Schedule

http://bit.ly/tessera-uts2015

Installation Check

http://bit.ly/tessera-uts2015

• Install R 3.2.x
• Make sure you have a recent version of Chrome or Firefox installed
• Install RStudio (optional)
• Download course data and code and unzip:
  • ​http://ml.stat.purdue.edu/uts2015/tessera_shortcourse.zip
• Install R packages

setwd("path/to/course/material/download")

options(repos = c(tessera = "http://packages.tessera.io",
  getOption("repos")))

install.packages(c("datadr", "trelliscope", "rbokeh", 
  "housingData", "lubridate"))

Installation Check

http://bit.ly/tessera-uts2015

# make sure you have set your working directory correctly
list.files()

# [1] "housing.R" "taxi.R"    "taxidata" 


# test installed packages with a simple example
library(trelliscope)
library(rbokeh)
library(housingData)
panel <- function(x)
  figure() %>% ly_points(time, medListPriceSqft, data = x)
housing %>%
  qtrellis(by = c("county", "state"), panel, layout = c(2, 4))

# note: this will open up a web browser with a shiny app running
# use ctrl-c or esc to get back to your R prompt

Test Installation:

What is Tessera?

http://bit.ly/tessera-uts2015

• A high level R interface for analyzing complex data large and small
• Code is simple and consistent regardless of size
• Powered by statistical methodology Divide and Recombine (D&R)
• Provides access to 1000s of statistical, machine learning, and visualization methods
• Detailed, flexible, scalable visualization with Trelliscope

Tessera Environment

http://bit.ly/tessera-uts2015

• Front end: two R packages, datadr & trelliscope
• Back ends: R, Hadoop, Spark, etc.
• R <-> backend bridges: RHIPE, SparkR, etc.

Back End Agnostic Interface

http://bit.ly/tessera-uts2015

Trelliscope

http://bit.ly/tessera-uts2015

• Extension of multi-panel display systems, e.g. Trellis Display or faceting in ggplot

• Number of panels can be very large (in the millions)

• Panels can be interactively navigated through the use of cognostics

• Provides flexible, scalable, detailed visualization of large, complex data

trelliscope example

Trelliscope is Scalable

• 6 months of high frequency trading data
• Hundreds of gigabytes of data
• Split by stock symbol and day
• Nearly 1 million subsets

Deep Analysis of

Large Complex Data

http://bit.ly/tessera-uts2015

• Data most often does not come with a model

• If we already (think we) know the algorithm / model to apply and simply apply it to the data and do nothing else to assess validity, we are not doing analysis, we are processing

• Deep analysis means detailed, comprehensive analysis that does not lose important information in the data

• It means trial and error, an iterative process of hypothesizing, fitting, validating, learning

• It means a lot of visualization

• It means access to 1000s of statistical, machine learning, and visualization methods, regardless of data size

• It means access to a high-level language to make iteration efficient

Deep Analysis of

Large Complex Data

http://bit.ly/tessera-uts2015

Any or all of the following:

• Large number of records
• Many variables
• Complex data structures not readily put into tabular form of cases by variables
• Intricate patterns and dependencies that require complex models and methods of analysis
• Not i.i.d.!

Often complex data is more of a challenge than large data, but most large data sets are also complex

Goals

http://bit.ly/tessera-uts2015

• Work in familiar high-level statistical programming environment
• Have access to the 1000s of statistical, ML, and vis methods
• Minimize time thinking about code or distributed systems
• Maximize time thinking about the data
• Be able to analyze large complex data with nearly as much flexibility and ease as small data

Divide and Recombine

http://bit.ly/tessera-uts2015

• Specify meaningful, persistent divisions of the data
• Analytic or visual methods are applied independently to each subset of the divided data in embarrassingly parallel fashion
• Results are recombined to yield a statistically valid D&R result for the analytic method

Simple Idea

Divide and Recombine

http://bit.ly/tessera-uts2015

How to Divide the Data?

http://bit.ly/tessera-uts2015

• Typically "big data" is big because it is made up of collections of smaller data from many subjects, sensors, locations, time periods, etc.
• It is therefore natural to break the data up based on these dimensions and apply visual or analytical methods to the subsets individually
• We call this conditioning variable division
• It is in practice by far the most common thing we do (and it's nothing new)
• Another option is random replicate division

