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.
From time to time I like to do “what I’m working on” posts. From my recent blogging, you probably already know that includes:
- Hadoop (always, and please see below).
- Analytic RDBMS (ditto).
- NoSQL and NewSQL.
- Specifically, SQL-on-Hadoop
- Spark and other memory-centric technology, including streaming.
- Public policy, mainly but not only in the area of surveillance/privacy.
- General strategic advice for all sizes of tech company.
Other stuff on my mind includes but is not limited to:
1. Certain categories of buying organizations are inherently leading-edge.
- Internet companies have adopted Hadoop, NoSQL, NewSQL and all that en masse. Often, they won’t even look at things that are conventional or expensive.
- US telecom companies have been buying 1 each of every DBMS on the market since pre-relational days.
- Financial services firms — specifically algorithmic traders and broker-dealers — have been in their own technical world for decades …
- … as have national-security agencies …
- … as have pharmaceutical research departments.
Fine. But what really intrigues me is when more ordinary enterprises also put leading-edge technologies into production. I pester everybody for examples of that.
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.
- Spark is very new. All Spark adoption is recent.
- Databricks was founded to commercialize Spark. It is very much in stealth mode …
- … except insofar as Databricks folks are going out and trying to drum up Spark adoption.
- Ion Stoica is running Databricks, but you couldn’t tell that from his UC Berkeley bio page. Edit: After I posted this, Ion’s bio was quickly updated.
- Spark creator and Databricks CTO Matei Zaharia is an MIT professor, but actually went on leave there before he ever showed up.
- Cloudera is perhaps Spark’s most visible supporter. But Cloudera’s views of Spark’s role in the world is different from the Spark team’s.
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:
- Spark is a distributed execution engine for analytic processes …
- … which works well with Hadoop.
- Spark is distinguished by a flexible in-memory data model …
- … and farms out persistence to HDFS (Hadoop Distributed File System) or other existing data stores.
- Intended analytic use cases for Spark include:
- SQL data manipulation.
- ETL-like data manipulation.
- Streaming-like data manipulation.
- Machine learning.
- Graph analytics.
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:
- Flex Zone, a schema-on-need technology very much like Hadapt’s (but of course with access to Vertica performance).
- What sounds like an alternate query execution capability for short-request queries, the big point of which is that it saves them from being broadcast across the whole cluster, hence improving scalability. (Adding nodes of course doesn’t buy you much for the portion of a workload that’s broadcast.)
Other Vertica 7 enhancements include:
- A lot of Bottleneck Whack-A-Mole.
- “Significant” improvements to the Vertica management console.
- Security enhancements (Kerberos), Hadoop integration enhancements (HCatalog), and enhanced integration with Hadoop security (Kerberos again).
- Some availability hardening. (“Fault groups”, which for example let you ensure that data is replicated not just to 2+ nodes, but also that the nodes aren’t all on the same rack.)
- Java as an option to do in-database analytics. (Who knew that feature was still missing?)
- Some analytic functionality. (Approximate COUNT DISTINCT, but not yet Approximate MEDIAN.)
Overall, two recurring themes in our discussion were:
- Load and ETL (Extract/Transform/Load) performance, and/or obviating ETL.
- Short-request performance, in the form of more scalable short-request concurrency.
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:
- They can run the same algorithm on different parts of a dataset on different nodes, then return all the results, and claim they’ve parallelized. This is trivial and not really a solution. It is also the last-ditch fallback position for those who parallelize more seriously.
- They can generate intermediate results from different parts of a dataset on different nodes, then generate and return a single final result. This is what Revolution does.
- They can parallelize the linear algebra that underlies so many algorithms. Netezza and Greenplum tried this, but I don’t think it worked out very well in either case. Lee cited a saying in statistical computing “If you’re using matrices, you’re doing it wrong”; he thinks shortcuts and workarounds are almost always the better way to go.
- They can jack up the speed of inter-node communication, perhaps via MPI (Messaging Passing Interface), so that full parallelization isn’t needed. That’s SAS’ main approach.
One confusing aspect of this discussion is that it could reference several heavily-overlapping but not identical categories of algorithms, including:
- 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.
- 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 …
- … algorithms that can be parallelized by:
- Operating on data in parts.
- Getting intermediate results.
- Combining them in some way for a final result.
- 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.
|Categories: Greenplum, Hadoop, MapReduce, Netezza, Parallelization, Predictive modeling and advanced analytics, Revolution Analytics, Teradata||Leave a Comment|
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
Relational DBMS used to be fairly straightforward product suites, which boiled down to:
- A big SQL interpreter.
- A bunch of administrative and operational tools.
- Some very optional add-ons, often including an application development tool.
Now, however, most RDBMS are sold as part of something bigger.
- Oracle has hugely thickened its stack, as part of an Innovator’s Solution strategy — hardware, middleware, applications, business intelligence, and more.
