 in practice. However, they aren’t all in Category #4.

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November 11, 2013

Cautionary tales

Before the advent of cheap computing power, statistics was a rather dismal subject. David Lax scared me off from studying much of it by saying that 90% of statistics was done on sets of measure 0.

The following cautionary tale also dates to that era. Other light verse below.  Read more

November 10, 2013

RDBMS and their bundle-mates

Relational DBMS used to be fairly straightforward product suites, which boiled down to:

Now, however, most RDBMS are sold as part of something bigger.

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October 18, 2013

Entity-centric event series analytics

Much of modern analytic technology deals with what might be called an entity-centric sequence of events. For example:

Analytic questions are asked along the lines “Which sequences of events are most productive in terms of leading to the events we really desire?”, such as product sales. Another major area is sessionization, along with data preparation tasks that boil down to arranging data into meaningful event sequences in the first place.

A number of my clients are focused on such scenarios, including WibiData, Teradata Aster (e.g. via nPath), Platfora (in the imminent Platfora 3), and others. And so I get involved in naming exercises. The term entity-centric came along a while ago, because “user-centric” is too limiting. (E.g., the data may not be about a person, but rather specifically about the actions taken on her mobile device.) Now I’m adding the term event series to cover the whole scenario, rather than the “event sequence(s)” I might appear to have been hinting at above.

I decided on “event series” earlier this week, after noting that:  Read more

October 10, 2013

Aster 6, graph analytics, and BSP

Teradata Aster 6 has been preannounced (beta in Q4, general release in Q1 2014). The general architectural idea is:

There’s much more, of course, but those are the essential pieces.

Just to be clear: Teradata Aster 6, aka the Teradata Aster Discovery Platform, includes HDFS compatibility, native MapReduce and ways of invoking Hadoop MapReduce on non-Aster nodes or clusters — but even so, you can’t run Hadoop MapReduce within Aster over Aster’s version of HDFS.

The most dramatic immediate additions are in the graph analytics area.* The new SQL-Graph is supported by something called BSP (Bulk Synchronous Parallel). I’ll start by observing (and some of this is confusing):

Use cases suggested are a lot of marketing, plus anti-fraud.

*Pay no attention to Aster’s previous claims to do a good job on graph — and not only via nPath — in SQL-MR.

So far as I can infer from examples I’ve seen, the semantics of Teradata Aster SQL-Graph start:

Within those functions, the core idea is:  Read more

October 10, 2013

Libraries in Teradata Aster

I recently wrote (emphasis added):

My clients at Teradata Aster probably see things differently, but I don’t think their library of pre-built analytic packages has been a big success. The same goes for other analytic platform vendors who have done similar (generally lesser) things. I believe that this is because such limited libraries don’t do enough of what users want.

The bolded part has been, shall we say, confirmed. As Randy Lea tells it, Teradata Aster sales qualification includes the determination that at least one SQL-MR operator — be relevant to the use case. (“Operator” seems to be the word now, rather than “function”.) Randy agreed that some users prefer hand-coding, but believes a large majority would like to push work to data analysts/business analysts who might have strong SQL skills, but be less adept at general mathematical programming.

This phrasing will all be less accurate after the release of Aster 6, which extends Aster’s capabilities beyond the trinity of SQL, the SQL-MR library, and Aster-supported hand-coding.

Randy also said:

And Randy seemed to agree when I put words in his mouth to the effect that the prebuilt operators save users months of development time.

Meanwhile, Teradata Aster has started a whole new library for relationship analytics.

October 6, 2013

What matters in investigative analytics?

In a general pontification on positioning, I wrote:

every product in a category is positioned along the same set of attributes,

and went on to suggest that summary attributes were more important than picky detailed ones. So how does that play out for investigative analytics?

First, summary attributes that matter for almost any kind of enterprise software include:

*I picked up that phrase when — abbreviated as RAS — it was used to characterize the emphasis for Oracle 8. I like it better than a general and ambiguous concept of “enterprise-ready”.

The reason I’m writing this post, however, is to call out two summary attributes of special importance in investigative analytics — which regrettably which often conflict with each other — namely:

Much of what I work on boils down to those two subjects. For example: Read more

September 20, 2013

Trends in predictive modeling

I talked with Teradata about a bunch of stuff yesterday, including this week’s announcements in in-database predictive modeling. The specific news was about partnerships with Fuzzy Logix and Revolution Analytics. But what I found more interesting was the surrounding discussion. In a nutshell:

This is the strongest statement of perceived demand for in-database modeling I’ve heard. (Compare Point #3 of my July predictive modeling post.) And fits with what I’ve been hearing about R.

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