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© 2014 MapR Technologies 1
Talk Overview
• Agile Real-time Stats
• R + Storm
github.com/allenday/R-Storm
• DEMO
• How to do it?
• Q & A @allenday
Agile
Methods
Advanced
Statistics
Continuous
Real-time
Delivery
github.com/allenday/hadoop-summit-r-storm-demo-public
© 2014 MapR Technologies 2© 2014 MapR Technologies
Architecting R into the Storm
Application Development Process
© 2014 MapR Technologies 3
Allen (me) and Sungwook @ MapR
• Allen Day, Principal Data Scientist [ @allenday ]
7yr Hadoop dev, 12yr R dev/author
PhD, Human Genetics, UCLA Medicine
• Sungwook Yoon, Data Scientist
Spark & Security Expert
PhD, Computer Engineering, Purdue
• MapR [ @mapr ]
Distributes open source components for Hadoop
Adds major technology for performance, HA, industry standard APIs
© 2014 MapR Technologies 4
What’s Storm? What’s R?
• What’s Storm?
– Processes a data stream. Akin to UNIX pipe + tee & merge commands
– Runs on a cluster. Fault-tolerant and designed to scale out
– Used for: real-time analytics & machine learning
• What’s R?
– Programming language with advanced statistics libraries
– Does not scale out. Can scale up
– Used for: prototyping, data modeling, visualization
How to combine these?
© 2014 MapR Technologies 5
R outside, Storm inside: not practical. Why?
• Model-building and QA is done
on data snapshots
• However, R => Hadoop is
realistic. Key difference:
referenced data can be static
– Use MapR snapshots for dev and
QA
– See also: RHIPE (Purdue) and
RHadoop (RevolutionAnalytics)
R
Storm
User
© 2014 MapR Technologies 6
Storm outside, R inside: a good fit
• Enables separation of concerns
– Independently manage modeling,
ops timelines, and version control
– Integrate as needed
• Enables role specialization
– R built-ins allow faster iteration
and more concise stats-type code
– Do DevOps with specific SW
engineering tech, e.g. Java
Storm
R
User
© 2014 MapR Technologies 7© 2014 MapR Technologies
Q: Who really likes statistics?
A: Baseball fans
A: Team Managers = Portfolio Managers
© 2014 MapR Technologies 8
© 2014 MapR Technologies 9
Fresh Local Data Tonight!
© 2014 MapR Technologies 10
Famous Vintage Data
Oakland Athletics
2002 Season
20 consecutive
wins – the current
record
Obligatory movie
ref… I’m from LA
LET’S GO DODGERS!
© 2014 MapR Technologies 11© 2014 MapR Technologies
Goal: Detect “Moneyball” 2002 Winning Streak
© 2014 MapR Technologies 12
Methods:
Change Point Detection
Find natural breakpoints in a
time-series set of data points
R packages implement this:
changepoint: more
sensitve, but not streaming
bcp: streaming, but less
sensitive
© 2014 MapR Technologies 13
GIFs to
MapR
Filesystem
Methods: R+Storm Demo Architecture
Storm Bolt
R online
change point
detector
Storm Bolt
(write to Jetty)
Oakland A’s
Data
(accelerated)
Jetty
Webserver
Browser
(D3.js) Us 
github.com/allenday/hadoop-summit-r-storm-demo-public
© 2014 MapR Technologies 14© 2014 MapR Technologies
50-game sliding
window/buffer to
detect change points
Cumulative history
with detected break
points
Raw data (score
difference between
A’s and opponent)
Demo
© 2014 MapR Technologies 15
Methods Details: How it’s done
• Uses R-Storm binding github.com/allenday/R-Storm
– Storm package on CRAN cran.r-project.org/web/packages/Storm
Storm (dev team)
R
(stats team)
Storm
(dev team, pure
Java)
Producer Consumer
© 2014 MapR Technologies 16
Methods Details: Easy integration
R: lambda function
storm = Storm$new();
storm$lambda = function(s) {
t = s$tuple;
t$output = vector(length=1); t$output[1] = “tada!”
s$emit(t)
}
Storm: extend ShellBolt
public static class MyRBolt extends ShellBolt implements IRichBolt
{
public RBolt() {
super("Rscript", ”my.R");
}
}
© 2014 MapR Technologies 17
Results
• Change points are identified, but none for winning streak
– Not using score difference, anyway
• Time to integrate with the modeling team!
– Send @kunpognr or @allenday a pull request on GitHub
• Applicable to many other use cases, e.g.
– Security (fraud detection, intrusion detection)
– Marketing (intent to purchase / social media streams)
– Customer Support (help desk voice calls)
Discussion
© 2014 MapR Technologies 18
Q&A
@allenday maprtech
allenday@mapr.com
Engage with us!
MapR
maprtech
linkedin.com/in/allenday

