All thingspython@pivotal

1© Copyright 2013 Pivotal. All rights reserved. 1© Copyright 2013 Pivotal. All rights reserved.
All things Python @ Pivotal (Data Science)
Oct 15, 2015
POSH meetup
Srivatsan Ramanujam
Principal Data Scientist
Pivotal Labs
@being_bayesian
https://xkcd.com/353/
Joint work with Pivotal Data Science & MADlib team

2© Copyright 2013 Pivotal. All rights reserved.
About Me
Graduate School
Software Engineer
Analytics
Natural Language
Scientist
Research Intern
Principal Data Scientist,
Data Science R&D Lead
Machine Learning
Engineer (Drug
Discovery)
https://www.linkedin.com/pub/srivatsan-ramanujam/7/91b/888

Agenda
 Pivotal Data Science – Introduction
 Technology Stack
 Python on the client
 Python on our Big Data Platform (BDS)
– Data Parallelism
– Model Parallelism
 Python on our Cloud Platform (PCF)
 Putting it all together – demo!

Pivotal Data Science – Introduction

Pivotal Data Science
Our Charter:
Pivotal Data Science is Pivotal’s differentiated and
highly opinionated data-centric service delivery
organization (part of Pivotal Labs)
Our Goals:
Expedite customer time-to-value and ROI, by driving
business-aligned innovation and solutions assurance
within Pivotal’s Data Fabric technologies.
Drive customer adoption and autonomy across the full
spectrum of Pivotal Data technologies through best-in-
class data science and data engineering services, with a
deep emphasis on knowledge transfer.
Data Science Data Engineering
App Dev

Pivotal Data Science Knowledge Development

PIVOTAL DATA SCIENCE TEAM
• Annika Jimenez – Global head of Data Science Services (Sr. Director, Audience
and Advertising Analytics at Yahoo!, M.I.A. in International Management, UCSD)
• Kaushik Das – Mathematical Modeling in Energy, Retail and Telco(Director of
Analytics at M-Factor, M.S. in Mineral Engineering, UC Berkeley)
• Michael Brand –Text, Speech and Video Research for Retail, Finance and Gaming
(Chief Scientist at Verint Systems, M.S. in Applied Mathematics, Weizmann
Institute)
• Woo Jung – Bayesian Inference and Demand Analysis (Sr. Statistician at M-
Factor, M.S. in Statistics, Stanford)
• Noelle Sio – Digital Media Analytics and Mathematical Modeling (Sr. Analyst at
eHarmony, Fox Interactive Media (Myspace), M.S. in Applied Mathematics, Cal
Poly Pomona)
• Rashmi Raghu – Computational Methods and Analysis (Ph.D. in Mechanical
Engineering, Stanford)
• Jarrod Vawdrey – Marketing Analytics & SAS (Analytics Consultant at Aspen
Marketing, B.S. in Mathematics, Kennesaw State University)
• Sarah Aerni – Genomics and Machine Learning (Ph.D. in Biomedical Informatics,
Stanford)
• Srivatsan Ramanujam – NLP and Text Mining (Natural Language Scientist at
Sony, Salesforce.com, M.S. in Computer Sciences, UT Austin)
• Niels Kasch – Text Analytics and NLP (Ph.D. in Computer Science, UMBC)
• Regunathan Radhakrishnan – Machine Learning, Signal Processing, Multimedia
Content Analysis, Fingerprinting & Watermarking (Research Staff at Dolby
Laboratories, MERL, Ph.D. in Electrical Engineering, NYU-Poly, Brooklyn)
• Cao Yi – Optimization and Statistical Data Mining (Sr. Marketing Analyst at Energy
Market Company Singapore, Ph.D. in Operations Research, National University of
Singapore)
• Ian Huston – Numerical Modeling, Simulation, and Analysis (Ph.D. in Theoretical
Cosmology, Queen Mary, University of London)
• Michael Natusch – Director EMEA Data Science (Chief Analyst at Cumulus Analytics,
Ph.D. in Theoretical Condensed Matter Physics, University of Cambridge)
• Greg Whalen – Director APJ Data Science (VP, Global Development Center at
Experian, M.S. in Computer Science, Columbia University)
• Hulya Farinas – Optimization, Resource Allocation in Healthcare (Modeler at M-Factor,
IBM, Ph.D. in Operations Research, University of Florida)
• Derek Lin – Network Security, Fraud Detection, Speech and Language Processing,
(Principal Scientist at RSA, M.S. in Signal Processing, USC)
• Kee Siong Ng – Statistical Modeling in Energy, Retail and Healthcare (Consulting Lead
Data Scientist at Reliance, Ph.D. in Computer Science, Australian National University)
• Jin Yu – Stochastic Optimization, Robust Statistics in Machine Learning, Computer
Vision (Research Associate at U of Adelaide, Ph.D. in Machine Learning, Australian
National University)
• Gautam Muralidhar – PhD Biomed UT Austin, Image Processing, Signal Processing
• Ailey Crow – PhD Bio-physics, UC Berkeley, Image Processing, Bio Med
• Hong Ooi – Insurance and Finance Risk Modeling (Statistician at ANZ, Ph.D. in
Statistics, Australian National University)
• Mariann Micsinai – Next Generation Sequencing (Market Risk Management Associate
at Lehman Brothers, Ph.D. in Computational Biology, NYU / Yale)
• Victor Fang – Imaging and Graph Analytics, Machine Learning (Sr. Scientist at Riverain
Medical, Ph.D. in Computer Sciences, University of Cincinnati)
• Anirudh Kondaveeti – Trajectory Data Mining and Machine Learning (Ph.D. in
Computing & Dec. Systems Eng, Arizona State University)
• Alexander Kagoshima – Time Series, Statistics and Machine Learning (M.S. in
Economics/Computer Science, TU Berlin)
• Ronert Obst – Machine Learning, Bayesian Inference, Time Series (M.S. in Statistics,
LMU Munich)

