Massively Parallel Processing with Procedural Python (PyData London 2014)
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Massively Parallel Processing with Procedural Python (PyData London 2014)

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The Python data ecosystem has grown beyond the confines of single machines to embrace scalability. Here we describe one of our approaches to scaling, which is already being used in production......

The Python data ecosystem has grown beyond the confines of single machines to embrace scalability. Here we describe one of our approaches to scaling, which is already being used in production systems. The goal of in-database analytics is to bring the calculations to the data, reducing transport costs and I/O bottlenecks. Using PL/Python we can run parallel queries across terabytes of data using not only pure SQL but also familiar PyData packages such as scikit-learn and nltk. This approach can also be used with PL/R to make use of a wide variety of R packages. We look at examples on Postgres compatible systems such as the Greenplum Database and on Hadoop through Pivotal HAWQ. We will also introduce MADlib, Pivotal’s open source library for scalable in-database machine learning, which uses Python to glue SQL queries to low level C++ functions and is also usable through the PyMADlib package.

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  • 1. BUILT FOR THE SPEED OF BUSINESS
  • 2. Massively Parallel Processing with Procedural Python How do we use the PyData stack in data science engagements at Pivotal? Ian Huston, @ianhuston Data Scientist, Pivotal @ianhuston © Copyright 2014 Pivotal. All rights reserved. 2013 2
  • 3. Some Links for this talk Ÿ  Simple code examples: https://github.com/ihuston/plpython_examples Ÿ  IPython notebook rendered with nbviewer: http://tinyurl.com/ih-plpython Ÿ  More info (written for PL/R but applies to PL/Python): http://gopivotal.github.io/gp-r/ Ÿ  Traffic Disruption demo (if we have time) http://ds-demo-transport.cfapps.io @ianhuston © Copyright 2014 Pivotal. All rights reserved. 3
  • 4. About Pivotal Data-Driven Application Development Pivotal Data Science Labs Cloud Application Platform Data & Analytics Platform Virtualization Cloud Storage @ianhuston © Copyright 2014 Pivotal. All rights reserved. 4
  • 5. What do our customers look like? Ÿ  Large enterprises with lots of data collected –  Work with 10s of TBs to PBs of data, structured & unstructured Ÿ  Not able to get what they want out of their data –  Old Legacy systems with high cost and no flexibility –  Response times are too slow for interactive data analysis –  Can only deal with small samples of data locally Ÿ  They want to transform into data driven enterprises @ianhuston © Copyright 2014 Pivotal. All rights reserved. 5
  • 6. Open Source is Pivotal @ianhuston © Copyright 2014 Pivotal. All rights reserved. 6
  • 7. Pivotal’s Open Source Contributions Lots more interesting small projects: •  PyMADlib – Python Wrapper for MADlib https://github.com/gopivotal/pymadlib •  PivotalR – R wrapper for MADlib http://github.com/madlib-internal/PivotalR •  Part-of-speech tagger for Twitter via SQL http://vatsan.github.io/gp-ark-tweet-nlp/ •  Pandas via psql (interactive PostgreSQL terminal) https://github.com/vatsan/pandas_via_psql @ianhuston © Copyright 2014 Pivotal. All rights reserved. 7
  • 8. Typical Engagement Tech Setup Ÿ  Platform: –  Greenplum Analytics Database (GPDB) –  Pivotal HD Hadoop Distribution + HAWQ (SQL DB on Hadoop) Ÿ  Open Source Options (http://gopivotal.com): –  Greenplum Community Edition –  Pivotal HD Community Edition (HAWQ not included) –  MADlib in-database machine learning library (http://madlib.net) Ÿ  Where Python fits in: –  PL/Python running in-database, with nltk, scikit-learn etc –  IPython for exploratory analysis –  Pandas, Matplotlib etc. @ianhuston © Copyright 2014 Pivotal. All rights reserved. 8