Analytic Recombination

http://bit.ly/tessera-uts2015

• Analytic recombination begins with applying an analytic method independently to each subset
  • The beauty of this is that we can use any of the small-data methods we have available (think of the 1000s of methods in R)
• For conditioning-variable division:
  • Typically the recombination depends on the subject matter
  • Example: apply the same model to each subset and combine the subset estimated coefficients and build a statistical model or visually study the resulting collection of coefficients

Analytic Recombination

http://bit.ly/tessera-uts2015

• For random replicate division:
  • Observations are seen as exchangeable, with no conditioning variables considered
  • Division methods are based on statistical matters, not the subject matter as in conditioning-variable division
  • Results are often approximations
• Approaches that fit this paradigm
  • Coefficient averaging
  • Subset likelihood modeling
  • Bag of little bootstraps
  • Consensus MCMC
  • Alternating direction method of multipliers (ADMM)

Visual Recombination: Trelliscope

http://bit.ly/tessera-uts2015

• Most tools and approaches for big data either
  • Summarize lot of data and make a single plot
  • Are very specialized for a particular domain
• Summaries are critical
• But we must be able to visualize complex data in detail even when they are large!
• Trelliscope does this by building on Trellis Display

Trellis Display

http://bit.ly/tessera-uts2015

• Data are split into meaningful subsets, usually conditioning on variables of the dataset
• A visualization method is applied to each subset
• The image for each subset is called a "panel"
• Panels are arranged in an array of rows, columns, and pages, resembling a garden trellis

Why Trellis is Effective

http://bit.ly/tessera-uts2015

• Easy and effective to create
  • Data complexity can be parametrized into how the data is split up and plotted
  • We have a great deal of freedom with what we plot inside each panel
• Easy and effective to consume
  • Edward Tufte’s term for panels in Trellis Display is small multiples:
    • Once a viewer understands one panel, they have immediate access to the data in all other panels
    • Small multiples directly depict comparisons to reveal repetition and change, pattern and surprise

Scaling Trellis

http://bit.ly/tessera-uts2015

• Big data lends itself nicely to the idea of small multiples
  • Typically "big data" is big because it is made up of collections of smaller data from many subjects, sensors, locations, time periods, etc.
  • It is natural to break the data up based on these dimensions and plot it
• But this means Trellis displays with potentially thousands or millions of panels
• We can create millions of plots, but we will never be able to (or want to) view all of them!
  

Scaling Trellis

http://bit.ly/tessera-uts2015

• To scale, we can apply the same steps as in Trellis display, with one extra step:
  • Data are split into meaningful subsets, usually           conditioning on variables of the dataset
  • A visualization method is applied to each subset
  • A set of cognostic metrics is computed for each subset
  • Panels are arranged in an array of rows, columns, and pages, resembling a garden trellis, with the arrangement being specified through interactions with the cognostics

We will see examples of creating Trelliscope displays in the following hands-on section

Tessera

http://bit.ly/tessera-uts2015

Tessera is an implementation of D&R built on R

• Front end R packages that can tie to scalable back ends:
  • datadr: provides an interface to data operations, division, and analytical recombination methods
  • trelliscope: visual recombination through interactive multipanel exploration with cognostics

Data Structures in datadr

http://bit.ly/tessera-uts2015

• Must be able to break data down into pieces for independent storage / computation

• Recall the potential for: “Complex data structures not readily put into tabular form of cases by variables”

• Key-value pairs: a flexible storage paradigm for partitioned, distributed data

  • each subset of a division is an R list with two elements: key, value

  • keys and values can be any R object

http://bit.ly/tessera-uts2015

[[1]]
$key
  [1] "setosa"

$value
  Sepal.Length Sepal.Width Petal.Length Petal.Width
           5.1         3.5          1.4         0.2
           4.9         3.0          1.4         0.2
           4.7         3.2          1.3         0.2
           4.6         3.1          1.5         0.2
           5.0         3.6          1.4         0.2
  ...


