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H2O Distributed Deep Learning by Arno Candel 071614

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Deep Learning R Vignette Documentation: https://github.com/0xdata/h2o/tree/master/docs/deeplearning/

Deep Learning has been dominating recent machine learning competitions with better predictions. Unlike the neural networks of the past, modern Deep Learning methods have cracked the code for training stability and generalization. Deep Learning is not only the leader in image and speech recognition tasks, but is also emerging as the algorithm of choice in traditional business analytics.
This talk introduces Deep Learning and implementation concepts in the open-source H2O in-memory prediction engine. Designed for the solution of enterprise-scale problems on distributed compute clusters, it offers advanced features such as adaptive learning rate, dropout regularization and optimization for class imbalance. World record performance on the classic MNIST dataset, best-in-class accuracy for eBay text classification and others showcase the power of this game changing technology. A whole new ecosystem of Intelligent Applications is emerging with Deep Learning at its core.

About the Speaker: Arno Candel

Prior to joining 0xdata as Physicist & Hacker, Arno was a founding Senior MTS at Skytree where he designed and implemented high-performance machine learning algorithms. He has over a decade of experience in HPC with C++/MPI and had access to the world's largest supercomputers as a Staff Scientist at SLAC National Accelerator Laboratory where he participated in US DOE scientific computing initiatives. While at SLAC, he authored the first curvilinear finite-element simulation code for space-charge dominated relativistic free electrons and scaled it to thousands of compute nodes.
He also led a collaboration with CERN to model the electromagnetic performance of CLIC, a ginormous e+e- collider and potential successor of LHC. Arno has authored dozens of scientific papers and was a sought-after academic conference speaker. He holds a PhD and Masters summa cum laude in Physics from ETH Zurich.

- Powered by the open source machine learning software H2O.ai. Contributors welcome at: https://github.com/h2oai
- To view videos on H2O open source machine learning software, go to: https://www.youtube.com/user/0xdata

Published in: Software
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H2O Distributed Deep Learning by Arno Candel 071614

  1. 1. Deep Learning with H2O ! 0xdata, H2O.ai
 Scalable In-Memory Machine Learning ! Hadoop User Group, Chicago, 7/16/14 Arno Candel
  2. 2. Who am I? PhD in Computational Physics, 2005
 from ETH Zurich Switzerland ! 6 years at SLAC - Accelerator Physics Modeling 2 years at Skytree, Inc - Machine Learning 7 months at 0xdata/H2O - Machine Learning ! 15 years in HPC, C++, MPI, Supercomputing @ArnoCandel
  3. 3. H2O Deep Learning, @ArnoCandel Outline Intro & Live Demo (5 mins) Methods & Implementation (20 mins) Results & Live Demos (25 mins) MNIST handwritten digits text classification Weather prediction Q & A (10 mins) 3
  4. 4. H2O Deep Learning, @ArnoCandel Distributed in-memory math platform 
 ➔ GLM, GBM, RF, K-Means, PCA, Deep Learning
 Easy to use SDK / API
 ➔ Java, R, Scala, Python, JSON, Browser-based GUI ! Businesses can use ALL of their data (w or w/o Hadoop)
 ➔ Modeling without Sampling
 
