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The workshop will illustrate a number of techniques for data modelling that help us extend our small data capabilities to the world of big data: sampling, resampling, parallelization where possible, ...

The workshop will illustrate a number of techniques for data modelling that help us extend our small data capabilities to the world of big data: sampling, resampling, parallelization where possible, etc. We will leverage the functional architecture of R and its statistical analysis prowess in small data environments using the mapreduce technique embedded in Hadoop to tackle large data analysis problems. Particular attention will be paid to the ubiquitous --but non-scalable-- logistic regression technique and its big data alternatives.

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- 1. Workshop – Hadoop + R Carlos Gil Bellosta
- 2. Big Data Analytics Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Big Data Analytics R & Hadoop Counting (& Graphics) Graphics & big data Let’s count... hexagons Carlos J. Gil Bellosta Details of mapreduce cgb@datanalytics.com Scoring, sampling & simulating November 2013 Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks
- 3. Big Data Analytics Table of Contents Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks 1 Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R 2 Counting (& Graphics) 3 Details of mapreduce 4 Scoring, sampling & simulating 5 Data modelling 6 Final remarks
- 4. Big Data Analytics File system: manages all about ﬁles Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Examples: diskettes, hard disks, RAIDs,... magnetic tapes! • Combination of hardware and software to hide boring activities from users: • • • • Find space to write the ﬁles Read/write ﬁles Manage fragmentation Etc. • How many devices per FS? • 1-to-1: diskettes, CD-ROMs, HDDs,... • n-to-1: partitioned HDDs,... • 1-to-n: RAIDs, Hadoop
- 5. Big Data Analytics Hadoop goodies (as a FS) Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Chuncks (large) ﬁles among machines • Replicates chunks (default, 3) • Balances data • Robust to hardware failures • It is rack aware Obviously, it requires some system to keep track of: • Which servers/racks are up/down • Where each chunk is located • ...
- 6. Big Data Analytics How to work with data in Hadoop? Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce • Provides a shell (ls, cp, etc.) • You can put/get data from your local FS to Hadoop FS • This is: • You can dump your data to your local machine • You can run your programs in your local machine • You can put results back into Hadoop • But what if the ﬁle is too large? Scoring, sampling & simulating Solution Data modelling Rather than bringing the data to the code, why not moving the code to the data? Linear Regression Logistic Regression Trees & Random Forests Final remarks One of the ways to move code to data is known as mapreduce.
- 7. Big Data Analytics Mapreduce Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Two step process: • Map: run your code on chunks all over • Reduce: reshape the output into the desired format • Hadoop manages issues: • System failures • Threads that do not return • And all (?) that made life of OpenMP, MPI, etc. users miserable • Slotted approach: mapreduce provides slots where you put the mappers/reducers code • The code is for you to provide!
- 8. Big Data Analytics What is R? Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • R is a • software package? • programming language? • environment? for data analysis and graphics. • R users are (should be?) used to the mapreduce approach: ddply(dfx, .(group, sex), summarize, mean = mean(age), sd = sd(age))
- 9. Big Data Analytics Table of Contents Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks 1 Intro to Hadoop & R 2 Counting (& Graphics) Graphics & big data Let’s count... hexagons 3 Details of mapreduce 4 Scoring, sampling & simulating 5 Data modelling 6 Final remarks
- 10. Big Data Analytics Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks Visualizing a million
- 11. Big Data Analytics Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks Fluctuation plot
- 12. Big Data Analytics Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks Table plot
- 13. Big Data Analytics Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Non-trivial counting exercise (no, we are not counting words today!) • Good visualization features for big datasets • Fits in mapreduce framework: • Map: Assigns points to hexagons • Reduce: aggregates counts on hexagons • The output is small and can be plotted locally
- 14. Big Data Analytics Table of Contents Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R 1 Intro to Hadoop & R 2 Counting (& Graphics) Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating 3 Details of mapreduce 4 Scoring, sampling & simulating 5 Data modelling Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks 6 Final remarks
- 15. Big Data Analytics Carlos J. Gil Bellosta What you see: input/output, map, reduce Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • input: • Type: text, csv, R object,... • Options: separator,... • output: similar to input • map & reduce: • Functions with (k,v) argument (k, key; v, value) • They return a k,v list • Thus, mapreduces can be chained together (the output of the ﬁrst one is the input for the second)