[[2]]
$key
  [1] "versicolor"

$value
   Sepal.Length Sepal.Width Petal.Length Petal.Width
            7.0         3.2          4.7         1.4
            6.4         3.2          4.5         1.5
            6.9         3.1          4.9         1.5
            5.5         2.3          4.0         1.3
            6.5         2.8          4.6         1.5
  ...

[[3]]
$key
  [1] "virginica"

$value
  Sepal.Length Sepal.Width Petal.Length Petal.Width
           6.3         3.3          6.0         2.5
           5.8         2.7          5.1         1.9
           7.1         3.0          5.9         2.1
           6.3         2.9          5.6         1.8
           6.5         3.0          5.8         2.2
  ...

Example: Fisher's iris data

We can represent the data divided by species as a collection of key-value pairs

• Key is species name
• Value is a data frame of measurements for that species

Measurements in centimeters of the variables sepal length and width and petal length and width for 50 flowers from each of 3 species of iris: "setosa", "versicolor", and "virginica"

Each key-value pair is an independent unit and can be stored across disks, machines, etc.

http://bit.ly/tessera-uts2015

[[1]]
$key
  [1] "setosa"

$value
  Sepal.Length Sepal.Width Petal.Length Petal.Width
           5.1         3.5          1.4         0.2
           4.9         3.0          1.4         0.2
           4.7         3.2          1.3         0.2
           4.6         3.1          1.5         0.2
           5.0         3.6          1.4         0.2
  ...


[[2]]
$key
  [1] "versicolor"

$value
   Sepal.Length Sepal.Width Petal.Length Petal.Width
            7.0         3.2          4.7         1.4
            6.4         3.2          4.5         1.5
            6.9         3.1          4.9         1.5
            5.5         2.3          4.0         1.3
            6.5         2.8          4.6         1.5
  ...

[[3]]
$key
  [1] "virginica"

$value
  Sepal.Length Sepal.Width Petal.Length Petal.Width
           6.3         3.3          6.0         2.5
           5.8         2.7          5.1         1.9
           7.1         3.0          5.9         2.1
           6.3         2.9          5.6         1.8
           6.5         3.0          5.8         2.2
  ...

Distributed Data Objects &

Distributed Data Frames

A collection of key-value pairs that forms a data set is called a distributed data object (ddo) and is the fundamental data type that is passed to and returned from most of the functions in datadr.

A ddo for which every value in each key value pair is a data frame of the same schema is called a distributed data frame (ddf)

This is a ddf (and a ddo)

http://bit.ly/tessera-uts2015

[[1]]
$key
  [1] "setosa"

$value
  Call:
  loess(formula = Sepal.Length ~ Sepal.Width, data = x)

  Number of Observations: 50 
  Equivalent Number of Parameters: 5.53 
  Residual Standard Error: 0.2437

[[2]]
$key
  [1] "versicolor"

$value
  Call:
  loess(formula = Sepal.Length ~ Sepal.Width, data = x)

  Number of Observations: 50 
  Equivalent Number of Parameters: 5 
  Residual Standard Error: 0.4483 

[[3]]
$key
  [1] "virginica"

$value
  Call:
  loess(formula = Sepal.Length ~ Sepal.Width, data = x)

  Number of Observations: 50 
  Equivalent Number of Parameters: 5.59 
  Residual Standard Error: 0.5683 

Distributed Data Objects &

Distributed Data Frames

Suppose we fit a loess model to each subset and store the result in a new collection of key-value pairs.

This is a ddo but not a ddf

datadr Data Connections

http://bit.ly/tessera-uts2015

• Distributed data types / backend connections

  • localDiskConn(), hdfsConn(), sparkDataConn() connections to ddo / ddf objects persisted on a backend storage system

  • ddo(): instantiate a ddo from a backend connection

  • ddf(): instantiate a ddf from a backend connection

• Conversion methods between data stored on different backends

Computation in datadr

http://bit.ly/tessera-uts2015

MapReduce

• A general-purpose paradigm for processing big data sets​

• The standard processing paradigm in Hadoop

MapReduce

http://bit.ly/tessera-uts2015

• ​Map: take input key-value pairs and apply a map function, emitting intermediate transformed key-value pairs

• Shuffle: group map outputs by intermediate key

• Reduce: for each unique intermediate key, gather all values and process with a reduce function

This is a very general and scalable approach to processing data.