 Big Data + Better Algorithms 
 ➔ Better Predictions H2O Open Source in-memory
 Prediction Engine for Big Data 4
  5. 5. H2O Deep Learning, @ArnoCandel About H20 (aka 0xdata) Pure Java, Apache v2 Open Source Join the www.h2o.ai/community! 5 +1 Cyprien Noel for prior work
  6. 6. H2O Deep Learning, @ArnoCandel Customer Demands for Practical Machine Learning 6 Requirements Value In-Memory Fast (Interactive) Distributed Big Data (No Sampling) Open Source Ownership of Methods API / SDK Extensibility H2O was developed by 0xdata to meet these requirements
  7. 7. H2O Deep Learning, @ArnoCandel H2O Integration H2O HDFS HDFS HDFS YARN Hadoop MR R ScalaJSON Python Standalone Over YARN On MRv1 7 H2O H2O Java
  8. 8. H2O Deep Learning, @ArnoCandel H2O Architecture Distributed
 In-Memory K-V store Col. compression Machine Learning Algorithms R Engine Nano fast Scoring Engine Prediction Engine Memory manager e.g. Deep Learning 8 MapReduce
  9. 9. H2O Deep Learning, @ArnoCandel H2O - The Killer App on Spark 9 http://databricks.com/blog/2014/06/30/ sparkling-water-h20-spark.html
  10. 10. H2O Deep Learning, @ArnoCandel 10 John Chambers (creator of the S language, R-core member) names H2O R API in top three promising R projects H2O R CRAN package
  11. 11. H2O Deep Learning, @ArnoCandel H2O + R = Happy Data Scientist 11 Machine Learning on Big Data with R:
 Data resides on the H2O cluster!
  12. 12. H2O Deep Learning, @ArnoCandel H2O Deep Learning in Action Train: 60,000 rows 784 integer columns 10 classes Test: 10,000 rows 784 integer columns 10 classes 12 MNIST = Digitized handwritten digits database (Yann LeCun) Live Demo Build a H2O Deep Learning model on MNIST train/test data Data: 28x28=784 pixels with (gray-scale) values in 0…255 Yann LeCun: “Yet another advice: don't get fooled by people who claim to have a solution to Artificial General Intelligence. Ask them what error rate they get on MNIST or ImageNet.”
  13. 13. H2O Deep Learning, @ArnoCandel Wikipedia:
 Deep learning is a set of algorithms in machine learning that attempt to model high-level abstractions in data by using architectures composed of multiple 
 non-linear transformations. What is Deep Learning? Example: Input data
 (image) Prediction (who is it?) 13 Facebook's DeepFace (Yann LeCun) recognises faces as well as humans
  14. 14. H2O Deep Learning, @ArnoCandel Deep Learning is Trending 20132012 Google trends 2011 14 Businesses are using
 Deep Learning techniques! Google Brain (Andrew Ng, Jeff Dean & Geoffrey Hinton) ! FBI FACE: $1 billion face recognition project ! Chinese Search Giant Baidu Hires Man Behind the “Google Brain” (Andrew Ng)
  15. 15. H2O Deep Learning, @ArnoCandel Deep Learning History slides by Yan LeCun (now Facebook) 15 Deep Learning wins competitions AND
 makes humans, businesses and machines (cyborgs!?) smarter
  16. 16. H2O Deep Learning, @ArnoCandel What is NOT Deep Linear models are not deep (by definition) ! Neural nets with 1 hidden layer are not deep (no feature hierarchy) ! SVMs and Kernel methods are not deep (2 layers: kernel + linear) ! Classification trees are not deep (operate on original input space) 16
  17. 17. H2O Deep Learning, @ArnoCandel 1970s multi-layer feed-forward Neural Network (supervised learning with stochastic gradient descent using back-propagation) ! + distributed processing for big data (H2O in-memory MapReduce paradigm on distributed data) ! + multi-threaded speedup (H2O Fork/Join worker threads update the model asynchronously) ! + smart algorithms for accuracy (weight initialization, adaptive learning, momentum, dropout, regularization) ! = Top-notch prediction engine! Deep Learning in H2O 17
  18. 18. H2O Deep Learning, @ArnoCandel “fully connected” directed graph of neurons age income employment married single Input layer Hidden layer 1 Hidden layer 2 Output layer 3x4 4x3 3x2#connections information flow input/output neuron hidden neuron 4 3 2#neurons 3 Example Neural Network 18
  19. 19. H2O Deep Learning, @ArnoCandel age income employment yj = tanh(sumi(xi*uij)+bj) uij xi yj per-class probabilities
 sum(pl) = 1 zk = tanh(sumj(yj*vjk)+ck) vjk zk pl pl = softmax(sumk(zk*wkl)+dl) wkl softmax(xk) = exp(xk) / sumk(exp(xk)) “neurons activate each other via weighted sums” Prediction: Forward Propagation activation function: tanh alternative:
