Scalable Data Science and Deep Learning with H2O
- 1. SCALABLE DATA SCIENCE AND DEEP LEARNING WITH H2O Arno Candel, H2O.ai O P E N D A T A S C I E N C E C O N F E R E N C E_ BOSTON 2015 @opendatasci
- 2. H2O.ai Machine Intelligence Who Am I? Arno Candel Chief Architect, Physicist & Hacker at H2O.ai PhD Physics, ETH Zurich 2005 10+ yrs Supercomputing (HPC) 6 yrs at SLAC (Stanford Lin. Accel.) 3.5 yrs Machine Learning 1.5 yrs at H2O.ai Fortune Magazine Big Data All Star 2014 Follow me @ArnoCandel 2
- 3. H2O.ai Machine Intelligence Outline • Introduction • H2O Deep Learning Architecture • Live Demos: Flow GUI - Airline Dataset R - MNIST World Record + Anomaly Detection Flow GUI - Higgs Boson Classification Sparkling Water - Chicago Crime Prediction iPython - CitiBike Demand Prediction Scoring Engine - Million Songs Classification • Outlook 3
- 4. H2O.ai Machine Intelligence See All Demos In Full Tomorrow! 4 http://www.meetup.com/bostonml/events/222464750/
- 5. H2O.ai Machine Intelligence In-Memory ML Distributed Open Source APIs 5 Memory-Efficient Data Structures Cutting-Edge Algorithms Use all your Data (No Sampling) Accuracy with Speed and Scale Ownership of Methods - Apache V2 Easy to Deploy: Bare, Hadoop, Spark, etc. Java, Scala, R, Python, JavaScript, JSON NanoFast Scoring Engine (POJO) H2O - Product Overview
- 6. H2O.ai Machine Intelligence 25,000 commits / 3yrs H2O World Conference 2014 Team Work @ H2O.ai 6 Join H2O World 2015!
- 7. H2O.ai Machine Intelligence 103 634 2789 463 2,887 13,237 Companies Users Mar 2014 July 2014 Mar 2015 Active Users 150+ 7 Strong Community & Growth 5/25/15 @kdnuggets t.co/4xSgleSIdY
- 8. H2O.ai Machine Intelligence 8 HDFS S3 SQL NoSQL Classification Regression Feature Engineering Distributed In-Memory Map Reduce/Fork Join Columnar Compression GLM, Deep Learning K-Means, PCA, NB, Cox Random Forest / GBM Ensembles Fast Modeling Engine Streaming Nano Fast Java Scoring Engines (POJO code generation) Matrix Factorization Clustering Munging Unsupervised Supervised Accuracy with Speed and Scale Most code is written in-house from scratch
- 9. H2O.ai Machine Intelligence 9 Ad Optimization (200% CPA Lift with H2O) P2B Model Factory (60k models, 15x faster with H2O than before) Fraud Detection (11% higher accuracy with H2O Deep Learning - saves millions) …and many large insurance and financial services companies! Real-time marketing (H2O is 10x faster than anything else) Actual Customer Use Cases
- 11. H2O.ai Machine Intelligence 11 Airline Data: Predict Delayed Departure Predict dep. delay Y/N 116M rows 31 colums 12 GB CSV 4 GB compressed 20 years of domestic airline flight data
- 12. H2O.ai Machine Intelligence 12 Results in Seconds on Big Data Logistic Regression: ~20s elastic net, alpha=0.5, lambda=1.379e-4 (auto) Deep Learning: ~70s 4 hidden ReLU layers of 20 neurons, 2 epochs 8-node EC2 cluster: 64 virtual cores, 1GbE Year, Month, Sched. Dep. Time have non-linear impact Chicago, Atlanta, Dallas: often delayed All cores maxed out +9% AUC +--+++
