Flint: Time Series With Spark

Li Jin and Kevin Rasmussen cover the concepts of Flint, a time-series library built on Apache Spark:

Time series analysis has two components: time series manipulation and time series modeling.

Time series manipulation is the process of manipulating and transforming data into features for training a model. Time series manipulation is used for tasks like data cleaning and feature engineering. Typical functions in time series manipulation include:

  • Joining: joining two time-series datasets, usually by the time
  • Windowing: feature transformation based on a time window
  • Resampling: changing the frequency of the data
  • Filling in missing values or removing NA rows.

Time series modeling is the process of identifying patterns in time-series data and training models for prediction. It is a complex topic; it includes specific techniques such as ARIMA and autocorrelation, as well as all manner of general machine learning techniques (e.g., linear regression) applied to time series data.

Flint focuses on time series manipulation. In this blog post, we demonstrate Flint functionalities in time series manipulation and how it works with other libraries, e.g., Spark ML, for a simple time series modeling task.

Basho went all-in on a time-series product for Riak and it did not work out well for them.  I’ll be curious to see if Flint has more staying power.

ElasticMapReduce And RStudio

Tanzir Musabbir demonstrates how to set up Amazon ElasticMapReduce to include an RStudio edge node:

RStudio Server provides a browser-based interface for R and a popular tool among data scientists. Data scientist use Apache Spark cluster running on  Amazon EMR to perform distributed training. In a previous blog post, the author showed how you can install RStudio Server on Amazon EMR cluster. However, in certain scenarios you might want to install it on a standalone Amazon EC2 instance and connect to a remote Amazon EMR cluster. Benefits of running RStudio on EC2 include the following:

  • Running RStudio Server on an EC2 instance, you can keep your scientific models and model artifacts on the instance. You might have to relaunch your EMR cluster to meet your application requirements. By running RStudio Server separately, you have more flexibility and don’t have to depend entirely on an Amazon EMR cluster.
  • Installing RStudio on the master node of Amazon EMR requires sharing of resources with the applications running on the same node. By running RStudio on a standalone Amazon EC2 instance, you can use resources as you need without having to share the resources with other applications.
  • You might have multiple Amazon EMR clusters in your environment. With RStudio on Edge node, you have the flexibility to connect to any EMR clusters in your environment.

There is one major difference between running RStudio Server on an Amazon EMR cluster vs. running it on a standalone Amazon EC2 instance. In the latter case, the instance needs to be configured as an Amazon EMR client (or edge node). By doing so, you can submit Apache Spark jobs and other Hadoop-based jobs from an instance other than EMR master node.

Click through for detailed, step-by-step instructions on how to do this.

Databricks Cluster-Scoped Init Scripts

Aayush Bhasin shares some background on a Databricks intern project, adding cluster-scoped initialization scripts to Databricks clusters:

One of the biggest pain points for customers used to be that init scripts for a cluster were not part of the cluster configuration and did not show up in the User Interface. Because of this, applying init scripts to a cluster was unintuitive, and editing or cloning a cluster would not preserve the init script configuration. Cluster-scoped init scripts addressed this issue by including an ‘Init Scripts’ panel in the UI of the cluster configuration page, and adding an ‘init_scripts’ field to the public API. This also allows init scripts to take advantage of cluster access control.

Read on to see how Aayush & co. solved this issue.

Databricks UDF Performance Testing

Tristan Robinson shares some performance comps for different Azure Databricks scenarios:

I’ve recently been spending quite a bit of time on the Azure Databricks platform, and while learning decided it was worth using it to experiment with some common data warehousing tasks in the form of data cleansing. As Databricks provides us with a platform to run a Spark environment on, it offers options to use cross-platform APIs that allow us to write code in Scala, Python, R, and SQL within the same notebook. As with most things in life, not everything is equal and there are potential differences in performance between them. In this blog, I will explain the tests I produced with the aim of outlining best practice for Databricks implementations for UDFs of this nature.

Scala is the native language for Spark – and without going into too much detail here, it will compile down faster to the JVM for processing. Under the hood, Python on the other hand provides a wrapper around the code but in reality is a Scala program telling the cluster what to do, and being transformed by Scala code. Converting these objects into a form Python can read is called serialisation / deserialisation, and its expensive, especially over time and across a distributed dataset. This most expensive scenario occurs through UDFs (functions) – the runtime process for which can be seen below. The overhead here is in (4) and (5) to read the data and write into JVM memory.

Click through for the results.  Looks like Python barely beat out Scala for the #1 position, but Scala was a little faster than Python in-class (e.g., the Scala program with a Scala SQL UDF was a little bit faster than the Python equivalent).

Kalman Filters With Spark And Kafka

Konur Unyelioglu goes deep into Kalman filters:

In simple terms, a Kalman filter is a theoretical model to predict the state of a dynamic system under measurement noise. Originally developed in the 1960s, the Kalman filter has found applications in many different fields of technology including vehicle guidance and control, signal processing, transportation, analysis of economic data, and human health state monitoring, to name a few (see the Kalman filter Wikipedia page for a detailed discussion). A particular application area for the Kalman filter is signal estimation as part of time series analysis. Apache Spark provides a great framework to facilitate time series stream processing. As such, it would be useful to discuss how the Kalman filter can be combined with Apache Spark.