 x -> max(0,x) “rectifier” pl is a non-linear function of xi: can approximate ANY function with enough layers! bj, ck, dl: bias values
 (indep. of inputs) 19 married single
  20. 20. H2O Deep Learning, @ArnoCandel age income employment xi Automatic standardization of data
 xi: mean = 0, stddev = 1 ! horizontalize categorical variables, e.g. {full-time, part-time, none, self-employed} 
 ->
 {0,1,0} = part-time, {0,0,0} = self-employed Automatic initialization of weights ! Poor man’s initialization: random weights wkl ! Default (better): Uniform distribution in
 +/- sqrt(6/(#units + #units_previous_layer)) Data preparation & Initialization Neural Networks are sensitive to numerical noise,
 operate best in the linear regime (not saturated) 20 married single wkl
  21. 21. H2O Deep Learning, @ArnoCandel Mean Square Error = (0.22 + 0.22)/2 “penalize differences per-class” ! Cross-entropy = -log(0.8) “strongly penalize non-1-ness” Training: Update Weights & Biases Stochastic Gradient Descent: Update weights and biases via gradient of the error (via back-propagation): For each training row, we make a prediction and compare with the actual label (supervised learning): married10.8 predicted actual Objective: minimize prediction error (MSE or cross-entropy) w <— w - rate * ∂E/∂w 1 21 single00.2 E w rate
  22. 22. H2O Deep Learning, @ArnoCandel Backward Propagation 
 ! ∂E/∂wi = ∂E/∂y * ∂y/∂net * ∂net/∂wi = ∂(error(y))/∂y * ∂(activation(net))/∂net * xi Backprop: Compute ∂E/∂wi via chain rule going backwards wi net = sumi(wi*xi) + b xi E = error(y) y = activation(net) How to compute ∂E/∂wi for wi <— wi - rate * ∂E/∂wi ? Naive: For every i, evaluate E twice at (w1,…,wi±∆,…,wN)… Slow! 22
  23. 23. H2O Deep Learning, @ArnoCandel H2O Deep Learning Architecture K-V K-V HTTPD HTTPD nodes/JVMs: sync threads: async 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 atomic in-memory
 K-V store reduce:
 model averaging: average weights and biases from all nodes, speedup is at least #nodes/log(#rows) arxiv:1209.4129v3 Keep iterating over the data (“epochs”), score from time to time Query & display the model via JSON, WWW 2 2 431 1 1 1 4 3 2 1 2 1 i *user can specify the number of total rows per MapReduce iteration 23
  24. 24. H2O Deep Learning, @ArnoCandel Adaptive learning rate - ADADELTA (Google)
 Automatically set learning rate for each neuron based on its training history Grid Search and Checkpointing
 Run a grid search to scan many hyper- parameters, then continue training the most promising model(s) Regularization
 L1: penalizes non-zero weights
 L2: penalizes large weights
 Dropout: randomly ignore certain inputs 24 “Secret” Sauce to Higher Accuracy
  25. 25. H2O Deep Learning, @ArnoCandel Detail: Adaptive Learning Rate ! Compute moving average of ∆wi 2 at time t for window length rho: ! E[∆wi 2]t = rho * E[∆wi 2]t-1 + (1-rho) * ∆wi 2 ! Compute RMS of ∆wi at time t with smoothing epsilon: ! RMS[∆wi]t = sqrt( E[∆wi 2]t + epsilon ) Adaptive annealing / progress: Gradient-dependent learning rate, moving window prevents “freezing” (unlike ADAGRAD: no window) Adaptive acceleration / momentum: accumulate previous weight updates, but over a window of time RMS[∆wi]t-1 RMS[∂E/∂wi]t rate(wi, t) = Do the same for ∂E/∂wi, then obtain per-weight learning rate: cf. ADADELTA paper 25
  26. 26. H2O Deep Learning, @ArnoCandel Detail: Dropout Regularization 26 Training: For each hidden neuron, for each training sample, for each iteration, ignore (zero out) a different random fraction p of input activations. ! age income employment married single X X X Testing: Use all activations, but reduce them by a factor p (to “simulate” the missing activations during training). cf. Geoff Hinton's paper
  27. 27. H2O Deep Learning, @ArnoCandel MNIST: digits classification Standing world record: Without distortions or convolutions, the best-ever published error rate on test set: 0.83% (Microsoft) 27 Time to check in on the demo! Let’s see how H2O did in the past 20 minutes!
  28. 28. H2O Deep Learning, @ArnoCandel Frequent errors: confuse 2/7 and 4/9 H2O Deep Learning on MNIST: 0.87% test set error (so far) 28 test set error: 1.5% after 10 mins 1.0% after 1.5 hours
 0.87% after 4 hours World-class results! No pre-training No distortions No convolutions No unsupervised training Running on 4 nodes with 16 cores each
