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Designing a machine learning algorithm for Apache Spark
- 1. Designing a Machine Learning algorithm for Apache Spark Marco Gaido Software Engineer and Apache Spark contributor 2017-10-17
- 2. 2 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Agenda Apache Spark and Machine Learning
- 3. 3 © Hortonworks Inc. 2011 – 2017. All Rights Reserved What is Apache Spark? A fast and general-purpose cluster computing system – Fast because it allows in memory computing It was created for Machine Learning algorithms – Very slow on MapReduce – Iterative Easy to be used – The user can implement his business logic using high level API – Several APIs: Scala, Java, Python, SQL, R 4 main modules built on top of it: – Spark Streaming – SparkSQL – MLLib – GraphX
- 4. 4 © Hortonworks Inc. 2011 – 2017. All Rights Reserved MLLib A complete ML library, which aims to cover all ML phases – Featurization – Training – Evaluation – Persistence – Prediction High level API Great performance
- 5. 5 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Agenda Apache Spark and Machine Learning Implementing an algorithm on Apache Spark
- 6. 6 © Hortonworks Inc. 2011 – 2017. All Rights Reserved How to write a ML algorithm in MLLib? Spark is open source: anybody can contribute or create his/her own version As easy as rewriting the implementation using RDDs or DataFrames Trivial implementations can be written with few lines of code for many algorithms Though, many well-known algorithm are still missing… WHY?
- 7. 7 © Hortonworks Inc. 2011 – 2017. All Rights Reserved DBSCAN DBSCAN is a widespread density-based clustering algorithm – Two inputs: a radius (ε) and a number of points (minPts) to decide whether an area is dense or sparse Naïve implementation: – Find the ε (eps) neighbors of a point p – If they are at least minPts • If p already belongs to a cluster, then assign the neighbors to the same cluster • Otherwise, create a new cluster containing p and its neighbors – Repeat until all points have been processed Computational complexity: O(N²) in computing or memory A parallel (and reliable) implementation is not trivial at all 3 A B C
- 8. 8 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Agenda Apache Spark and Machine Learning Implementing an algorithm on Apache Spark Designing an algorithm for Apache Spark
- 9. 9 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Key points Shared states should be small (or no shared state at all) – They have to be kept in memory on all the executors The goal computational complexity is O(N/W), where W is the number of executors – This ensures infinite scalability – O (N2) is not suitable for Big Data (1M of input data becomes 1T to be analyzed, 1T becomes 1Y) Iterating multiple times over the same dataset is fine – The dataset can be cached in memory
- 10. 10 © Hortonworks Inc. 2011 – 2017. All Rights Reserved An example: Silhouette SPARK-14516: introduced in the next Apache release (2.3.0) Measure of the quality of a clustering result Implementation of Silhouette algorithm using squared Euclidean distance References: – Design document: https://goo.gl/7cJV64 – Code: https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/ml/evaluation/ClusteringEvaluator.scala
- 11. 11 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Definition – For each datum i compute the average dissimilarity with all the data in the same cluster (a(i)) – Compute the average dissimilarity to all the other cluster a pick the smallest one (b(i)) – Then compute the Silhouette coefficient for i: – Compute the average of the Silhouette coefficient for all points Computational complexity – O(N2): for each point, we need to compute its distance to all the other points Silhouette
- 12. 12 © Hortonworks Inc. 2011 – 2017. All Rights Reserved The problem is computing the average distance of a point X to a cluster C Squared Euclidean Silhouette 𝑖=1 𝑁 𝑗=1 𝐷 𝑥𝑗 − 𝑐𝑖𝑗 2 𝑁𝐶 … after some old but gold algebra … 𝑁𝐶 𝜉 𝑋 + Ψ𝐶 − 2 𝑗=1 𝐷 𝑌𝐶 𝑗 𝑥𝑗 𝑁𝐶 Where 𝜉 𝑋 is a constant which can be precomputed for each point X, Ψ𝐶, 𝑌𝐶 , 𝑁𝐶 are constant (actually 𝑌𝐶 is a vector) precomputed for each cluster
- 13. 13 © Hortonworks Inc. 2011 – 2017. All Rights Reserved With the previous equation, each point Silhouette coefficient can be computed without computing the distance to all the other points – We precompute the cluster values (ie. the state) – We use the above formula for each point for all the clusters – We compute the average of the Silhouette coefficients We can assume the number of cluster is rather small – Then, our shared state is small The overall complexity is O(N C D / W) – We can assume that C and D are much lower than N, then O(N/W) → infinite scalability Squared Euclidean Silhouette (2) 𝑁𝐶 𝜉 𝑋 + Ψ𝐶 − 2 𝑗=1 𝐷 𝑌𝐶 𝑗 𝑥𝑗 𝑁𝐶 C1 Ψ𝐶1 𝑌𝐶1 𝑁𝐶1 C2 Ψ𝐶2 𝑌𝐶2 𝑁𝐶2 C3 Ψ𝐶3 𝑌𝐶3 𝑁𝐶3
- 14. 14 © Hortonworks Inc. 2011 – 2017. All Rights Reserved 1 10 100 1000 10000 0 20000 40000 60000 80000 100000 120000 140000 160000 Time(seconds) Dataset cardinality (N) Single thread tests on different datasets Naïve Silhouette Squared Euclidean Silhouette Performance comparison
- 15. 15 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Agenda Apache Spark and Machine Learning Implementing an algorithm on Apache Spark Designing an algorithm for Apache Spark Takeaways
- 16. 16 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Takeaways Think, design your algorithms for Apache Spark – Don’t implement them with Spark Everything you do, you must consider parallelism Shared states and information are a bottleneck to scalability – Keep them small! If your algorithm is O(N2), re-think it
- 17. 17 © Hortonworks Inc. 2011 – 2017. All Rights Reserved Thank You, Q&A
Editor's Notes
- High level API DataFrame abstraction Thought to be used by Data Scientist without Spark knowledge But Spark expertize is needed to have good performance Great performance Parallel and scalable In memory caching and computing
- With the previous equation, each point Silhouette coefficient can be computed without computing the distance to all the other points We precompute the needed values for the clusters (ie. We precompute our state) For each cluster we need to compute 2 constant and one vector We can assume the number of cluster is rather small Then, our shared state is small We compute the above formula for all the clusters for each point, and - with these computed average distances - we compute the Silhouette coefficient for each point The average of all the Silhouette coefficients is computed Thus, the computational complexity of the needed steps is: O(N D / W), it requires a one-pass aggregation over the entire dataset O(N C D / W), for each point we compute the average distance to all the clusters O(N / W), it requires a one-pass aggregation over the entire dataset We need 2 passes over the dataset: one to precompute the state one to compute the coefficients and their average
- The comparison is fair: no parallelism is exploited. Only thanks to the computational complexity. This is for small dataset, our implementation enables also to compute it over larger ones.