A speech about organization of machine learning process in practice. Conceptual and technical aspects discussed. Introduction into Luigi framework. A short story about neural networks fitting in Flo - top-level mobile tracker of women health.

1. Reproducibility (and automation) of
Machine Learning process
Dzianis Dus
dzianisdus@gmail.com
Data Scientist at InData Labs

2. What this speech is about?
1. Data mining / Machine learning process
2. Workflow automation
3. Basic design concepts
4. Data pipelines
5. Available instruments
6. About my own experience

3. Process overview
1. Data Engineering – 80%
– Data extraction
– Data cleaning
– Data transformation
– Data normalization
– Feature extraction
2. Machine Learning – 20%
– Model fitting
– Hyperparameters tuning
– Model evaluation
CRISP-DM

4. Why automation?
1. You want to update models on regular basis
2. Make your data workflows more trustable
3. You can perform a data freeze (possibly)
4. A step to (more) reproducible experiments
5. Write once and enjoy every day 

5. How: Conceptual requirements
1. Reuse code between training and evaluation
phases (as much as possible)
2. Its easier to log features then to extract them
from data in retrospective way (if you can)
3. Solid environment is more important for the
first iteration then the quality of your model
4. Better to use the same language everywhere
(integration becomes much easier)
5. Every model requires support after deployment
6. You’d better know the rules of the game…

6. Feel free to download from author’s personal web page:
http://martin.zinkevich.org/rules_of_ml/

7. A taste of

8. How: Technical requirements
1. Simple way to define DAGs of batch tasks
2. Tasks parameterization
3. Ability to store intermediate results
(checkpointing)
4. Tasks dependencies resolution
5. Automatic failures processing
6. Logging, notifications
7. Execution state monitoring
8. Python-based solution (we are on PyCon )

9. https://github.com/pinterest/pinball
Pinball (Pinterest)
1. Nice UI
2. Dynamic pipelines
generation
3. Pipelines configuration in
Python code (?)
4. Parameterization through
shipping python dicts (?)
5. In fact, not documented
6. Seems like no other big
players use this

10. https://github.com/apache/incubator-airflow
Airflow (AirBnB, Apache Incubator)
1. Very nice UI
2. Dynamic pipelines
generation
3. Orchestration through
message queue
4. Code shipping
5. Scheduler spawns workers
6. Pipelines configuration in
Python code
7. Parameterization through
tasks templates using Jinja
(Hmm…)
8. As for me, not so elegant as
written in documentation 

11. https://github.com/spotify/luigi
Luigi (Spotify, Foursquare)
1. Simple UI
2. Dynamic pipelines
generation
3. Orchestration through
central scheduling (no
external components)
4. No code shipping
5. No scheduler
6. Pipelines configuration in
Python code (very elegant!)
7. Parameterization through
Parameters ()
8. Simple, well-tested
9. Good documentation

12. About … Luigi!

13. Luigi …
… is a Python module that helps you build complex pipelines
of batch jobs. It handles dependency resolution, workflow
management, visualization etc. It also comes with Hadoop
support built in.
… helps you stitch many tasks together, where each task can
be a Hive query, a Hadoop job in Java, a Spark job in Scala or
Python, a Python snippet, dumping a table from a database,
or anything else…

14. Luigi facts
1. Inspired by GNU Make
2. Everything in Luigi is in Python
3. Extremely simple (has only three main
classes: Target, Task, Parameter)
4. Each task must consume some input data
and may produce some output
5. Based on assumption of atomic writes

15. Luigi facts
1. Has no built-in scheduler (use crontab / run
manually from CLI)
2. You can not trigger any tasks from UI (its only
for monitoring purposes)
3. Master takes only orchestration role
4. Master does not ship your code to workers

16. Luigi fundamentals
Target corresponds to:
• file on local FS
• file on HDFS
• entry in DB
• any other kind of a checkpoint
Task:
• this is where execution takes place
• consume Targets that where created by other Tasks
• usually also outputs Target
• could depend on one or more other Tasks
• could have Parameters

17. Luigi Targets
• Have to implement exists method
• Write must be atomic
• Luigi comes with a toolbox of useful Targets:
luigi.LocalTarget(‘/home/path/to/some/file/’)
luigi.contrib.hdfs.HdfsTarget(‘/reports/%Y-%m-%d’)
luigi.postgres.PostgresTarget(…)
luigi.contrib.mysqldb.MySqlTarget(…)
luigi.contib.ftp.RemoteTarget(…)
… and many others …
• Built-in formats (GzipFormat is useful)

18. Luigi Tasks
• Main methods: run(), output(), requires()
• Write your code in run()
• Define your Target in output()
• Define dependencies using requires()
• Task is complete() if output Target exists()

19. Luigi Parameters
• Task that runs a Hadoop job every night?
• Luigi provides a lot of them:
luigi.parameter.Parameter
luigi.parameter.DateParameter
luigi.parameter.IntParameter
luigi.parameter.EnumParameter
luigi.parameter.ListParameter
luigi.parameter.DictParameter
… and etc …
• And automatically parses from CLI!