  • 9. PIVOTAL DATA SCIENCE TOOLKIT 1 Find Data Platforms •  Greenplum DB •  Pivotal HD •  Hadoop (other) •  SAS HPA •  AWS 2 3 Run Code Interfaces •  pgAdminIII •  psql •  psycopg2 •  Terminal •  Cygwin •  Putty •  Winscp Write Code Editing Tools •  Vi/Vim •  Emacs •  Smultron •  TextWrangler •  Eclipse •  Notepad++ •  IPython •  Sublime Languages •  SQL •  Bash scripting •  C •  C++ •  C# •  Java •  Python •  R 4 Write Code for Big Data In-Database •  SQL •  PL/Python •  PL/Java •  PL/R •  PL/pgSQL 5 Hadoop •  HAWQ •  Pig •  Hive •  Java 6 Visualization •  python-matplotlib •  python-networkx •  D3.js •  Tableau Implement Algorithms Libraries •  MADlib Java •  Mahout R •  (Too many to list!) Text •  OpenNLP •  NLTK •  GPText C++ •  opencv Show Results Python •  NumPy •  SciPy •  scikit-learn •  Pandas Programs •  Alpine Miner •  Rstudio •  MATLAB •  SAS •  Stata •  GraphViz •  Gephi •  R (ggplot2, lattice, shiny) •  Excel 7 Collaborate Sharing Tools •  Chorus •  Confluence •  Socialcast •  Github •  Google Drive & Hangouts A large and varied tool box! @ianhuston © Copyright 2014 Pivotal. All rights reserved. 9
  • 10. PL/Python @ianhuston © Copyright 2014 Pivotal. All rights reserved. 2013 10
  • 11. MPP Architectural Overview Think of it as multiple PostGreSQL servers Master Workers @ianhuston © Copyright 2014 Pivotal. All rights reserved. 11
  • 12. Data Parallelism Ÿ  Little or no effort is required to break up the problem into a number of parallel tasks, and there exists no dependency (or communication) between those parallel tasks. Ÿ  Examples: –  Measure the height of each student in a classroom (explicitly parallelizable by student) –  MapReduce –  map() function in Python @ianhuston © Copyright 2014 Pivotal. All rights reserved. 12
  • 13. User-Defined Functions (UDFs) Ÿ  PostgreSQL/Greenplum provide lots of flexibility in defining your own functions. Ÿ  Simple UDFs are SQL queries with calling arguments and return types. Definition: Execution: CREATE  FUNCTION  times2(INT)   RETURNS  INT   AS  $$          SELECT  2  *  $1   $$  LANGUAGE  sql;   SELECT  times2(1);    times2     -­‐-­‐-­‐-­‐-­‐-­‐-­‐-­‐              2   (1  row)   @ianhuston © Copyright 2014 Pivotal. All rights reserved. 13
  • 14. PL/X : X in {pgsql, R, Python, Java, Perl, C etc.} •  Allows users to write Greenplum/ PostgreSQL functions in the R/Python/ Java, Perl, pgsql or C languages SQL Master Host Ÿ  The interpreter/VM of the language ‘X’ is installed on each node of the Greenplum Database Cluster •  Data Parallelism: -  PL/X piggybacks on Greenplum’s MPP architecture Standby Master Interconnect Segment Host Segment Segment Segment Host Segment Segment Segment Host Segment Segment Segment Host Segment Segment … @ianhuston © Copyright 2014 Pivotal. All rights reserved. 14
  • 15. Intro to PL/Python Ÿ  Procedural languages need to be installed on each database used. Ÿ  Name in SQL is plpythonu, ‘u’ means untrusted so need to be superuser to install. Ÿ  Syntax is like normal Python function with function definition line replaced by SQL wrapper. Alternatively like a SQL User Defined Function with Python inside. SQL wrapper Normal Python SQL wrapper CREATE  FUNCTION  pymax  (a  integer,  b  integer)      RETURNS  integer   AS  $$      if  a  >  b:          return  a      return  b   $$  LANGUAGE  plpythonu;   @ianhuston © Copyright 2014 Pivotal. All rights reserved. 15
  • 16. Examples @ianhuston © Copyright 2014 Pivotal. All rights reserved. 2013 16