MapReduce Example

http://bit.ly/tessera-uts2015

• ​Map: for each species in the input key-value pair, emit the species as the key and the max as the value
• Reduce: for each grouped intermediate species key, compute the maximum of the values

Compute maximum sepal length by species for randomly divided iris data

MapReduce Example

http://bit.ly/tessera-uts2015

maxMap <- expression({
  # map.values: list of input values
  for(v in map.values) {
    # v is a data.frame
    # for each species, "collect" a 
    # k/v pair to be sent to reduce
    by(v, v$Species, function(x) {
      collect(
        x$Species[1],       # key
        max(x$Sepal.Length) # value
      )
    })
  } 
})

Map

# reduce is called for unique intermediate key
# "pre" is an initialization called once
# "reduce" is called for batches of reduce.values
# "post" runs after processing all reduce.values
maxReduce <- expression(
  pre={
    speciesMax <- NULL
  },
  reduce={
    curValues <- do.call(c, reduce.values)
    speciesMax <- max(c(speciesMax, curValues))
  },
  post={
    collect(reduce.key, speciesMax)
  }
)

Reduce

That's not very intuitive

But could be run on hundreds of terabytes of data

And it's much easier than what you'd write in Java

Computation in datadr

http://bit.ly/tessera-uts2015

• ​Everything uses MapReduce under the hood

• As often as possible, functions exist in datadr to shield the analyst from having to write MapReduce code

MapReduce is sufficient

for all D&R operations

D&R methods in datadr

http://bit.ly/tessera-uts2015

• A divide() function takes a ddf and splits it using conditioning or random replicate division

• Analytic methods are applied to a ddo/ddf with the addTransform() function

• Recombinations are specified with recombine(), which provides some standard combiner methods, such as combRbind(), which binds transformed results into single data frame

• Division of ddos with arbitrary data structures must typically be done with custom MapReduce code (unless data can be temporarily transformed into a ddf)

datadr Other Data Operations

http://bit.ly/tessera-uts2015

• drLapply(): apply a function to each subset of a ddo/ddf and obtain a new ddo/ddf

• drJoin(): join multiple ddo/ddf objects by key

• drSample(): take a random sample of subsets of a ddo/ddf

• drFilter(): filter out subsets of a ddo/ddf that do not meet a specified criteria

• drSubset(): return a subset data frame of a ddf

• drRead.table() and friends

• mrExec(): run a traditional MapReduce job on a ddo/ddf

datadr Division Independent Methods

http://bit.ly/tessera-uts2015

• drQuantile(): estimate all-data quantiles, optionally by a grouping variable

• drAggregate(): all-data tabulation

• drHexbin(): all-data hexagonal binning aggregation

• summary() method computes numerically stable moments, other summary stats (freq table, range, #NA, etc.)

• More to come

datadr vs. dplyr

http://bit.ly/tessera-uts2015

• dplyr
  • "A fast, consistent tool for working with data frame like objects, both in memory and out of memory"
  • Provides a simple interface for quickly performing a wide variety of operations on data frames
• Often datadr is confused as a dplyr alternative or competitor
• There are some similarities:
  • Both are extensible interfaces for data anlaysis / manipulation
  • Both have a flavor of split-apply-combine

datadr vs. dplyr

http://bit.ly/tessera-uts2015

• Back end architecture: 
  • dplyr ties to SQL-like back ends
  • datadr ties to key-value stores
• Scalability:
  • At scale, dplyr is a glorified SQL wrapper (all computations must be translatable to SQL operations - no R code)
  • datadr's fundamental algorithm is MapReduce, which scales to extremely large volumes and allows ad hoc R code to be applied
• Flexibility: dplyr data must be tabular while datadr data can be any conceivable R data structure
• Speed: dplyr will probably always be faster because its focused set of operations are optimized and usually applied against indexed databases whereas MapReduce always processes the entire data set

Differences

dplyr is great for subsetting, aggregating large tabular data

datadr is great for scalable deep analysis of large, complex data

For more information (docs, code, papers, user group, blog, etc.): http://tessera.io

