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.
After visiting California recently, I made a flurry of posts, several of which generated considerable discussion.
- My claim that Spark will replace Hadoop MapReduce got much Twitter attention — including some high-profile endorsements — and also some responses here.
- My MemSQL post led to a vigorous comparison of MemSQL vs. VoltDB.
- My post on hardware and storage spawned a lively discussion of Hadoop hardware pricing; even Cloudera wound up disagreeing with what I reported Cloudera as having said. Sadly, there was less response to the part about the partial (!) end of Moore’s Law.
- My Cloudera/SQL/Impala/Hive apparently was well-balanced, in that it got attacked from multiple sides via Twitter & email. Apparently, I was too hard on Impala, I was too hard on Hive, and I was too hard on boxes full of cardboard file cards as well.
- My post on the Intel/Cloudera deal garnered a comment reminding us Dell had pushed the Intel distro.
- My CitusDB post picked up a few clarifying comments.
Here is a catch-all post to complete the set. Read more
Spark is on the rise, to an even greater degree than I thought last month.
- Numerous clients and other companies I talk with have adopted Spark, plan to adopt Spark, or at least think it’s likely they will. In particular:
- A number of analytic-stack companies are joining ClearStory in using Spark. Most of the specifics are confidential, but I hope some will be announced soon.
- MapR has joined Cloudera in supporting Spark, and indeed — unlike Cloudera — is supporting the full Spark stack.
- Mike Olson of Cloudera is on record as predicting that Spark will be the replacement for Hadoop MapReduce. Just about everybody seems to agree, except perhaps for Hortonworks folks betting on the more limited and less mature Tez. Spark’s biggest technical advantages as a general data processing engine are probably:
- The Directed Acyclic Graph processing model. (Any serious MapReduce-replacement contender will probably echo that aspect.)
- A rich set of programming primitives in connection with that model.
- Support also for highly-iterative processing, of the kind found in machine learning.
- Flexible in-memory data structures, namely the RDDs (Resilient Distributed Datasets).
- A clever approach to fault-tolerance.
- Spark is a major contender in streaming.
- There’s some cool machine-learning innovation using Spark.
- Spark 1.0 will drop by mid-May, Apache voters willin’ an’ the creek don’ rise. Publicity will likely ensue, with strong evidence of industry support.*
*Yes, my fingerprints are showing again.
The most official description of what Spark now contains is probably the “Spark ecosystem” diagram from Databricks. However, at the time of this writing it is slightly out of date, as per some email from Databricks CEO Ion Stoica (quoted with permission):
… but if I were to redraw it, SparkSQL will replace Shark, and Shark will eventually become a thin layer above SparkSQL and below BlinkDB.
With this change, all the modules on top of Spark (i.e., SparkStreaming, SparkSQL, GraphX, and MLlib) are part of the Spark distribution. You can think of these modules as libraries that come with Spark.
|Categories: Cloudera, Complex event processing (CEP), Databricks, Spark and BDAS, Hadoop, Hortonworks, MapR, MapReduce, Predictive modeling and advanced analytics, SQL/Hadoop integration, Yahoo||14 Comments|
The Spark buzz keeps increasing; almost everybody I talk with expects Spark to win big, probably across several use cases.
Disclosure: I’ll soon be in a substantial client relationship with Databricks, hoping to improve their stealth-mode marketing.
The “real-time analytics” gold rush I called out last year continues. A large fraction of the vendors I talk with have some variant of “real-time analytics” as a central message.
Hadapt laid off its sales and marketing folks, and perhaps some engineers as well. In a nutshell, Hadapt’s approach to SQL-on-Hadoop wasn’t selling vs. the many alternatives, and Hadapt is doubling down on poly-structured data*/schema-on-need.
*While Hadapt doesn’t to my knowledge use the term “poly-structured data”, some other vendors do. And so I may start using it more myself, at least when the poly-structured/multi-structured distinction actually seems significant.
WibiData is partnering with DataStax, WibiData is of course pleased to get access to Cassandra’s user base, which gave me the opportunity to ask why they thought Cassandra had beaten HBase in those accounts. The answer was performance and availability, while Cassandra’s traditional lead in geo-distribution wasn’t mentioned at all.
Disclosure: My fingerprints are all over that deal.
In other news, WibiData has had some executive departures as well, but seems to be staying the course on its strategy. I continue to think that WibiData has a really interesting vision about how to do large-data-volume interactive computing, and anybody in that space would do well to talk with them or at least look into the open source projects WibiData sponsors.
I encountered another apparently-popular machine-learning term — bandit model. It seems to be glorified A/B testing, and it seems to be popular. I think the point is that it tries to optimize for just how much you invest in testing unproven (for good or bad) alternatives.
I had an awkward set of interactions with Gooddata, including my longest conversations with them since 2009. Gooddata is in the early days of trying to offer an all-things-to-all-people analytic stack via SaaS (Software as a Service). I gather that Hadoop, Vertica, PostgreSQL (a cheaper Vertica alternative), Spark, Shark (as a faster version of Hive) and Cassandra (under the covers) are all in the mix — but please don’t hold me to those details.
I continue to think that computing is moving to a combination of appliances, clusters, and clouds. That said, I recently bought a new gaming-class computer, and spent many hours gaming on it just yesterday.* I.e., there’s room for general-purpose workstations as well. But otherwise, I’m not hearing anything that contradicts my core point.
*The last beta weekend for The Elder Scrolls Online; I loved Morrowind.
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|