Technology and Tools

Data Science Toolkit
KEY LANGUAGES
P L A T F O R M
KEY TOOLS
MLlib
PL/X
ModelingTools
VisualizationTools
Platform

Data Lake
Business Levers
Apps
Pipeline of a Data Science Driven App
MLlib
PL/X
Model Building
Model Tuning
Continuous Model
Improvement
Data Feeds
Ingest Filter Enrich Sink
SpringXD
Greenplum

Python on the client

Data Science Lab – Sample Timeline
Week
2 4 6 8 10 12
Data Review
Feature Creation
Optimization & Validation
Code QA & Scoring
Insights Presentation
Model and Code Handoff
Feature Review
Data Review
Knowledge Transfer
Model Development
Model Review
Phase 2 Phase 3 Phase 4 Model Building Phase 5 Model Enablement

Data Science Storytelling
 We primarily use Python on the client (laptop) for data
exploration, visualization and data science story-telling.
 Complex statistical models and data wrangling are run in the
backend on our Big Data Suite (MPP databases like
Greenplum and HAWQ).
 We typically use a connector like psycopg2 to talk to the
backend database and use a Jupyter notebook to document
our analysis on a laptop.

Python Distribution
 We love Anaconda - Python with “batteries included”
– Contains all the great libraries in the PyData stack that we often use for data science (numpy,
scipy, sklearn, statsmodels, searborn, matplotlib, nltk etc.)
 Conda package manager takes the pain out of Python package management
(remember the dreaded “pip install numpy scipy matplotlib” ?)

Notebooks
 Open source, interactive data science
and scientific computing across over 40
programming languages.
 Great for data science story-telling
 Living document, models and insights
“don’t die in Powerpoint slides”.
https://jupyter.org/
Data science lab templates

Seaborn
 Based on Matplotlib with the aesthetics of ggplot2 (thank you Michael Waskom!)
 Intuitive interface, tightly integrated with PyData stack including support for numpy and
pandas data structures and statistical routines from scipy and statsmodels.
http://stanford.edu/~mwaskom/software/seaborn/index.html

What about machine learning?
Source: the interwebs

Machine Learning in Python : Scikit Learn
http://scikit-learn.org/stable/

Scikit Learn Cheat Sheet
http://scikit-learn.org/stable/tutorial/machine_learning_map/
‘Cheat’ with care 