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R + Storm Moneyball - Realtime Advanced Statistics - Hadoop Summit - San Jose

  • 1. © 2014 MapR Technologies 1 Talk Overview • Agile Real-time Stats • R + Storm github.com/allenday/R-Storm • DEMO • How to do it? • Q & A @allenday Agile Methods Advanced Statistics Continuous Real-time Delivery github.com/allenday/hadoop-summit-r-storm-demo-public
  • 2. © 2014 MapR Technologies 2© 2014 MapR Technologies Architecting R into the Storm Application Development Process
  • 3. © 2014 MapR Technologies 3 Allen (me) and Sungwook @ MapR • Allen Day, Principal Data Scientist [ @allenday ] 7yr Hadoop dev, 12yr R dev/author PhD, Human Genetics, UCLA Medicine • Sungwook Yoon, Data Scientist Spark & Security Expert PhD, Computer Engineering, Purdue • MapR [ @mapr ] Distributes open source components for Hadoop Adds major technology for performance, HA, industry standard APIs
  • 4. © 2014 MapR Technologies 4 What’s Storm? What’s R? • What’s Storm? – Processes a data stream. Akin to UNIX pipe + tee & merge commands – Runs on a cluster. Fault-tolerant and designed to scale out – Used for: real-time analytics & machine learning • What’s R? – Programming language with advanced statistics libraries – Does not scale out. Can scale up – Used for: prototyping, data modeling, visualization How to combine these?
  • 5. © 2014 MapR Technologies 5 R outside, Storm inside: not practical. Why? • Model-building and QA is done on data snapshots • However, R => Hadoop is realistic. Key difference: referenced data can be static – Use MapR snapshots for dev and QA – See also: RHIPE (Purdue) and RHadoop (RevolutionAnalytics) R Storm User
  • 6. © 2014 MapR Technologies 6 Storm outside, R inside: a good fit • Enables separation of concerns – Independently manage modeling, ops timelines, and version control – Integrate as needed • Enables role specialization – R built-ins allow faster iteration and more concise stats-type code – Do DevOps with specific SW engineering tech, e.g. Java Storm R User
  • 7. © 2014 MapR Technologies 7© 2014 MapR Technologies Q: Who really likes statistics? A: Baseball fans A: Team Managers = Portfolio Managers
  • 8. © 2014 MapR Technologies 8
  • 9. © 2014 MapR Technologies 9 Fresh Local Data Tonight!
  • 10. © 2014 MapR Technologies 10 Famous Vintage Data Oakland Athletics 2002 Season 20 consecutive wins – the current record Obligatory movie ref… I’m from LA LET’S GO DODGERS!
  • 11. © 2014 MapR Technologies 11© 2014 MapR Technologies Goal: Detect “Moneyball” 2002 Winning Streak
  • 12. © 2014 MapR Technologies 12 Methods: Change Point Detection Find natural breakpoints in a time-series set of data points R packages implement this: changepoint: more sensitve, but not streaming bcp: streaming, but less sensitive
  • 13. © 2014 MapR Technologies 13 GIFs to MapR Filesystem Methods: R+Storm Demo Architecture Storm Bolt R online change point detector Storm Bolt (write to Jetty) Oakland A’s Data (accelerated) Jetty Webserver Browser (D3.js) Us  github.com/allenday/hadoop-summit-r-storm-demo-public
  • 14. © 2014 MapR Technologies 14© 2014 MapR Technologies 50-game sliding window/buffer to detect change points Cumulative history with detected break points Raw data (score difference between A’s and opponent) Demo
  • 15. © 2014 MapR Technologies 15 Methods Details: How it’s done • Uses R-Storm binding github.com/allenday/R-Storm – Storm package on CRAN cran.r-project.org/web/packages/Storm Storm (dev team) R (stats team) Storm (dev team, pure Java) Producer Consumer
  • 16. © 2014 MapR Technologies 16 Methods Details: Easy integration R: lambda function storm = Storm$new(); storm$lambda = function(s) { t = s$tuple; t$output = vector(length=1); t$output[1] = “tada!” s$emit(t) } Storm: extend ShellBolt public static class MyRBolt extends ShellBolt implements IRichBolt { public RBolt() { super("Rscript", ”my.R"); } }
  • 17. © 2014 MapR Technologies 17 Results • Change points are identified, but none for winning streak – Not using score difference, anyway • Time to integrate with the modeling team! – Send @kunpognr or @allenday a pull request on GitHub • Applicable to many other use cases, e.g. – Security (fraud detection, intrusion detection) – Marketing (intent to purchase / social media streams) – Customer Support (help desk voice calls) Discussion
  • 18. © 2014 MapR Technologies 18 Q&A @allenday maprtech allenday@mapr.com Engage with us! MapR maprtech linkedin.com/in/allenday

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