Title Real-time, Advanced Analytics and Recommendations using Machine Learning, Graph Processing, Natural Language Processing, and Approximations with Apache Spark, Stanford CoreNLP, and Twitter Algebird BONUS: Netflix Recommendations: Then and Now Agenda Intro Live, Interactive Recommendations Demo Spark ML, GraphX, Streaming, Kafka, Cassandra, Docker Types of Similarity Euclidean vs. Non-Euclidean Similarity User-to-User Similarity Content-based, Item-to-Item Similarity (Amazon) Collaborative-based, User-to-Item Similarity (Netflix) Graph-based, Item-to-Item Similarity Pathway (Spotify) Similarity Approximations at Scale Twitter Algebird MinHash and Bucketing Locality Sensitive Hashing (LSH) BONUS: Netflix Recommendations: From Ratings to Real-Time DVD-Ratings-based $1M Netflix Prize (2009) Streaming-based "Trending Now" (2016) Wrap Up Q & A Bio Chris Fregly is a Principal Data Solutions Engineer for the newly-formed IBM Spark Technology Center, an Apache Spark Contributor, and a Netflix Open Source Committer. Chris is also the founder of the global Advanced Apache Spark Meetup and author of the upcoming book, Advanced Spark @ advancedspark.com. Previously, Chris was a Data Solutions Engineer at Databricks and a Streaming Data Engineer at Netflix. Related Links https://github.com/fluxcapacitor/pipeline/wiki http://cdn.oreillystatic.com/en/assets/1/event/105/Algebra%20for%20Scalable%20Analytics%20Presentation.pdf http://static.echonest.com/BoilTheFrog/ http://www.netflixprize.com/assets/GrandPrize2009_BPC_BellKor.pdf http://blog.echen.me/2011/10/24/winning-the-netflix-prize-a-summary/ http://www.cc.gatech.edu/~zha/CSE8801/CF/kdd-fp074-koren.pdf

1. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Spark & Recommendations
Spark, Streaming, Machine Learning, Graph Processing,
Approximations, Probabilistic Data Structures, NLP
Apache Spark Maryland Meetup
Thanks to Tetra Concepts & Jailbreak Brewing Co!!
Feb 22nd, 2016
Chris Fregly
Principal Data Solutions Engineer
We’re Hiring! (Only Nice People)
advancedspark.com!

2. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Who Am I?
2
Streaming Data Engineer
Netflix OSS Committer
Data Solutions Engineer
Apache Contributor
Principal Data Solutions Engineer
IBM Technology Center
Meetup Organizer
Advanced Apache Meetup
Book Author
Advanced .
Due 2016

3. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Recent World Tour: Freg-a-Palooza!
London Spark Meetup (Oct 12th)
Scotland Data Science Meetup (Oct 13th)
Dublin Spark Meetup (Oct 15th)
Barcelona Spark Meetup (Oct 20th)
Madrid Big Data Meetup (Oct 22nd)
Paris Spark Meetup (Oct 26th)
Amsterdam Spark Summit (Oct 27th)
Brussels Spark Meetup (Oct 30th)
Zurich Big Data Meetup (Nov 2nd)
Geneva Spark Meetup (Nov 5th)
3
Oslo Big Data Hadoop Meetup (Nov 19th)
Helsinki Spark Meetup (Nov 20th)
Stockholm Spark Meetup (Nov 23rd)
Copenhagen Spark Meetup (Nov 25th)
Istanbul Spark Meetup (Nov 26th)
Budapest Spark Meetup (Nov 28th)
Singapore Spark Meetup (Dec 1st)
Sydney Spark Meetup (Dec 8th)
Melbourne Spark Meetup (Dec 9th)
Toronto Spark Meetup (Dec 14th)

4. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Advanced Apache Spark Meetup
http://advancedspark.com
Meetup Metrics
Top 5 Most-active Spark Meetup!
2600 Members in just 6 mos!!
2600 Docker downloads (demos)
Meetup Mission
Deep-dive into Spark and related open source projects
Surface key patterns and idioms
Focus on distributed systems, scale, and performance
4

5. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Live, Interactive Demo!!
Audience Participation Required
(cell phone or laptop)
5

6. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
demo.advancedspark.com
End User ->
ElasticSearch ->
Spark ML ->
Data Scientist ->
6
<- Kafka
<- Spark
Streaming
<- Cassandra,
Redis
<- Zeppelin,
iPython

7. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Presentation Outline
Scaling with Parallelism and Composability
Similarity and Recommendations
When to Approximate
Common Algorithms and Data Structures
Common Libraries and Tools
Netflix Recommendations and Data Pipeline
7

8. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Scaling with Parallelism
8
Peter
O(log n)
O(log n)

9. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Scaling with Composability
Max (a max b max c max d) == (a max b) max (c max d)
Set Union (a U b U c U d)
== (a U b) U (c U d)
Addition (a + b + c + d)
== (a + b)
+
(c + d)
Multiply
(a * b * c * d)
== (a * b) * (c * d)
Division??
9

10. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
What about Division?
Division
(a / b / c / d)
!= (a / b) / (c / d)
(3 / 4 / 7 / 8)
!= (3 / 4) / (7 / 8)
(((3 / 4) / 7) / 8)
!= ((3 * 8) / (4 * 7))
0.134
!=
0.857
10
What were the Egyptians thinking?!
Not Composable
“Divide like
an Egyptian”

11. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
What about Average?
Overall AVG (
[3, 1]
((3 + 5) + (5 + 7))
20
[5, 1] == ----------------------- == --- == 5
[5, 1]
((1 + 2) + 1)
4
[7, 1]
)
11
value
count
Pairwise AVG
(3 + 5) (5 + 7) 8 12 20
------- + ------- == --- + --- == --- == 10 != 5
2
2
2 2
2
Divide, Add, Divide?
Not
Composable
Single Divide at the End?
Doesn’t need to be Composable!
AVG (3, 5, 5, 7) == 5
Add, Add, Add?
Composable!

12. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Presentation Outline
Scaling with Parallelism and Composability
Similarity and Recommendations
When to Approximate
Common Algorithms and Data Structures
Common Libraries and Tools
Netflix Recommendations and Data Pipeline
12

13. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Similarity
13

14. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Euclidean Similarity
Exists in Euclidean, flat space
Based on Euclidean distance
Linear measure
Bias towards magnitude
14

15. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Cosine Similarity
Angular measure
Adjusts for Euclidean magnitude bias
15
Normalizes to unit vectors

16. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Jaccard Similarity
Set similarity measurement
Set intersection / set union ->
Based on Jaccard distance
Bias towards popularity
16

17. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Log Likelihood Similarity
Adjusts for popularity bias
Netflix “Shawshank” problem
17

18. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Word Similarity
Based on edit distance
Calculate char differences between words
Deletes, transposes, replaces, inserts
18

19. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Document Similarity
TD/IDF
Term Freq / Inverse Document Freq
Used by most search engines
Word2Vec
Words embedded in vector space nearby similars
19

20. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Similarity Pathway
ie. Closest recommendations between 2 people
20

21. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Calculating Similarity
Exact Brute-Force
“All-pairs similarity”
aka “Pair-wise similarity”, “Similarity join”
Cartesian O(n^2) shuffle and comparison
Approximate
Sampling
Bucketing (aka “Partitioning”, “Clustering”)
Remove data with low probability of similarity
Reduce shuffle and comparisons
21

22. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Bonus: Document Summary
Text Rank
aka “Sentence Rank”
TF/IDF + Similarity Graph + PageRank
Intuition
Surface summary sentences (abstract)
Most similar to all others (TF/IDF + Similarity Graph)
Most influential sentences (PageRank)
22

23. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Similarity Graph
Vertex is movie, tag, actor, plot summary, etc.
Edges are relationships and weights
23

24. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Topic-Sensitive PageRank
Graph diffusion algorithm
Pre-process graph, add vector of probabilities to each vertex
Probability of landing at this vertex from every other vertex
24

25. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Recommendations
25

26. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Basic Terminology
User: User seeking recommendations
Item: Item being recommended
Explicit User Feedback: like, rating, movie view, profile read, search
Implicit User Feedback: click, hover, scroll, navigation
Instances: Rows of user feedback/input data
Overfitting: Training a model too closely to the training data & hyperparameters
Hold Out Split: Holding out some of the instances to avoid overfitting
Features: Columns of instance rows (of feedback/input data)
Cold Start Problem: Not enough data to personalize (new)
Hyperparameter: Model-specific config knobs for tuning (tree depth, iterations)
Model Evaluation: Compare predictions to actual values of hold out split
Feature Engineering: Modify, reduce, combine features
26

27. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Features
Binary: True or False
Numeric Discrete: Integers
Numeric: Real Values
Binning: Convert Continuous into Discrete (Time of Day->Morning, Afternoon)
Categorical Ordinal: Size (Small->Medium->Large), Ratings (1->5)
Categorical Nominal: Independent, Favorite Sports Teams, Dating Spots
Temporal: Time-based, Time of Day, Binge Viewing
Text: Movie Titles, Genres, Tags, Reviews (Tokenize, Stop Words, Stemming)
Media: Images, Audio, Video
Geographic: (Longitude, Latitude), Geohash
Latent: Hidden Features within Data (Collaborative Filtering)
Derived: Age of Movie, Duration of User Subscription
27

28. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Feature Engineering
Dimension Reduction
Reduce number of features in feature space
Principle Component Analysis (PCA)
Help find principle features that best describe variance in data
Peel the dimensional layers back until you describe the data
One-Hot Encoding
Convert nominal categorical feature values to 0’s, 1’s
Remove numerical relationship between the categories
Bears
-> 1
Bears ->
[1,0,0]
49’ers -> 2
-->
49’ers ->
[0,1,0]
Steelers-> 3
Steelers-> [0,0,1]
28
1 binary column
per category

29. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Normalize and Standardize Features
Goal
Scale features to standard size
Required by many ML algos
Normalize Features
Calculate L1 (or L2, etc) norm
Divide elements by norm
org.apache.spark.ml.feature.Normalizer
Standardize Features
Apply standard normal transformation
Mean == 0
StdDev == 1
org.apache.spark.ml.feature.StandardScaler
29

30. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Non-Personalized Recommendations
30

31. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Cold Start Problem
“Cold Start” problem
New user, don’t know their preference, must show something!
Movies with highest-rated actors
Top K Aggregations
Most desirable singles
PageRank of likes and dislikes
Facebook social graph
Friend-based recommendations
31

32. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Personalized Recommendations
32

33. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Clustering (aka. Nearest Neighbors)
User-to-User Clustering (User Behavior)
Similar items viewed or rated
Similar viewing pattern (ie. binge or casual)
Item-to-Item Clustering (Item Description)
Similar item tags/metadata (Jaccard Similiarity, Locality Sensitive Hash)
Similar profile text and categories (TF/IDF, Word2Vec, NLP)
Similar images/facial structures (Convolutional Neural Nets, Eigenfaces)
33
http://crockpotveggies.com/2015/02/09/automating-tinder-with-eigenfaces.htmMy OKCupid Profile
My Hinge Profile
Dating
Site ->

34. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Bonus: NLP Conversation Bot
34
“If your responses to my generic opening
lines are positive, I may read your profile.”
Spark ML and Stanford CoreNLP:
TF/IDF, DecisionTrees, Sentiment
Analysis

35. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
User-to-Item Collaborative Filtering
Matrix Factorization
① Factor the large matrix (left) into 2 smaller matrices (right)
② Smaller matrices, when multiplied, approximate original
③ Fill in the missing values with in the large matrix
④ Surface latent features from within user-item interaction
35

36. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Item-to-Item Collaborative Filtering
Made famous by Amazon Paper ~2003
Problem
As # of users grew, user-item collab filtering didn’t scale
Solution
Offline/Batch
Generate itemId -> List[userId] vectors
Online/Real-time
For each item in cart, recommend similar items from vector space
36

37. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Presentation Outline
Scaling with Parallelism and Composability
Similarity and Recommendations
When to Approximate
Common Algorithms and Data Structures
Common Libraries and Tools
Netflix Recommendations and Data Pipeline
37

38. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
When to Approximate?
Memory or time constrained queries
Relative vs. exact counts are OK (# errors between then and now)
Using machine learning or graph algos
Inherently probabilistic and approximate
Finding topics in documents (LDA)
Finding similar pairs of users, items, words at scale (LSH)
Finding top influencers (PageRank)
Streaming aggregations
Inherently sloppy collection (exactly once?)
38
Approximate as much as you can get away with!
Ask for forgiveness later !!

39. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
When NOT to Approximate?
If you’ve ever heard the term…
“Sarbanes-Oxley”
…at the office after 2002.
39

40. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Presentation Outline
Scaling with Parallelism and Composability
Similarity and Recommendations
When to Approximate
Common Algorithms and Data Structures
Common Libraries and Tools
Netflix Recommendations and Data Pipeline
40

41. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
A Few Good Algorithms
41
You can’t handle
the approximate!

42. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Common to These Algos & Data Structs
Low, fixed size in memory
Known error bounds
Store large amount of data
Less memory than Java/Scala collections
Tunable tradeoff between size and error
Rely on multiple hash functions or operations
Size of hash range defines error
42

43. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Bloom Filter
Set.contains(key): Boolean
“Hash Multiple Times and Flip the Bits Wherever You Land”
43

44. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Bloom Filter
Approximate set membership for key
False positive: expect contains(), actual !contains()
True negative: expect !contains(), actual !contains()
Elements are only added, never removed
44

45. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Bloom Filter in Action
45
set(key)
contains(key): Boolean
Images by @avibryant
TRUE -> maybe contains
FALSE -> definitely does not contain.

46. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
CountMin Sketch
Frequency Count and TopK
“Hash Multiple Times and Add 1 Wherever You Land”
46

47. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
CountMin Sketch (CMS)
Approximate frequency count and TopK for key
ie. “Heavy Hitters” on Twitter
47
Matei Zaharia
Martin Odersky
Donald Trump

48. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
CountMin Sketch In Action (TopK, Count)
48
Images derived from @avibryant
Find minimum of all rows
…
…
Can overestimate,
but never underestimate
Multiple hash functions
(1 hash function per row)
Binary hash output
(1 element per column)
x 2 occurrences of
“Top Gun” for slightly
additional complexity
Top Gun
Top Gun
Top Gun
(x 2)
A Few
Good Men
Taps
Top Gun
(x 2)
add(Top Gun, 2)
getCount(Top Gun): Long
Use Case: TopK movies using total views
add(A Few Good Men, 1)
add(Taps, 1)
A Few
Good Men
Taps
…
…
Overlap Top Gun
Overlap A Few Good Men

49. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
HyperLogLog
Count Distinct
“Hash Multiple Times and Uniformly Distribute Where You Land”
49

50. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
HyperLogLog (HLL)
Approximate count distinct
Slight twist
Special hash function creates uniform distribution
Error estimate
14 bits for size of range
m = 2^14 = 16,384 hash slots
error = 1.04/(sqrt(16,384)) = .81%
50
Not many of these

51. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
HyperLogLog In Action (Count Distinct)
Use Case: Number of distinct users who view a movie
51
0
32
Top Gun: Hour 2
user
2001
user
4009
user
3002
user
7002
user
1005
user
6001
User
8001
User
8002
user
1001
user
2009
user
3005
user
3003
Top Gun: Hour 1
user
3001
user
7009
0
16
Uniform Distribution:
Estimate distinct # of users by
inspecting just the beginning
0
32
Top Gun: Hour 1 + 2
user
2001
user
4009
user
3002
user
7002
user
1005
user
6001
User
8001
User
8002
Combine across
different scales
user
7009
user
1001
user
2009
user
3005
user
3003
user
3001

52. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Locality Sensitive Hashing
Set Similarity
“Pre-process Items into Buckets, Compare Within Buckets”
52

53. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Locality Sensitive Hashing (LSH)
Approximate set similarity
Hash designed to cluster similar items
Avoids cartesian all-pairs comparison
Pre-process m rows into b buckets
b << m
Hash items multiple times
Similar items hash to overlapping buckets
Compare just contents of buckets
Much smaller cartesian … and parallel !!
53

54. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
DIMSUM
Set Similarity
“Pre-process and ignore data that is unlikely to be similar.”
54

55. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
DIMSUM
“Dimension Independent Matrix Square Using MR”
Remove vectors with low probability of similarity
RowMatrix.columnSimiliarites(threshold)
Twitter DIMSUM Case Study
40% efficiency gain over bruce-force Cosine Sim
55

56. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Presentation Outline
Scaling with Parallelism and Composability
Similarity and Recommendations
When to Approximate
Common Algorithms and Data Structures
Common Libraries and Tools
Netflix Recommendations and Data Pipeline
56

57. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Common Tools to Approximate
Twitter Algebird
Redis
Apache Spark
57
Composable Library
Distributed Cache
Big Data Processing

58. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Twitter Algebird
Rooted in Algebraic Fundamentals!
Parallel
Associative
Composable
Examples
Min, Max, Avg
BloomFilter (Set.contains(key))
HyperLogLog (Count Distinct)
CountMin Sketch (TopK Count)
58

59. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Redis
Implementation of HyperLogLog (Count Distinct)
12KB per item count
2^64 max # of items
0.81% error (Tunable)
Add user views for given movie
PFADD TopGun_HLL user1001 user2009 user3005
PFADD TopGun_HLL user3003 user1001
Get distinct count (cardinality) of set
PFCOUNT TopGun_HLL
Returns: 4 (distinct users viewed this movie)
59
ignore duplicates
Tunable
Union 2 HyperLogLog Data Structures
PFMERGE TopGun_HLL Taps_HLL

60. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Spark Approximations
Spark Core
RDD.count*Approx()
Spark SQL
PartialResult
approxCountDistinct(column), HyperLogLogPlus
Spark ML
Stratified sampling
PairRDD.sampleByKey(fractions: Double[ ])
DIMSUM sampling
Probabilistic sampling reduces amount of comparison shuffle
RowMatrix.columnSimilarities(threshold)
Spark Streaming
A/B testing
StreamingTest.setTestMethod(“welch”).registerStream(dstream)
60

61. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
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Demos!
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62. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Counting
Exact Count vs. Approx HyperLogLog, CountMin Sketch
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63. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
HashSet vs. HyperLogLog (Memory)
63

64. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
HashSet vs. CountMin Sketch (Memory)
64

65. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Set Similarity
Bruce Force vs. Locality Sensitive Hashing Similarity
65

66. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Brute Force Cartesian All Pair Similarity
66
47 seconds

67. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Locality Sensitive Hash All Pair Similarity
67
6 seconds

68. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Many More Demos!
or
Download Docker
Clone Github
68
http://advancedspark.com

69. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Presentation Outline
Scaling with Parallelism and Composability
Similarity and Recommendations
When to Approximate
Common Algorithms and Data Structures
Common Libraries and Tools
Netflix Recommendations and Data Pipeline
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70. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Netflix Recommendation & Data Pipeline
From 5 Stars to Trending Now
70

71. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Has a Lot of Data
Netflix has a lot of data about a lot of users and a lot of movies.
Netflix can use this data to buy new movies.
Netflix is global.
Netflix can use this data to choose original programming.
Netflix knows that a lot of people like politics and Kevin Spacey.
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The UK doesn’t have White Castle.
Renamed my favourite movie to:
“Harold and Kumar Get the Munchies”
My favorite movie:
“Harold and Kumar
Go to White Castle”
Summary: Buy NFLX Stock!
This broke my unit tests!

72. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
$1 Million Netflix Prize (2006-2009)
Goal
Improve movie predictions by 10% (RMSE)
Dataset
(userId, movieId, rating, timestamp)
Test data withheld to calculate RMSE upon submission
Winning algorithm
10.06% improvement (RMSE)
Ensemble of 500+ ML combined with GBDT’s
Computationally impractical
72

73. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Secrets to the Winning Algorithms
Adjust for the following human bias…
① Alice Effect: rate lower than average user
② Inception Effect: rated higher than average movie
③ Overall mean rating of a movie
④ Number of people who have rated a movie
⑤ Mood, time of day, day of week, season, weather
⑥ Number of days since user’s first rating
⑦ Number of days since movie’s first rating
73

74. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Data Pipeline - Then
74
v1.0!
v2.0!

75. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Data Pipeline - Now
75
v3.0!
8 million events per second

76. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Recommendation Pipeline
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Throw away
batch-generated
user factors (U)

77. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Common ML Algorithms
Logistic Regression
Linear Regression
Gradient Boosted Decision Trees
Random Forest
Matrix Factorization
SVD
Restricted Boltzmann Machines
Deep Neural Nets
Markov Models
LDA
Clustering
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Ensembles

78. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Trending Now
Time of day
Personalized to user (viewing history, past ratings)
Personalized to events (Valentine’s Day)
78
“VHS”
Number of
Plays
Number of
Impressions
Calculate
Take Rate

79. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Bonus: Pandora Time of Day Recs
Work Days
Play familiar music
User is less likely accept new music
Evenings and Weekends
Play new music
More like to accept new music
79

80. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Social Integration
Post to Facebook after movie start (5 mins)
Recommend without needing viewing history
Helps with Cold Start problem
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81. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Netflix Search
No results? No problem… Show similar results!
Empty searches are good!
Explicit feedback for future recommendations
Content to buy and produce!
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82. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Bonus: Netflix in 2004
Netflix noticed people started to rate movies higher!?
Why?
Significant UI improvements made around that time
Recommendation improvements (Cinematch)
82

83. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
Thank You!!
Chris Fregly @cfregly
IBM Spark Tech Center
http://spark.tc
San Francisco, California, USA
http://advancedspark.com
Sign up for the Meetup and Book
Contribute to Github Repo
Run all Demos using Docker
Find me: LinkedIn, Twitter, Github, Email, Fax
83
Image derived from http://www.duchess-france.org/

84. Power of data. Simplicity of design. Speed of innovation.
IBM Spark
spark.tc
Power of data. Simplicity of design. Speed of innovation.
IBM Spark
advancedspark.com
@cfregly