Zillow Housing Data

http://bit.ly/tessera-uts2015

• Housing sales and listing data in the United States
• Between 2008-10-01 and 2014-03-01
• Aggregated to the county level
• Zillow.com data provided by Quandl 

library(housingData)

head(housing)

#    fips         county state       time nSold medListPriceSqft medSoldPriceSqft
# 1 06001 Alameda County    CA 2008-10-01    NA         307.9787         325.8118
# 2 06001 Alameda County    CA 2008-11-01    NA         299.1667               NA
# 3 06001 Alameda County    CA 2008-11-01    NA               NA         318.1150
# 4 06001 Alameda County    CA 2008-12-01    NA         289.8815         305.7878
# 5 06001 Alameda County    CA 2009-01-01    NA         288.5000         291.5977
# 6 06001 Alameda County    CA 2009-02-01    NA         287.0370               NA

Housing Data Variables

http://bit.ly/tessera-uts2015

Data Ingest

http://bit.ly/tessera-uts2015

• When working with any data set, the first thing to do is create a ddo/ddf from the data
• Examples:

## these are examples - don't run this code

# get data from a text file on HDFS and save to ddf on hdfs
myData1 <- drRead.table(
  hdfsConn("/home/input_text_files", header = TRUE, sep = "\t"),
  output = hdfsConn("/home/data_ddf")
)

# read from a csv file on disk and save ddf to disk
myData2 <- drRead.csv(
  localDiskConn("c:/my/local/data.csv"),
  output = localDiskConn("c:/my/local/data_ddf")
)

# convert in memory data frame to ddf:
myData3 <- ddf(some_data_frame)

You Try It

http://bit.ly/tessera-uts2015

Our housing data is already in memory, so we can use the simple approach of casting the data frame as a ddf:

library(datadr)
library(housingData)

housingDdf <- ddf(housing)

Divide by county and state

http://bit.ly/tessera-uts2015

One useful way to look at the data is divided by county and state

byCounty <- divide(housingDdf,
    by = c("county", "state"), update = TRUE)

* update = TRUE tells datadr to compute and update the attributes of the ddf (seen in printout) 

Investigating the ddf

http://bit.ly/tessera-uts2015

Recall that a ddf is a collection of key-value pairs

# look at first key-value pair
byCounty[[1]]

# $key
# [1] "county=Abbeville County|state=SC"
# 
# $value
#    fips       time nSold medListPriceSqft medSoldPriceSqft
# 1 45001 2008-10-01    NA         73.06226               NA
# 2 45001 2008-11-01    NA         70.71429               NA
# 3 45001 2008-12-01    NA         70.71429               NA
# 4 45001 2009-01-01    NA         73.43750               NA
# 5 45001 2009-02-01    NA         78.69565               NA
# ...

Investigating the ddf

http://bit.ly/tessera-uts2015

# look at first two key-value pairs
byCounty[1:2]

# [[1]]
# $key
# [1] "county=Abbeville County|state=SC"# 
#
# $value
#    fips       time nSold medListPriceSqft medSoldPriceSqft
# 1 45001 2008-10-01    NA         73.06226               NA
# 2 45001 2008-11-01    NA         70.71429               NA
# 3 45001 2008-12-01    NA         70.71429               NA
# 4 45001 2009-01-01    NA         73.43750               NA
# 5 45001 2009-02-01    NA         78.69565               NA
# ...# 
# 
#
# [[2]]
# $key
# [1] "county=Acadia Parish|state=LA"# 
#
# $value
#    fips       time nSold medListPriceSqft medSoldPriceSqft
# 1 22001 2008-10-01    NA         67.77494               NA
# 2 22001 2008-11-01    NA         67.16418               NA
# 3 22001 2008-12-01    NA         63.59129               NA
# 4 22001 2009-01-01    NA         65.78947               NA
# 5 22001 2009-02-01    NA         65.78947               NA
# ...