  29. 29. H2O Deep Learning, A. Candel Weather Dataset 29 Predict “RainTomorrow” from Temperature, Humidity, Wind, Pressure, etc.
  30. 30. H2O Deep Learning, A. Candel Live Demo: Weather Prediction Interactive ROC curve with real-time updates 30 3 hidden Rectifier layers, Dropout, 
 L1-penalty 12.7% 5-fold cross-validation error is at least as good as GBM/RF/GLM models 5-fold cross validation
  31. 31. H2O Deep Learning, @ArnoCandel Live Demo: Grid Search How did I find those parameters? Grid Search!
 (works for multiple hyper parameters at once) 31 Then continue training the best model
  32. 32. H2O Deep Learning, @ArnoCandel Use Case: Text Classification Goal: Predict the item from seller’s text description 32 Train: 578,361 rows 8,647 cols 467 classes Test: 64,263 rows 8,647 cols 143 classes “Vintage 18KT gold Rolex 2 Tone in great condition” Data: Binary word vector 0,0,1,0,0,0,0,0,1,0,0,0,1,…,0 vintagegold condition Let’s see how H2O does on the ebay dataset!
  33. 33. H2O Deep Learning, @ArnoCandel Out-Of-The-Box: 11.6% test set error after 10 epochs! Predicts the correct class (out of 143) 88.4% of the time! 33 Note 2: No tuning was done
 (results are for illustration only) Train: 578,361 rows 8,647 cols 467 classes Test: 64,263 rows 8,647 cols 143 classes Note 1: H2O columnar-compressed in-memory store only needs 60 MB to store 5 billion values (dense CSV needs 18 GB) Use Case: Text Classification
  34. 34. H2O Deep Learning, @ArnoCandel Parallel Scalability (for 64 epochs on MNIST, with “0.87%” parameters) 34 Speedup 0.00 10.00 20.00 30.00 40.00 1 2 4 8 16 32 63 H2O Nodes (4 cores per node, 1 epoch per node per MapReduce) 2.7 mins Training Time 0 25 50 75 100 1 2 4 8 16 32 63 H2O Nodes in minutes
  35. 35. H2O Deep Learning, @ArnoCandel Tips for H2O Deep Learning ! General: More layers for more complex functions (exp. more non-linearity) More neurons per layer to detect finer structure in data (“memorizing”) Add some regularization for less overfitting (smaller validation error) Do a grid search to get a feel for convergence, then continue training. Try Tanh first, then Rectifier, try max_w2 = 50 and/or L1=1e-5. Try Dropout (input: 20%, hidden: 50%) with test/validation set after finding good parameters for convergence on training set. Distributed: More training samples per iteration: faster, but less accuracy? With ADADELTA: Try epsilon = 1e-4,1e-6,1e-8,1e-10, rho = 0.9,0.95,0.99 Without ADADELTA: Try rate = 1e-4…1e-2, rate_annealing = 1e-5…1e-8, momentum_start = 0.5, momentum_stable = 0.99,
 momentum_ramp = 1/rate_annealing. Try balance_classes = true for imbalanced classes. Use force_load_balance and replicate_training_data for small datasets. 35
  36. 36. H2O Deep Learning, @ArnoCandel 36 … and more docs coming soon! Draft All parameters are available from R… H2O brings Deep Learning to R
  37. 37. H2O Deep Learning, @ArnoCandel POJO Model Export for Production Scoring 37 Plain old Java code is auto-generated to take your H2O Deep Learning models into production!
  38. 38. H2O Deep Learning, @ArnoCandel Deep Learning Auto-Encoders for Anomaly Detection 38 Toy example:
 Find anomaly in ECG heart beat data. First, train a model on what’s “normal”:
 20 time-series samples of 210 data points each Deep Auto-Encoder:
 Learn low-dimensional non-linear “structure” of the data that allows to reconstruct the orig. data Also for categorical data!
  39. 39. H2O Deep Learning, @ArnoCandel Deep Learning Auto-Encoders for Anomaly Detection 39 Test set with anomaly Test set prediction is reconstruction, looks “normal” Found anomaly! large reconstruction error Model of what’s “normal” + =>
  40. 40. H2O Deep Learning, @ArnoCandel H2O Steam: Scoring Platform 40
  41. 41. H2O Deep Learning, @ArnoCandel H2O Steam: More Coming Soon! 41
  42. 42. H2O Deep Learning, @ArnoCandel Key Take-Aways H2O is a distributed in-memory data science platform. It was designed for high-performance machine learning applications on big data. ! H2O Deep Learning is ready to take your advanced analytics to the next level - Try it on your data! ! Join our Community and Meetups! git clone https://github.com/0xdata/h2o http://docs.0xdata.com www.h2o.ai/community @hexadata 42

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