- IBM has moved aggressively to a bundled “appliance” strategy. Even before that, IBM DB2 long sold much better to committed IBM accounts than as a software-only offering.
- Microsoft SQL Server is part of a stack, starting with the Windows operating system.
- Sybase was an exception to this rule, with thin(ner) stacks for both Adaptive Server Enterprise and Sybase IQ. But Sybase is now owned by SAP, and increasingly integrated as a business with …
- … SAP HANA, which is closely associated with SAP’s applications.
- Teradata has always been a hardware/software vendor. The most successful of its analytic DBMS rivals, in some order, are:
- Netezza, a pure appliance vendor, now part of IBM.
- Greenplum, an appliance-mainly vendor for most (not all) of its existence, and in particular now as a part of EMC Pivotal.
- Vertica, more of a software-only vendor than the others, but now owned by and increasingly mainstreamed into hardware vendor HP.
- MySQL’s glory years were as part of the “LAMP” stack.
- Various thin-stack RDBMS that once were or could have been important market players … aren’t. Examples include Progress OpenEdge, IBM Informix, and the various strays adopted by Actian.
Much of modern analytic technology deals with what might be called an entity-centric sequence of events. For example:
- You receive and open various emails.
- You click on and look at various web sites and pages.
- Specific elements are displayed on those pages.
- You study various products, and even buy some.
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
|Categories: Aster Data, Business intelligence, Data warehousing, EAI, EII, ETL, ELT, ETLT, Platfora, Predictive modeling and advanced analytics, Teradata, Vertica Systems, Web analytics, WibiData||10 Comments|
Teradata Aster 6 has been preannounced (beta in Q4, general release in Q1 2014). The general architectural idea is:
- There are multiple data stores, the first two of which are:
- The classic Aster relational data store.
- A file system that emulates HDFS (Hadoop Distributed File System).
- There are multiple processing “engines”, where an engine is what occupies and controls a processing thread. These start with:
- Generic analytic SQL, as Aster has had all along.
- SQL-MR, the MapReduce Aster has also had all along.
- SQL-Graph aka SQL-GR, a graph analytics system.
- The Aster parser and optimizer accept glorified SQL, and work across all the engines combined.
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):
- BSP was thought of a long time ago, as a general-purpose computing model, but recently has come to the fore specifically for graph analytics. (Think Pregel and Giraph, along with Teradata Aster.)
- BSP has a kind of execution-graph metaphor, which is different from the graph data it helps analyze.
- BSP is described as being a combination hardware/software technology, but Teradata Aster and everybody else I know of implements it in software only.
- Aster long ago talked of adding a graph data store, but has given up that plan; rather, it wants you to do graph analytics on data stored in tables (or accessed through views) in the usual way.
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:
- Ordinary SQL except in the FROM clause.
- Functions/operators that are the arguments for FROM; of course, they output tables. You can write these yourself, or use Teradata Aster’s prebuilt ones.
Within those functions, the core idea is: Read more
|Categories: Application areas, Aster Data, Business intelligence, Data models and architecture, Data warehousing, Hadoop, Parallelization, Predictive modeling and advanced analytics, RDF and graphs, Teradata||4 Comments|
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:
- A typical Teradata Aster production customer uses 8-12 of the prebuilt functions (but now they seem to be called operators).
- nPath is used in almost every Aster account. (And by now nPath has morphed into a family of about 5 different things.)
- The Aster collaborative filtering operator is used in almost every account.
- Ditto a/the text operator.
- Several business intelligence vendors are partnering for direct access to selected Teradata Aster operators — mentioned were Tableau, TIBCO Spotfire, and Alteryx.
- I don’t know whether this is on the strength of a specific operator or not, but Aster is used to help with predictive parts failure applications in multiple industries.
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.
|Categories: Application areas, Aster Data, Data warehousing, Predictive modeling and advanced analytics, Teradata, Text||1 Comment|
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:
- Performance and scalability. I write about analytic performance and scalability a lot. Usually that’s in the context of analytic DBMS, but it also arises in analytic stacks such as Platfora, Metamarkets or even QlikView, and also in the challenges of making predictive modeling scale.
- Reliability, availability and security.* This is more crucial for short-request applications than analytic ones, but even your analytic systems shouldn’t leak data or crash.
- Goodness of fit with legacy systems. I hate that one, because enterprises often sacrifice way too much in favor of that benefit.
- Price. Duh.
*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:
- Agility. People don’t want to submit requests for reports or statistical analyses; they want to get answers as soon as the questions come to mind.
- Completeness of feature set — for a particular use case, that is. There’s no such thing as an investigative analytics offering with a feature set that’s close to complete for all purposes; even SAS, IBM and other behemoths fall short.
Much of what I work on boils down to those two subjects. For example: Read more
|Categories: Aster Data, Business intelligence, Data warehousing, KXEN, Predictive modeling and advanced analytics, SAS Institute, Teradata||8 Comments|