- 13. H2O.ai Machine Intelligence Multi-layer feed-forward Neural Network Trained with back-propagation (SGD, ADADELTA) + distributed processing for big data (fine-grain in-memory MapReduce on distributed data) + multi-threaded speedup (async fork/join worker threads operate at FORTRAN speeds) + smart algorithms for fast & accurate results (automatic standardization, one-hot encoding of categoricals, missing value imputation, weight & bias initialization, adaptive learning rate, momentum, dropout/l1/L2 regularization, grid search, N-fold cross-validation, checkpointing, load balancing, auto-tuning, model averaging, etc.) = powerful tool for (un)supervised machine learning on real-world data 13 H2O Deep Learning all 320 cores maxed out
- 14. H2O.ai Machine Intelligence threads: async 14 H2O Deep Learning Architecture K-V K-V HTTPD HTTPD nodes/JVMs: sync communication w w w w w w w w1 w3 w2 w4 w2+w4 w1+w3 w* = (w1+w2+w3+w4)/4 map: each node trains a copy of the weights and biases with (some* or all of) its local data with asynchronous F/J threads initial model: weights and biases w updated model: w* H2O in-memory non- blocking hash map: K-V store reduce: model averaging: average weights and biases from all nodes, speedup is at least #nodes/ log(#rows) http://arxiv.org/abs/1209.4129 Keep iterating over the data (“epochs”), score at user-given times Query & display the model via JSON, WWW 2 2 4 31 1 1 1 4 3 2 1 2 1 i *auto-tuned (default) or user- specified number of rows per MapReduce iteration Main Loop:
- 15. H2O.ai Machine Intelligence 15 H2O Deep Learning beats MNIST MNIST: Handwritten digits: 28^2=784 gray-scale pixel values full run: 10 hours on 10-node cluster 2 hours on desktop gets to 0.9% test set error Just supervised training on original 60k/10k dataset: No data augmentation No distortions No convolutions No pre-training No ensemble 0.83% test set error: current world record 1-liner: call h2o.deeplearning() in R
- 16. H2O.ai Machine Intelligence 16 Unsupervised Anomaly Detection The good The bad The ugly Try it yourself! Auto-Encoder learns “Compressed Identity”
- 17. H2O.ai Machine Intelligence 17 Images courtesy CERN / LHC Higgs vs Background Large Hadron Collider: Largest experiment of mankind! $13+ billion, 16.8 miles long, 120 MegaWatts, -456F, 1PB/day, etc. Higgs boson discovery (July ’12) led to 2013 Nobel prize! Higgs Boson - Classification Problem
- 18. H2O.ai Machine Intelligence 18 UCI Higgs Dataset: 11M rows, 29 cols C2-C22: 21 low-level features (detector data) 7 high-level features (physics formulae) Assume we don’t know Physics…
- 19. H2O.ai Machine Intelligence 19 ? ? ? Former CERN baseline for AUC: 0.733 and 0.816 H2O Algorithm low-level H2O AUC all features H2O AUC Generalized Linear Model 0.596 0.684 Random Forest 0.764 0.840 Gradient Boosted Trees 0.753 0.839 Neural Net 1 hidden layer 0.760 0.830 H2O Deep Learning ? add derived features Deep Learning for Higgs Detection? Q: Can Deep Learning learn Physics for us?
- 20. H2O.ai Machine Intelligence 20 EC2 Demo Cluster: 8 nodes, 64 cores H2O Deep Learning: Expect good cluster utilization :)
- 21. H2O.ai Machine Intelligence 21 Deep DL model on low-level features only valid 500k rows test 500k rows train 10M rows H2O Deep Learning Higgs Demo H2O: same results as Nature paper Deep Learning just learned Particle Physics! 8 EC2 nodes: AUC = 0.86 after 100 mins AUC = 0.87+ overnight
- 22. H2O.ai Machine Intelligence 22 http://www.slideshare.net/0xdata/crime-deeplearningkey http://www.datanami.com/2015/05/07/what-police-can-learn-from-deep-learning/ H2O Deep Learning in the News Alex, Michal, et al.