Numerous other libraries
topic modeling for humans
PyMC

Python in-database

• For embarrassingly parallel
tasks, we can use procedural
languages to easily
parallelize any stand-alone
library in Java, Python, R,
pgSQL or C/C++
• The interpreter/VM of the
language ‘X’ is installed on
each node of the MPP
environment
Standby
Master
…
Master
Host
SQL
Interconnect
Segment Host
Segment
Segment
Segment Host
Segment
Segment
Segment Host
Segment
Segment
Segment Host
Segment
Segment
Data Parallelism through PL/X : X in Python, R, Java,
C/C++ and pgSQL
• plpython and python are loaded as dynamic
libraries on the master and segment nodes
(libpython.so and plpython.so are under
$GPHOME/ext/python)

What exactly does PL/Python do?
PostgreSQL
type
Python type
boolean bool
smallint, Int int
bigint Long (py2.x), int (py 3.x)
real, double float
numeric decimal
bytea str in (py2.x), bytes (py3.x)
array list
record Python mapping (dict)
NULL None
Input Conversion Output Conversion
PostgreSQL type Python type
boolean 0, ‘’ is false
bytea retval -> str -> bytea
record retval can be list, tuple or
dict, but not set
Everything else retval is converted to
python str and constructor
for corresponding postgres
datatype is invoked

User Defined Functions (UDFs) in PL/Python
 Procedural languages need to be installed on each database used.
 Syntax is like normal Python function with function definition line replaced by SQL wrapper.
Alternatively like a SQL User Defined Function with Python inside.
CREATE FUNCTION pymax (a integer, b integer)
RETURNS integer
AS $$
if a > b:
return a
return b
$$ LANGUAGE plpythonu;
SQL wrapper
SQL wrapper
Normal Python

Returning Results
 Postgres primitive types (int, bigint, text, float8, double precision, date, NULL etc.)
 Composite types can be returned by creating a composite type in the database:
CREATE TYPE named_value AS (
name text,
value integer
);
 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
 For functions which return multiple rows, prefix “setof” before the return type
http://www.slideshare.net/PyData/massively-parallel-process-with-prodedural-python-ian-huston

Returning more results
You can return multiple results by wrapping them in a sequence (tuple, list or set),
an iterator or a generator:
CREATE FUNCTION make_pair (name text)
RETURNS SETOF named_value
AS $$
return ([ name, 1 ], [ name, 2 ], [ name, 3])
Sequence
Generator
RETURNS SETOF named_value AS $$
for i in range(3):
yield (name, i)

Accessing Packages
 On Greenplum DB: packages must be installed on the individual
segment nodes.
– Can use “parallel ssh” tool gpssh to install
– Currently Greenplum DB ships with Python 2.6 (!)
 Then just import as usual inside the UDF:
RETURNS named_value
AS $$
import numpy as np
return ((name,i) for i in np.arange(3))
Anaconda
PL/Python
coming in
GPDB 5.0

UCI Auto MPG Dataset – A toy problem
Sample Data
 Sample Task: Aero-dynamics aside (attributable to body style), what is the effect of engine parameters
(bore, stroke, compression_ratio, horsepower, peak_rpm) on the highway mpg of cars?
 Solution: Build a Linear Regression model for each body style (hatchback, sedan) using the features
bore, stroke, compression ration, horsepower and peak_rpm with highway_mpg as the target label.
 This is a data parallel task which can be executed in parallel by simply piggybacking on the MPP
architecture. One segment can build a model for Hatchbacks another for Sedan
http://archive.ics.uci.edu/ml/datasets/Auto+MPG

Ridge Regression with scikit-learn on PL/Python
Python
SQL
wrapper
SQL
wrapper
User Defined Function
User Defined Type User Defined Aggregate

PL/Python + scikit-learn : Model Coefficients
Physical machine on the cluster in which the regression model was built
Invoke UDF
Build Feature
Vector
Choose Features
One model
per body style

Model Parallelism
 Data Parallel computation via PL/Python libraries only allow
us to run ‘n’ models in parallel.
 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
 For this, we use MADlib – an open source library of parallel
in-database machine learning algorithms.