  • 17. Returning Results Ÿ  Postgres primitive types (int, bigint, text, float8, double precision, date, NULL etc.) Ÿ  Composite types can be returned by creating a composite type in the database:   CREATE  TYPE  named_value  AS  (      name    text,      value    integer   );   Ÿ  Then you can return a list, tuple or dict (not sets) which reference the same structure as the table: CREATE  FUNCTION  make_pair  (name  text,  value  integer)      RETURNS  named_value   AS  $$      return  [  name,  value  ]      #  or  alternatively,  as  tuple:  return  (  name,  value  )      #  or  as  dict:  return  {  "name":  name,  "value":  value  }      #  or  as  an  object  with  attributes  .name  and  .value   $$  LANGUAGE  plpythonu;   Ÿ  For functions which return multiple rows, prefix “setof” before the return type @ianhuston © Copyright 2014 Pivotal. All rights reserved. 17
  • 18. Returning more results You can return multiple results by wrapping them in a sequence (tuple, list or set), an iterator or a generator: Sequence Generator CREATE  FUNCTION  make_pair  (name  text)      RETURNS  SETOF  named_value   AS  $$      return  ([  name,  1  ],  [  name,  2  ],  [  name,  3])     $$  LANGUAGE  plpythonu;   CREATE  FUNCTION  make_pair  (name  text)      RETURNS  SETOF  named_value    AS  $$      for  i  in  range(3):              yield  (name,  i)     $$  LANGUAGE  plpythonu;   @ianhuston © Copyright 2014 Pivotal. All rights reserved. 18
  • 19. Accessing Packages Ÿ  On Greenplum DB: To be available packages must be installed on the individual segment nodes. –  Can use “parallel ssh” tool gpssh to conda/pip install –  Currently Greenplum DB ships with Python 2.6 (!) Ÿ  Then just import as usual inside function:     CREATE  FUNCTION  make_pair  (name  text)      RETURNS  named_value   AS  $$      import  numpy  as  np      return  ((name,i)  for  i  in  np.arange(3))   $$  LANGUAGE  plpythonu;   @ianhuston © Copyright 2014 Pivotal. All rights reserved. 19
  • 20. Benefits of PL/Python Ÿ  Easy to bring your code to the data. Ÿ  When SQL falls short leverage your Python (or R/Java/C) experience quickly. Ÿ  Apply Python across terabytes of data with minimal overhead or additional requirements. Ÿ  Results are already in the database system, ready for further analysis or storage. @ianhuston © Copyright 2014 Pivotal. All rights reserved. 20
  • 21. MADlib @ianhuston © Copyright 2014 Pivotal. All rights reserved. 2013 21
  • 22. Going Beyond Data Parallelism Ÿ  Data Parallel computation via PL/Python libraries only allow us to run ‘n’ models in parallel. Ÿ  This works great when we are building one model for each value of the group by column, but we need parallelized algorithms to be able to build a single model on all the available data Ÿ  For this, we use MADlib – an open source library of parallel in-database machine learning algorithms. @ianhuston © Copyright 2014 Pivotal. All rights reserved. 22
  • 23. MADlib: The Origin UrbanDictionary mad (adj.): an adjective used to enhance a noun. 1- dude, you got skills. 2- dude, you got mad skills •  First mention of MAD analytics was at VLDB 2009 MAD Skills: New Analysis Practices for Big Data J. Hellerstein, J. Cohen, B. Dolan, M. Dunlap, C. Welton (with help from: Noelle Sio, David Hubbard, James Marca) http://db.cs.berkeley.edu/papers/vldb09-madskills.pdf •  Open Source! https://github.com/madlib/madlib •  •  Works on Greenplum DB, PostgreSQL and also HAWQ & Impala Active development by Pivotal -  •  Latest Release: v1.4 (Nov 2013) Downloads and Docs: http://madlib.net/ •  MADlib project initiated in late 2010: Greenplum Analytics team and Prof. Joe Hellerstein @ianhuston © Copyright 2014 Pivotal. All rights reserved. 23
  • 24. MADlib Executes Algorithms In-Place MADlib User MADlib Advantages Master Processor Ø  SQL SQL SQL M M M No Data Movement Ø  M Use MPP architecture’s full compute power Ø  Use MPP architecture’s entire memory to process data sets Segment Processors @ianhuston © Copyright 2014 Pivotal. All rights reserved. 24
