Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

50
Clustering with Spark Sandy Ryza / Data Science / Cloudera

description

Unsupervised Learning on Huge Data with Apache Spark Unsupervised learning refers to a branch of algorithms that try to find structure in unlabeled data. Spark’s MLLib module contains implementations of several unsupervised learning algorithms that scale to large datasets. In this talk, we’ll discuss how to use and implement large-scale machine learning algorithms with the Spark programming model, diving into MLLib’s K-means clustering and Principal Component Analysis (PCA).

Transcript of Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Page 1: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Clustering with SparkSandy Ryza / Data Science / Cloudera

Page 2: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

● Data scientist at Cloudera● Recently lead Apache Spark development at

Cloudera● Before that, committing on Apache Hadoop● Before that, studying combinatorial

optimization and distributed systems at Brown

Me

Page 3: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Sometimes you find yourself with lots of stuff

Page 4: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Large Scale Learning

Page 5: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Network Packets

Page 6: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Detect Network Intrusions

Page 7: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Credit Card Transactions

Page 8: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Detect Fraud

Page 9: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Movie Viewings

Page 10: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Recommend Movies

Page 11: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Unsupervised Learning

● Learn hidden structure of your data● Interpret new data as it relates to this

structure

Page 12: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 13: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 14: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Two Main Problems

● Designing a system for processing huge data in parallel

● Taking advantage of it with algorithms that work well in parallel

Page 15: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

CONFIDENTIAL - RESTRICTED*

MapReduce

Map Map Map Map Map Map Map Map Map Map Map Map

Reduce Reduce Reduce Reduce

Key advances by MapReduce:

•Data Locality: Automatic split computation and launch of mappers appropriately

•Fault tolerance: Write out of intermediate results and restartable mappers meant ability to run on commodity hardware

•Linear scalability: Combination of locality + programming model that forces developers to write generally scalable solutions to problems

Page 16: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

CONFIDENTIAL - RESTRICTED*

MapReduce

Map Map Map Map Map Map Map Map Map Map Map Map

Reduce Reduce Reduce Reduce

Limitations of MapReduce

•Each job reads data from HDFS

•No concept of a session

•Jobs are rigin map-then-reduce

Page 17: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

CONFIDENTIAL - RESTRICTED*

Spark is a general purpose computation framework geared towards massive data - more flexible than MapReduce

Extra properties:•Leverages distributed memory•Full Directed Graph expressions for data parallel computations•Improved developer experience

Yet retains:Linear scalability, Fault-tolerance and Data-Locality

Page 18: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

RDDs

bigfile.txt lines

val lines = sc.textFile (“bigfile.txt”)

numbers

Partition

Partition

Partition

Partition

Partition

Partition

HDFS

sum

Driver

val numbers = lines.map ((x) => x.toDouble) numbers.sum()

Page 19: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

RDDs

bigfile.txt lines

val lines = sc.textFile (“bigfile.txt”)

numbers

Partition

Partition

Partition

Partition

Partition

Partition

HDFS

sum

Driver

val numbers = lines.map ((x) => x.toInt) numbers.cache()

.sum()

Page 20: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

numbers.sum()

bigfile.txt lines numbers

Partition

Partition

Partition

sum

Driver

Page 21: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Spark MLlib

Discrete Continuous

Supervised Classification● Logistic regression (and

regularized variants)● Linear SVM● Naive Bayes● Random Decision Forests

(soon)

Regression● Linear regression (and

regularized variants)

Unsupervised Clustering● K-means

Dimensionality reduction, matrix factorization

● Principal component analysis / singular value decomposition

● Alternating least squares

Page 22: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Spark MLlib

Discrete Continuous

Supervised Classification● Logistic regression (and

regularized variants)● Linear SVM● Naive Bayes● Random Decision Forests

(soon)

Regression● Linear regression (and

regularized variants)

Unsupervised Clustering

● K-meansDimensionality reduction, matrix factorization

● Principal component analysis / singular value decomposition

● Alternating least squares

Page 23: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 24: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 25: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Using it

val data = sc.textFile("kmeans_data.txt")

val parsedData = data.map( _.split(' ').map(_.toDouble))

// Cluster the data into two classes using KMeans

val numIterations = 20

val numClusters = 2

val clusters = KMeans.train(parsedData, numClusters,

numIterations)

Page 26: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

K-Means

● Choose some initial centers● Then alternate between two steps:

○ Assign each point to a cluster based on existing centers

○ Recompute cluster centers from the points in each cluster

Page 27: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 28: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 29: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 30: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 31: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 32: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

K-Means - very parallelizable

● Alternate between two steps:○ Assign each point to a cluster based on

existing centers■ Process each data point independently

○ Recompute cluster centers from the points in each cluster■ Average across partitions

Page 33: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

// Find the sum and count of points mapping to each center

val totalContribs = data.mapPartitions { points =>

val k = centers.length

val dims = centers(0).vector.length

val sums = Array.fill(k)(BDV.zeros[Double](dims).asInstanceOf[BV[Double]])

val counts = Array.fill(k)(0L)

points.foreach { point =>

val (bestCenter, cost) = KMeans.findClosest(centers, point)

costAccum += cost

sums(bestCenter) += point.vector

counts(bestCenter) += 1

}

val contribs = for (j <- 0 until k) yield {

(j, (sums(j), counts(j)))

}

contribs.iterator

}.reduceByKey(mergeContribs).collectAsMap()

Page 34: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

// Update the cluster centers and costs

var changed = false

var j = 0

while (j < k) {

val (sum, count) = totalContribs(j)

if (count != 0) {

sum /= count.toDouble

val newCenter = new BreezeVectorWithNorm(sum)

if (KMeans.fastSquaredDistance(newCenter, centers(j)) > epsilon * epsilon) {

changed = true

}

centers(j) = newCenter

}

j += 1

}

if (!changed) {

logInfo("Run " + run + " finished in " + (iteration + 1) + " iterations")

}

cost = costAccum.value

Page 35: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 36: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

The Problem

● K-Means is very sensitive to initial set of center points chosen.

● Best existing algorithm for choosing centers is highly sequential.

Page 37: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 38: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

K-Means++

● Start with random point from dataset● Pick another one randomly, with probability

proportional to distance from the closest already chosen

● Repeat until initial centers chosen

Page 39: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

K-Means++

● Initial cluster has expected bound of O(log k) of optimum cost

Page 40: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

K-Means++

● Requires k passes over the data

Page 41: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

K-Means||

● Do only a few (~5) passes● Sample m points on each pass● Oversample● Run K-Means++ on sampled points to find

initial centers

Page 42: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 43: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 44: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 45: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 46: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 47: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 48: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL
Page 49: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL

Then on the full data...

Page 50: Sandy Ryza – Software Engineer, Cloudera at MLconf ATL