MADlib : Scalable, in-database Machine Learning
http://vldb.org/pvldb/vol5/p1700_joehellerstein_vldb2012.pdf

Supported Platforms
PHD
HDP
Other ODPi distros
GPDB PostgreSQL
@MADlib_analytic

34
Functions
Supervised Learning
Regression Models
• Cox Proportional Hazards Regression
• Elastic Net Regularization
• Generalized Linear Models
• Linear Regression
• Logistic Regression
• Marginal Effects
• Multinomial Regression
• Ordinal Regression
• Robust Variance, Clustered Variance
• Support Vector Machines
Tree Methods
• Decision Tree
• Random Forest
Other Methods
• Conditional Random Field
• Naïve Bayes
Unsupervised Learning
• Association Rules (Apriori)
• Clustering (K-means)
• Topic Modeling (LDA)
Statistics
Descriptive
• Cardinality Estimators
• Correlation
• Summary
Inferential
• Hypothesis Tests
Other Statistics
• Probability Functions
Other Modules
• Conjugate Gradient
• Linear Solvers
• PMML Export
• Random Sampling
• Term Frequency for Text
Time Series
• ARIMA
Aug 2015
Data Types and Transformations
• Array Operations
• Dimensionality Reduction (PCA)
• Encoding Categorical Variables
• Matrix Operations
• Matrix Factorization (SVD, Low Rank)
• Norms and Distance Functions
• Sparse Vectors
Model Evaluation
• Cross Validation
Predictive Analytics Library
@MADlib_analytic

35
Architecture
C API
(Greenplum, PostgreSQL, HAWQ)
Low-level Abstraction Layer
(array operations,
C++ to DB type-bridge, …)
RDBMS
Built-in
Functions
User Interface
High-level Iteration Layer
(iteration controller, …)
Functions for Inner Loops
(implements ML logic)
Python
SQL
C++
Eigen
@MADlib_analytic

Convex optimization framework
98 4.475 1.151
63 13.35 3.263
40 45.48 13.10
8 171.7 84.59
ecution times
igure6: TheArchetypical Convex Function f(x) = x2
.
Application Objective
Each step has an analytical formulation that can be performed in parallel
• WI TH RECURSI VE
•
–
•
CREATE TEMP TABLE t emp!
I NSERT I NTO t emp SELECT
st ep( . . . ) FROM . . . !
SELECT conver ged( . . . )
FROM t emp, . . . !
SELECT r esul t ( . . . ) !
FROM t emp!
@MADlib_analytic

37
What are our customers saying about us?
k-means clustering:
• finding items that are similar within an n-
dimensional space
• Lloyd’s local-search heuristic works well
in practice
• Two fundamental steps:
1. Assign each point to its closest centroid
2. Move each centroid to the
barycenter/mean of all points currently
assigned to it@MADlib_analytic

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• innova
• leader
• design
• speed
• graphics
• improvement
• bug
• installation
• download
@MADlib_analytic

52
K-means: Parallel Computation
Segment 1 Segment 2
Iteration end
Master
@MADlib_analytic

Driver Functions in PL/Python
 Every PL/Python UDF has access to a module called plpy, which allows you to
execute SQL queries from within the PL/Python UDF
 Gives the ability to “drive” distributed computation
Will run and fetch data
from segment nodes
Runs on the master only
Runs on the master only
• plpy.debug(msg), plpy.log(msg), plpy.info(msg), plpy.notice(msg), plpy.warning(msg), plpy.error(msg)
are useful utility functions for logging

In-database parallel grid search using
https://github.com/vatsan/gp_xgboost_gridsearch
• XGBoost (eXtreme
Gradient Boosting) is a
popular library used in
many prize winning
Kaggle contests.
• Implemented in C++ with
Python and R bindings
• Supports multi-core
• Implemented in-database
parallel grid-search for
XGBoost using PL/Python

In-database grid search - Approach
Refreshed data (incoming
daily/weekly/monthly updates)
feature gen.
pipeline training dataset
(distributed table)
Model
selection
structured,
unstructured
data sources
scored results
grid search
params dict
Grid params table
(expanded)
master
segments
param-list-1 param-list-n. . .
training set(serialized) training set(serialized)
Driver function
(PL/Python)
pickle
and
distribute
mdl-1 mdl-n. . .