- 16. Big Data Analytics Carlos J. Gil Bellosta What you don’t see Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks $HADOOP jar $HADOOP_STREAMING -D stream.map.input=typedbytes -D stream.map.output=typedbytes -D stream.reduce.input=typedbytes -D stream.reduce.output=typedbytes -D mapred.reduce.tasks=0 -input /tmp/RtmpUUrNMj/file68c0185e60c -output /tmp/RtmpUUrNMj/file68c04c25d5f0 -mapper "Rscript rmr-streaming-map68c018acf680 " -file /tmp/RtmpUUrNMj/rmr-local-env68c0101c8e8a -file /tmp/RtmpUUrNMj/rmr-global-env68c03abb4080 -file /tmp/RtmpUUrNMj/rmr-streaming-map68c018acf680 -inputformat org.apache.hadoop.streaming.AutoInputFormat -outputformat org.apache.hadoop.mapred.SequenceFileOutputForm
- 17. Big Data Analytics Table of Contents Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R 1 Intro to Hadoop & R 2 Counting (& Graphics) Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating 3 Details of mapreduce 4 Scoring, sampling & simulating 5 Data modelling Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks 6 Final remarks
- 18. Big Data Analytics Scoring Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Externals consultants build a model (using R and small data) • Models in R should have a predict method • You can then score your huge database (in batch) • No need to rewrite the model into your systems!
- 19. Big Data Analytics The case for sampling Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Sampling works! • Sampled datasets can be used to build small data models • You can use R (& mapreduce) to sample data, but you better not
- 20. Big Data Analytics Carlos J. Gil Bellosta Running simulations on Hadoop Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Some (many?) people say it is not the right tool • You need input data, but simulations often not • You want to control the number of mappers (which run your simulations) • Still mapreduce is nice for simulations... • ... so let and old dog try its dirty trick!
- 21. Big Data Analytics Table of Contents Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks 1 Intro to Hadoop & R 2 Counting (& Graphics) 3 Details of mapreduce 4 Scoring, sampling & simulating 5 Data modelling Linear Regression Logistic Regression Trees & Random Forests 6 Final remarks
- 22. Big Data Analytics Linear regression can be parallelized Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Simple linear regression: y ∼ α + βx Counting (& Graphics) Graphics & big data Let’s count... hexagons ˆ β= Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks = n ¯ ¯ i=1 (xi − x )(yi − y ) = n (xi − x )2 ¯ i=1 n n n 1 i=1 xi yi − n i=1 xi j=1 yj n 2 ) − 1 ( n x )2 i=1 (xi i=1 i n Operations are case by case!
- 23. Big Data Analytics Carlos J. Gil Bellosta Multiple linear regression Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Based on X X and X y : ˆ β = (X X )−1 X y • If X = [X1 |...|Xn ] (by blocks), then X X = i Xi Xi .
- 24. Big Data Analytics Carlos J. Gil Bellosta Can logistic regression be parallelized? Yes and no. Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Fitting logistic regression models is iterative and iterations are not parallelizable. • However, each iteration can be parallelized (these are not unlike ﬁtting linear models as before) • We will explore two big data alternatives: • Parallelize iterations using mapreduce (see http://goo.gl/ftx36r) • Split your data meaningfully and do standard logistic regression in the nodes
- 25. Big Data Analytics Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks How many bytes make knowledge? (aka the fractal nature of big data)
- 26. Big Data Analytics Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks Splitted logistic regression
- 27. Big Data Analytics Carlos J. Gil Bellosta Viable alternatives to logistic models Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • Trees • High interpretability • But unstable and tend to miss out details • Random forests • Black boxes • Superb performance • These are collections of trees that can be built in parallel • Both can be parallelized indiﬀerent ways: • Similar to partitioned logistic models above • Within training
- 28. Big Data Analytics Table of Contents Carlos J. Gil Bellosta Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R 1 Intro to Hadoop & R 2 Counting (& Graphics) Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating 3 Details of mapreduce 4 Scoring, sampling & simulating 5 Data modelling Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks 6 Final remarks
- 29. Big Data Analytics Carlos J. Gil Bellosta Forget most of what you learned today, seriously Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks • People strive to extend small data models to big data (as we did today)... • ... but is it the way to go? • Achtung microlocal structure • Small data people knows microlocal structure as outliers • Global models (linear, logistic,...) cannot (easily?) exploit microlocal structure • But the promises of big data lie precisely there • (Otherwise, just sample and you will be ﬁne) • Areas to watch for insights on big data modelling: • SNA (networks analysis) • Text analysis
- 30. Big Data Analytics Carlos J. Gil Bellosta Thank you very much and... Intro to Hadoop & R All about Hadoop Hadoop FS Hadoop & mapreduce All about R Counting (& Graphics) Graphics & big data Let’s count... hexagons Details of mapreduce Scoring, sampling & simulating Data modelling Linear Regression Logistic Regression Trees & Random Forests Final remarks ... questions?

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