- 23. H2O.ai Machine Intelligence 23 Weather + Census + Crime Data
- 24. H2O.ai Machine Intelligence 24 Spark + H2O = Sparkling Water
- 25. H2O.ai Machine Intelligence 25 Sparkling Water Demo Instructions at h2o.ai/download
- 26. H2O.ai Machine Intelligence 26 Parse & Munge with H2O, Convert to RDD H2O Parser: Robust & Fast Simple Column Selection
- 27. H2O.ai Machine Intelligence 27 Parse & Munge with H2O, Convert to RDD Munging: Date Manipulations Conversion to DataFrame
- 28. H2O.ai Machine Intelligence 28 Join RDDs with SQL, Convert to H2O Spark SQL Query Execution Convert back to H2OFrame Split into Train 80% / Test 20%
- 29. H2O.ai Machine Intelligence 29 Build H2O Deep Learning Model Train a H2O Deep Learning Model on Data obtained by Spark SQL Query Predict whether Arrest will be made with AUC of 0.90+
- 30. H2O.ai Machine Intelligence 30 Visualize Results with Flow Using Flow to interactively plot Arrest Rate (blue) vs Relative Occurrence (red) per crime type.
- 31. H2O.ai Machine Intelligence 31 Predict Rental Bike Demand in NYC Cliff et al.
- 32. H2O.ai Machine Intelligence iPython Notebook Demo 32 Group-By Aggregation
- 33. H2O.ai Machine Intelligence iPython Notebook Demo 33 Model Building And Scoring 91% AUC baseline
- 34. H2O.ai Machine Intelligence 34 Joining Bikes-Per-Day with Weather
- 35. H2O.ai Machine Intelligence 35 Improved Models with Weather Data 93% AUC after joining bike and weather data
- 36. H2O.ai Machine Intelligence 36 Example: First GBM tree Fast and easy path to Production (batch or real-time)! POJO Scoring Engine Standalone Java scoring code is auto-generated! Note: no heap allocation, pure decision-making
- 37. H2O.ai Machine Intelligence More Info in H2O Booklets https://leanpub.com/u/h2oai http://learn.h2o.ai 37
- 38. H2O.ai Machine Intelligence 38 Kaggle - H2O Starter Scripts
- 39. H2O.ai Machine Intelligence 39 Kaggle - Active H2O Community 18k+ views in 2 weeks
- 40. H2O.ai Machine Intelligence 40 Hyper-Parameter Tuning 93 numerical features 9 output classes 62k training set rows 144k test set rows Ensemble of H2O DL + GBM => Top 10% R script by DataGeek
- 41. H2O.ai Machine Intelligence 41 Mastering Kaggle with H2O DL + GBM GBM GBM + GLM DRF + GLM Stay tuned: Kaggle Master @Mark_A_Landry recently joined H2O as Competitive Data Scientist! www.meetup.com/Silicon- Valley-Big-Data-Science/ events/222303884/
- 42. H2O.ai Machine Intelligence 42 R’s data.table now in H2O!
- 43. H2O.ai Machine Intelligence Outlook - Algorithm Roadmap • Ensembles (Erin LeDell et al.) • Automated Hyper-Parameter Tuning • Convolutional Layers for Deep Learning • Natural Language Processing: tf-idf, Word2Vec, … • Generalized Low Rank Models • PCA, SVD, K-Means, Matrix Factorization • Recommender Systems And many more! 43 Public JIRAs - Join H2O!
- 44. H2O.ai Machine Intelligence Key Take-Aways H2O is an open source predictive analytics platform for data scientists and business analysts who need scalable, fast and accurate machine learning. H2O Deep Learning is ready to take your advanced analytics to the next level. Try it on your data! 44 https://github.com/h2oai H2O Google Group http://h2o.ai @h2oai Thank You!