Model Training and Scoring : XGBoost
Training Scoring

Python on Cloud Foundry
Ian Huston, Ronert Obst, Alex Kagoshima

What is Cloud Foundry?
http://cloudfoundry.org
Open Source Cloud Platform
Simple App Deployment,
Scaling & Availability
No Cloud Provider Lock In
@ianhuston

How can CF help data scientists?
 Jamie is a data scientist who has just finished some
analysis. They want to put up a simple internal web app with
Javascript visualisations connected to internal data stores.
 Sam is a data engineer who wants to set up a REST API to
expose a production machine learning model as a service.
 Alex is a data scientist who has an existing RShiny or
Python app that they want to make available with multiple
instances.
@ianhuston

Cloud Foundry is a Platform
You bring the apps, the rest
is taken care of!
Source: Albert Barron (IBM),
https://www.linkedin.com/pulse/20140730172610-9679881-pizza-as-a-service
@ianhuston

Cloud Foundry Foundation: Industry Standard
Gold
Silver
@ianhuston

CF for data scientists & developers
Easily deploy your web app
cf push myapp
Scale up and out quickly
cf scale myapp –i 5 –m 1G
Create and bind services
cf bind-service myapp redis
@ianhuston

Python on Cloud Foundry
 First class language (with Go, Java, Ruby, Node.js, PHP)
 Automatic app type detection
– Looks for requirements.txt or setup.py
 Buildpack takes care of
– Detecting that a Python app is being pushed
– Installing Python interpreter
– Installing packages in requirements.txt using pip
– Starting web app as requested (e.g. python myapp.py)
@ianhuston

Official Python Buildpack
 Great for simple pip based requirements
 Well tested and officially maintained
 Covers both Python 2 and 3
✗Suffers from the Python Packaging Problem:
- Hard to build packages with C, C++ or Fortran extensions
- Complicated local configuration of libraries and paths needed
- Takes a long time to build main PyData packages from source
@ianhuston

Using conda for package management
 http://conda.pydata.org
 Benefits:
– Uses precompiled binary packages
– No fiddling with Fortran or C compilers and library paths
– Known good combinations of main package versions
– Really simple environment management (better than virtualenv)
– Easy to run Python 2 and 3 side-by-side
Go try it out if you haven’t already!
@ianhuston

How to use the conda buildpack
https://github.com/ihuston/python-conda-buildpack
 Specify as a custom buildpack when pushing app with
manifest or -b command line option.
 Export your current environment to a environment.yml file
 Or write requirements.txt (pip) and conda_requirements.txt
 Send me feedback & pull requests!

Putting it all together : Topic and
Sentiment Analysis Demo
Srivatsan Ramanujam, Greg Cobb, Vinson Chuong, Ofri Afek, Jarrod Vawdrey, Joelle Gernez

Data Science + Agile = Quick Wins
 The Team
– 1 Data Scientist
– 2 Agile Developers
– 1 Designer (part-time)
– 1 Project Manager (part-time)
 Duration
– 3 weeks!

Text Analytics Pipeline
Stored on
Data Lake
Tweet
Stream
(PXF/gpfdist)
Loaded as
external tables
Parallel Parsing of
JSON and extraction
of fields using
PL/Python
Topic Analysis
through MADlib
pLDA
Sentiment Analysis
through custom
PL/Python functions
Pivotal
Cloud Foundry
55 million
tweets/day

Topic and Sentiment Analysis Engine (Demo)
http://www.slideshare.net/SrivatsanRamanujam/python-powered-data-science-at-pivotal-pydata-2013

Appendix

Pivotal Data Science Blogs
1. Scaling native (C++) apps on Pivotal MPP
2. Predicting commodity futures through Tweets
3. A pipeline for distributed topic & sentiment analysis of tweets on Greenplum
4. Using data science to predict TV viewer behavior
5. Twitter NLP: Scaling part-of-speech tagging
6. Distributed deep learning on MPP and Hadoop
7. Multi-variate time series forecasting
8. Pivotal for good – Crisis Textline
http://blog.pivotal.io/data-science-pivotal

All thingspython@pivotal

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