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Out of Memory? No Problem. Developing Machine Learning Models on Big Data
Heather Gorr, PhD
MATLAB Product Marketing Manager
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Big data without big changes
One file One hundred files
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The big data landscape can seem overwhelming
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Building machine learning models with big data
Access, Preprocessing,
and Exploration
Model Validation and Scaling Up
Model Development
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Case study: Predict Air Quality in North America
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Building machine learning models with big data – step by step
Access, Preprocessing,
and Exploration
Model Validation and Scaling Up
Model Development
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Historical files are on HDFS and real time data are available through an API
• Temperature• Pressure• Relative Humidity• Dew Point• Wind speed • Wind direction• Ozone• CO• NO2• SO2
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You have 1TB of data you’ve never seen before. Where do you start?
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Use a Spark-enabled Hadoop cluster and MATLAB. Both are well known for machine learning.
HDFS
YARN
Spark
MATLAB
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Access and preview the data with datastore
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Databases
Images
MDF Files
Custom
Simulink
There are numerous datastores to access data in many forms
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Preview the data and adjust properties to best represent the data of interest
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Use tall arrays to work with the data like any MATLAB array
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Create a tall array for each datastore
ozone
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Use familiar MATLAB functions on tall arrays
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Clean messy data using common preprocessing functions
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Execution model makes operations more efficient on big data
▪ Deferred evaluation– Commands are not executed right away
– Operations are added to a queue
▪ Execution triggers include:– gather function
– summary function
– Machine learning models
– Plotting
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Execution model makes operations more efficient on big data
Unnecessary results are not computed
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Explore the data with tall visualizations
plot
scatter
binscatter
histogram
histogram2
ksdensity
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Get a summary of the data
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Gather a subset of the data
datasample: from 1980 - 2017
head: first 10000tail: last 10000
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Explore the subset of data in MATLAB as you always do
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Use the results of explorations to help make decisions
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Use the results of explorations to help make decisions
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Synchronize all data to daily times
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You don’t need to leave MATLAB to monitor large jobs
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Building machine learning models with big data
Access, Preprocessing,
and Exploration
Model Validation and Scaling Up
Model Development
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How do you know which model to use?
Try them all ☺
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Predict air quality
Air Quality Index Air Quality Label
Regression Classification
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Use apps for easy model exploration
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Validate and compare models
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Select the most important features
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Building machine learning models with big data
Access, Preprocessing,
and Exploration
Model Validation and Scaling Up
Model Development
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Scale up with tall machine learning models
▪ Linear Regression (fitlm)
▪ Logistic & Generalized Linear Regression (fitglm)
▪ Discriminant Analysis Classification (fitcdiscr)
▪ K-means Clustering (kmeans)
▪ Principal Component Analysis (pca)
▪ Partition for Cross Validation (cvpartition)
▪ Linear Support Vector Machine (SVM) Classification (fitclinear)
▪ Naïve Bayes Classification (fitcnb)
▪ Random Forest Ensemble Classification (TreeBagger)
▪ Lasso Linear Regression (lasso)
▪ Linear Support Vector Machine (SVM) Regression (fitrlinear)
▪ Single Classification Decision Tree (fitctree)
▪ Linear SVM Classification with Random Kernel Expansion (fitckernel)
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Big data machine learning models also include goodness of fit measures and convenient functions to explore and validate model
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Scale up. But not all at once
Use tall arrays in code
Apply model to subset of data
Apply model to all data
Apply model to new data
Deploy/Compile
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Big data without big changes
One file One hundred files
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