  • 25. MADlib In-Database Functions Descriptive Statistics Predictive Modeling Library Generalized Linear Models •  Linear Regression •  Logistic Regression •  Multinomial Logistic Regression •  Cox Proportional Hazards •  Regression •  Elastic Net Regularization •  Sandwich Estimators (Huber white, clustered, marginal effects) Matrix Factorization •  Single Value Decomposition (SVD) •  Low-Rank Machine Learning Algorithms •  Principal Component Analysis (PCA) •  Association Rules (Affinity Analysis, Market Basket) •  Topic Modeling (Parallel LDA) •  Decision Trees •  Ensemble Learners (Random Forests) •  Support Vector Machines •  Conditional Random Field (CRF) •  Clustering (K-means) •  Cross Validation Linear Systems •  Sparse and Dense Solvers Sketch-based Estimators •  CountMin (CormodeMuthukrishnan) •  FM (Flajolet-Martin) •  MFV (Most Frequent Values) Correlation Summary Support Modules Array Operations Sparse Vectors Random Sampling Probability Functions @ianhuston © Copyright 2014 Pivotal. All rights reserved. 25
  • 26. Architecture User Interface “Driver” Functions (outer loops of iterative algorithms, optimizer invocations) High-level Abstraction Layer (iteration controller, ...) RDBMS Built-in Functions SQL, generated from specification Python with templated SQL Python Functions for Inner Loops (for streaming algorithms) Low-level Abstraction Layer (matrix operations, C++ to RDBMS type bridge, …) C++ RDBMS Query Processing (Greenplum, PostgreSQL, …) @ianhuston © Copyright 2014 Pivotal. All rights reserved. 26
  • 27. How does it work ? : A Linear Regression Example Ÿ  Finding linear dependencies between variables –  y ≈ c0 + c1 · x1 + c2 · x2 ? # select y, x1, x2 Vector of dependent variables y y | x1 | x2 -------+------+----10.14 | 0 | 0.3 11.93 | 0.69 | 0.6 13.57 | 1.1 | 0.9 14.17 | 1.39 | 1.2 15.25 | 1.61 | 1.5 16.15 | 1.79 | 1.8 from unm limit 6; Design Matrix X @ianhuston © Copyright 2014 Pivotal. All rights reserved. 27
  • 28. Reminder: Linear-Regression Model •  •  If residuals i.i.d. Gaussians with standard deviation σ: –  max likelihood ⇔ min sum of squared residuals f (y | x) ∝ exp − 1 · (y − xT c)2 2σ 2 •  First-order conditions for the following quadratic objective (in c) yield the minimizer @ianhuston © Copyright 2014 Pivotal. All rights reserved. 28
  • 29. Linear Regression: Streaming Algorithm •  How to compute with a single table scan? -1 XT XT X XTX y XTy @ianhuston © Copyright 2014 Pivotal. All rights reserved. 29
  • 30. Linear Regression: Parallel Computation XT y Segment 1 T X1 y1 Segment 2 T T X T y = X 1 X2 Master T X2 y2 y1 y2 = XTy T Xi y i @ianhuston © Copyright 2014 Pivotal. All rights reserved. 30
  • 31. Demos Ÿ  We built demos to showcase our technology pipeline, using Python technology. Ÿ  Two use cases: –  Topic and Sentiment Analysis of Tweets –  London Road Traffic Disruption prediction @ianhuston © Copyright 2014 Pivotal. All rights reserved. 31
  • 32. Topic and Sentiment Analysis Pipeline Tweet Stream D3.js Stored on HDFS Topic Analysis through MADlib pLDA (gpfdist) Loaded as external tables into GPDB Parallel Parsing of JSON and extraction of fields using PL/ Python Sentiment Analysis through custom PL/Python functions @ianhuston © Copyright 2014 Pivotal. All rights reserved. 32
  • 33. Transport Disruption Prediction Pipeline Transport for London Traffic Disruption feed Pivotal Greenplum Database d3.js  &  NVD3   Interactive SVG figures Deduplication Feature Creation Modelling & Machine Learning @ianhuston © Copyright 2014 Pivotal. All rights reserved. 33
  • 34. Get in touch Feel free to contact me about PL/Python, or more generally about Data Science and opportunities available. @ianhuston ihuston @ gopivotal.com http://www.ianhuston.net @ianhuston © Copyright 2014 Pivotal. All rights reserved. 34
  • 35. BUILT FOR THE SPEED OF BUSINESS