In this article, we will implement a Kalman filter for a simple dynamic model using the Apache Spark Structured Streaming engine and an Apache Kafka data source. We will use Apache Spark version 2.3.1 (latest, as of writing this article), Java version 1.8, and Kafka version 2.0.0. The article is organized as follows: the next section gives an overview of the dynamic model and the corresponding Kalman filter; the following section will discuss the application architecture and the corresponding deployment model, and in that section we will also review the Java code comprising different modules of the application; then, we will show graphically how the Kalman filter performs by comparing the predicted variables to measured variables under random measurement noise; we’ll wrap up the article by giving concluding remarks.

This is going on my “reread carefully” list; it’s very interesting and goes deep into the topic.

Databricks Runtime 4.3 Released

Todd Greenstein announces Databricks Runtime 4.3:

In addition to the performance improvements, we’ve also added new functionality to Databricks Delta:

  • Truncate Table: with Delta you can delete all rows in a table using truncate.  It’s important to note we do not support deleting specific partitions.  Refer to the documentation for more information: Truncate Table

  • Alter Table Replace columns: Replace columns in a Databricks Delta table, including changing the comment of a column, and we support reordering of multiple columns.   Refer to the documentation for more information: Alter Table

  • FSCK Repair Table: This command allows you to Remove the file entries from the transaction log of a Databricks Delta table that can no longer be found in the underlying file system. This can happen when these files have been manually deleted.  Refer to the documentation for more information: Repair Table

  • Scaling “Merge” Operations: This release comes with experimental support for larger source tables with “Merge” operations. Please contact support if you would like to try out this feature.

Looks like a nice set of reasons to upgrade.

Using MLFlow For Binary Classification In Keras

Jules Damji walks us through classifying movie reviews as positive or negative reviews, building a neural network via Keras on MLFlow along the way:

François’s code example employs this Keras network architectural choice for binary classification. It comprises of three Dense layers: one hidden layer (16 units), one input layer (16 units), and one output layer (1 unit), as show in the diagram. “A hidden unit is a dimension in the representation space of the layer,” Chollet writes, where 16 is adequate for this problem space; for complex problems, like image classification, we can always bump up the units or add hidden layers to experiment and observe its effect on accuracy and loss metrics (which we shall do in the experiments below).

While the input and hidden layers use relu as an activation function, the final output layer uses sigmoid, to squash its results into probabilities between [0, 1]. Anything closer to 1 suggests positive, while something below 0.5 can indicate negative.

With this recommended baseline architecture, we train our base model and log all the parameters, metrics, and artifacts. This snippet code, from module models_nn.py, creates a stack of dense layers as depicted in the diagram above.

The overall accuracy is pretty good—I ran through a sample of 2K reviews from the set with Naive Bayes last night for a presentation and got 81% accuracy, so the neural network getting 93% isn’t too surprising.  Seeing the confusion matrix in this demo would have been a nice addition.

The Power Of Resilient Distributed Datasets

Ramandeep Kaur explains just how powerful Resilient Distributed Datasets are:

A fault-tolerant collection of elements that can be operated on in parallel:  “Resilient Distributed Dataset” a.k.a. RDD

RDD (Resilient Distributed Dataset) is the fundamental data structure of Apache Spark which are an immutable collection of objects which computes on the different node of the cluster. Each and every dataset in Spark RDD is logically partitioned across many servers so that they can be computed on different nodes of the cluster.

RDDs provide a restricted form of shared memory, based on coarse-grained transformations rather than fine-grained updates to shared state.

Coarse-grained transformations are those that are applied over an entire dataset. On the other hand, a fine grained transaction is one applied on smaller set, may be a single row. But with fine grained transactions you have to save the updates which can be costlier but it is flexible than a coarse grained one.

Read on for more about the fundamental data structure in Spark.

Faster User-Defined Functions In SparkR

Kevin Feasel

2018-08-20

Hadoop, R, Spark

Liang Zhang and Hossein Falaki note a major performance improvement for functions in SparkR using the latest version of the Databricks Runtime:

SparkR offers four APIs that run a user-defined function in R to a SparkDataFrame

  • dapply()
  • dapplyCollect()
  • gapply()
  • gapplyCollect()

dapply() allows you to run an R function on each partition of the SparkDataFrame and returns the result as a new SparkDataFrame, on which you may apply other transformations or actions. gapply() allows you to apply a function to each grouped partition consisting of a key and the corresponding rows in a SparkDataFrame. dapplyCollect() and gapplyCollect()are shortcuts if you want to call collect() on the result.

The following diagram illustrates the serialization and deserialization performed during the execution of the UDF. The data gets serialized twice and deserialized twice in total, all of which are row-wise.

By vectorizing data serialization and deserialization in Databricks Runtime 4.3, we encode and decode all the values of a column at once. This eliminates the primary bottleneck which row-wise serialization, and significantly improves SparkR’s UDF performance. Also, the benefit from the vectorization is more drastic for larger datasets.

It looks like they get some pretty serious gains from this change.

Last-Click Attribution With Databricks Delta

Caryl Yuhas and Denny Lee give us an example of building a last-click digital marketing attribution model with Databricks Delta:

The first thing we will need to do is to establish the impression and conversion data streams.   The impression data stream provides us a real-time view of the attributes associated with those customers who were served the digital ad (impression) while the conversion stream denotes customers who have performed an action (e.g. click the ad, purchased an item, etc.) based on that ad.

With Structured Streaming in Databricks, you can quickly plug into the stream as Databricks supports direct connectivity to Kafka (Apache KafkaApache Kafka on AWSApache Kafka on HDInsight) and Kinesis as noted in the following code snippet (this is for impressions, repeat this step for conversions)

This is definitely an interesting approach to the problem.  Check it out.

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