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Use Case: UberEATS ETD Prediction
5
●
○
●
○
●
○
●
○
○
●
○
HADOOP / YARN (Batch)
HADOOP / YARN (Batch)
Hive
Feature Store
NETWORK (Realtime)
HADOOP / YARN (Batch)
Cassandra
Feature Store
Hive
Feature Store
Real-time
prediction
Training
Use Case: UberEATS ETD ML Pipeline
Hive
11
Feature
store
Model
Training
Model
UberEATS
App
Model
Performance
ETD
Problems
• Hard to figure out good features
• Hard to build the pipelines to generate features
• Can’t compute some features in real time
Solution: DSL and Feature Store
● Database of curated and crowd-sourced features
● Make it easy to use and transform these features in ML projects
● Make it easy to discover new useful features
● Batch and realtime serving
Data Pipeline For Predictions
Feature
DSL
Transformed
Features
Basis
Features
ML Model PredictionsData Lake
Spark or
SQL
Data Pipeline For Predictions w/ Feature Palette
Feature Store
Feature
DSL
Transforme
d Features
Basis
Features
ML Model PredictionsData Lake
Spark or
SQL
Use Case: UberEATS ETD Model Details
15
Feature
store
Model: GBT
RegressionUberEATS
App
ETD
● restaurant features
○ location, avg prep-time, avg delivery time,
avg demand during lunch ...
● contextual features
○ time of day, day of week, ...
● order features
○ #items, total cost, ...
● near real-time features
○ info about the past N orders, ...
● ...
● Feature store provides aggregate features for
real-time prediction
○ These features are time-consuming to
compute in real-time
Problem
● Often you want to train a model per city
● But hard to train and manage 400+ models for a project
Solution
● Let users define partitioning scheme
● Automatically train model per partition
● Manage and deploy as single logical model
1. Define partition scheme
2. Make train / test split
3. Keep same split for each level
M
M
M M M
M
M M M
4. Train model for every node
M
M
M M
M
M M M
5. Prune bad models
M
M
M M
M
M M M
6. At prediction time, use best model for each node
Use Case: UberEATS ETD Prediction Performance
24
● Partitioned GBDT Regression Model
● Latency (measured from client)
○ p50: 7ms
○ p95: 15ms
○ p99: 20ms
Conclusion
● We present a scalable ML as a service system
● We focus on the scalability challenges and solutions
○ Feature store key to enable aggregate features for real-time prediction
■ Same API to access feature store for both batch training and real-time prediction
○ Partitioned models greatly simplifies model management and selection
■ Per city model performance often worse than global model
○ Scalable low latency real-time prediction service enables interactive user experiences
■ Load balancing across containers without global state
■ Fast one button deployment
■ Hot swap model upgrade
Scaling machinelearning as a service at uber li Erran li - 2016

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Scaling machinelearning as a service at uber li Erran li - 2016

  • 1.
  • 2.
  • 3.
  • 4.
  • 5. Use Case: UberEATS ETD Prediction 5
  • 7. HADOOP / YARN (Batch)
  • 8. HADOOP / YARN (Batch) Hive Feature Store
  • 9. NETWORK (Realtime) HADOOP / YARN (Batch) Cassandra Feature Store Hive Feature Store
  • 10.
  • 11. Real-time prediction Training Use Case: UberEATS ETD ML Pipeline Hive 11 Feature store Model Training Model UberEATS App Model Performance ETD
  • 12. Problems • Hard to figure out good features • Hard to build the pipelines to generate features • Can’t compute some features in real time Solution: DSL and Feature Store ● Database of curated and crowd-sourced features ● Make it easy to use and transform these features in ML projects ● Make it easy to discover new useful features ● Batch and realtime serving
  • 13. Data Pipeline For Predictions Feature DSL Transformed Features Basis Features ML Model PredictionsData Lake Spark or SQL
  • 14. Data Pipeline For Predictions w/ Feature Palette Feature Store Feature DSL Transforme d Features Basis Features ML Model PredictionsData Lake Spark or SQL
  • 15. Use Case: UberEATS ETD Model Details 15 Feature store Model: GBT RegressionUberEATS App ETD ● restaurant features ○ location, avg prep-time, avg delivery time, avg demand during lunch ... ● contextual features ○ time of day, day of week, ... ● order features ○ #items, total cost, ... ● near real-time features ○ info about the past N orders, ... ● ... ● Feature store provides aggregate features for real-time prediction ○ These features are time-consuming to compute in real-time
  • 16. Problem ● Often you want to train a model per city ● But hard to train and manage 400+ models for a project Solution ● Let users define partitioning scheme ● Automatically train model per partition ● Manage and deploy as single logical model
  • 18. 2. Make train / test split
  • 19. 3. Keep same split for each level
  • 20. M M M M M M M M M 4. Train model for every node
  • 21. M M M M M M M M 5. Prune bad models
  • 22. M M M M M M M M 6. At prediction time, use best model for each node
  • 23.
  • 24. Use Case: UberEATS ETD Prediction Performance 24 ● Partitioned GBDT Regression Model ● Latency (measured from client) ○ p50: 7ms ○ p95: 15ms ○ p99: 20ms
  • 25. Conclusion ● We present a scalable ML as a service system ● We focus on the scalability challenges and solutions ○ Feature store key to enable aggregate features for real-time prediction ■ Same API to access feature store for both batch training and real-time prediction ○ Partitioned models greatly simplifies model management and selection ■ Per city model performance often worse than global model ○ Scalable low latency real-time prediction service enables interactive user experiences ■ Load balancing across containers without global state ■ Fast one button deployment ■ Hot swap model upgrade