20. Execute from CLI: $ luigi MyTask --module your.cool.module --param 999

21. Central scheduling
• Luigi central scheduler (luigid)
– Doesn’t do any data processing
– Doesn’t execute any tasks
– Workers synchronization
– Tasks dependencies resolution
– Prevents same task run multiple times
– Provides administrative web interface
– Retries in case of failures
– Sends notifications (emails only)
• Luigi worker (luigi)
– Starts via cron / by hand
– Connects to central scheduler
– Defines tasks for execution
– Waits for permission to execute Task.run()
– Processes data, populates Targets

22. Web interface

23. Execution model
Simplified process:
1. Some workers started
2. Each submits DAG of Tasks
3. Recursive check of Tasks completion
4. Worker receives Task to execute
5. Data processing!
6. Repeat
Client-server API:
1. add_task(task_id, worker_id, status)
2. get_work(worker_id)
3. ping(worker_id)
http://www.arashrouhani.com/luigid-basics-jun-2015/

24. Tasks dependencies
• Using requires() method
• yielding at runtime!

25. Easy parallelization recipe
1. Do not use multiprocessing inside Task
2. Split huge Task into smaller ones and yield
them inside run() method
3. Run luigi with --workers N parameter
4. Make a separate job to combine all the
Targets (if you want)
5. Also it helps to minimize your possible data
loss in case of failures (atomic writes)

26. Luigi notifications
• luigi.notifications
• Built-in support for email notifications:
– SMTP
– Sendgrid
– Amazon SES / Amazon SNS
• Side projects for other channels:
– Slack (https://github.com/bonzanini/luigi-slack)
– …

27. About … Flo!

28. Flo is the first period & ovulation tracker that uses neural networks*.
* OWHEALTH, INC. is the first company to publicly announce using neural networks for
menstrual cycle analysis and prediction.

29. • Top-level App in Apple Store and Google Play
• More than 6.5 million registered users
• More than 17.5 million tracked cycles
• Integration with wearable devices
• A lot of (partially) structured information
• Quite a lot work with data & machine learning
• And even more!

30. • About 450 GB of useful information:
– Cycles lengths history
– Ovulation and pregnancy tests results
– User profile data (Age, Height, Weight, …)
– Manual tracked events (Symptoms, Mood, …)
– Lifestyle statistics (Sleep, Activity, Nutrition, …)
– Biometrics data (Heart rate, Basal temperature, …)
– Textual data
– …
• Periodic model updates

31. Key points
• Base class for all models (sklearn-like interface)
• Shared code base for data and features extraction
during training and prediction phases
• Currently 450+ features extracted for each cycle
• Using individual-level submodels predictions (weak
predictors) as features for network input (strong
predictor)
• Semi-automatic model updates
• Model unit testing before deployment
• In practice heuristics combined with machine
learning

32. Model update in Flo =
• (Me) Trigger pipeline execution from CLI
• (Luigi) Executes ETL tasks (on live Postgres replica)
• (Luigi) Persists raw data on disk (data freeze)
• (Luigi) Executes features extraction tasks
• (Luigi) Persists dataset on disk
• (Luigi) Executes Neural Network fitting task
• (Tensorflow) A lot of operations with tensors
• (Me) Monitoring with TensorBoard and Luigi Web Interface
• (Me) Working on other tasks, reading Slack notifications
• (Me) Deploying model by hand (after unit testing)
• (Luigi, Me) Looking after model accuracy in production

33. Triggering pipeline
1. Class of model:
• Provides basic architecture of network
• Has predefined set of hyperparameters
2. Model build parameters:
• Sizes of some named layers
• Weights decay amount (L2 regularization technique)
• Dropout regularization amount
• Or what ever needed to compile Tensorflow / Theano computation graph
3. Model fit parameters:
• Number of fitting epochs
• Mini-batch size
• Learning rate
• Specific paths to store intermediate results
4. Data extraction parameters:
• Date of data freeze (raw data on disk)
• Segment of users for which we want to fit model
• Many other (used default values)

34. Model update in Flo: DAG
Fit network → Extract features → Fit submodels → Extract Raw → Data Train / Test split

35. Model update in Flo: Dashboard
Track DAG execution status in Luigi scheduler web interface:

36. Model update in Flo: Tensorboard
Track model fitting progress in Tensorboard:

37. Model update in Flo: Notifications
• Everything is OK:
• Some trouble with connection:
• Do I need to update the model?

38. Conclusion
Reproducibility and automation is about:
1. Process design (conceptual aspect)
– Think not only about experiments, but about further
integration too
– Known best practices
2. Process realization (technical aspect)
– Build solid data science environment
– Search for convenient instruments (Luigi seems like a
good starting point)
– Make your pipelines simple and easily extensible
– Make everything you can to make your pipelines trustful
– Monitoring is important aspect

39. I hope you’ve enjoyed it!
Questions, please.