Investigating the ddf

http://bit.ly/tessera-uts2015

# lookup by key
byCounty[["county=Benton County|state=WA"]]

# $key
# [1] "county=Benton County|state=WA"
# 
# $value
#    fips       time nSold medListPriceSqft medSoldPriceSqft
# 1 53005 2008-10-01   137         106.6351         106.2179
# 2 53005 2008-11-01    80         106.9650               NA
# 3 53005 2008-11-01    NA               NA         105.2370
# 4 53005 2008-12-01    95         107.6642         105.6311
# 5 53005 2009-01-01    73         107.6868         105.8892
# ...

ddf Attributes

http://bit.ly/tessera-uts2015

summary(byCounty)

#         fips                 time                nSold        
#  -------------------  ------------------  ------------------- 
#        levels : 2883  missing :        0   missing :   164370 
#       missing : 0         min : 08-10-01       min :       11 
#  > freqTable head <       max : 14-03-01       max :    35619 
#  26077 : 140                                  mean : 274.6582 
#  51069 : 140                               std dev : 732.2429 
#  08019 : 139                              skewness :   10.338 
#  13311 : 139                              kurtosis : 222.8995 
#  -------------------  ------------------  ------------------- 
# ...

names(byCounty)

# [1] "fips"             "time"             "nSold"            "medListPriceSqft"
# [5] "medSoldPriceSqft"

length(byCounty)

# [1] 2883

getKeys(byCounty)

# [[1]]
# [1] "county=Abbeville County|state=SC"
# ...

Transformations

http://bit.ly/tessera-uts2015

• addTransform(data, fun) applies a function fun to each value of a key-value pair in the input ddo/ddf data

  • e.g. calculate a summary statistic for each subset

• The transformation is not applied immediately, it is deferred until:

  • A function that kicks off a MapReduce job is called, e.g. recombine()

  • A subset of the data is requested (e.g. byCounty[[1]])

  • The drPersist() function explicitly forces transformation computation to persist

Transformation Example

http://bit.ly/tessera-uts2015

Compute the slope of a simple linear regression of list price vs. time

# function to calculate a linear model and extract the slope parameter
lmCoef <- function(x) {
  coef(lm(medListPriceSqft ~ time, data = x))[2]
}

# best practice tip: test transformation function on one subset
lmCoef(byCounty[[1]]$value)

#          time 
# -0.0002323686 

# apply the transformation function to the ddf
byCountySlope <- addTransform(byCounty, lmCoef)

Transformation example

http://bit.ly/tessera-uts2015

# look at first key-value pair
byCountySlope[[1]]

# $key
# [1] "county=Abbeville County|state=SC"
# 
# $value
#          time 
# -0.0002323686 

# what does this object look like?
byCountySlope

# Transformed distributed data object backed by 'kvMemory' connection
# 
#  attribute      | value
# ----------------+----------------------------------------------------------------
#  size (stored)  | 15.73 MB (before transformation)
#  size (object)  | 15.73 MB (before transformation)
#  # subsets      | 2883
# 
# * Other attributes: getKeys()
# * Conditioning variables: county, state

*note: this is a ddo (value isn't a data frame) but it is still pointing to byCounty's data

Recombination

http://bit.ly/tessera-uts2015

countySlopes <- recombine(byCountySlope, combine = combRbind)

Let's recombine the slopes of list price vs. time into a data frame.

This is an example of statistic recombination where the result is small and is pulled back into R for further investigation.

Recombination Options

http://bit.ly/tessera-uts2015

• combine parameter controls the form of the result

  • combine=combRbind: rbind is used to combine all of the transformed key-value pairs into a local data frame in your R session - this is a frequently used option

  • combine=combCollect: transformed key-value pairs are collected into a local list in your R session

  • combine=combDdo: results are combined into a new ddo object

  • Others can be written for more sophisticated goals such as model coefficient averaging, etc.

Persisting a Transformation

http://bit.ly/tessera-uts2015

us2aus <- function(x)
  x * 15.2453603

byCountyAus <- addTransform(byCounty, function(x) {
  x$medListPriceMetre <- us2aus(x$medListPriceSqft)
  x$medSoldPriceMetre <- us2aus(x$medSoldPriceSqft)
  x
})

byCountyAus <- drPersist(byCountyAus)

Often we want to persist a transformation, creating a new ddo or ddf that contains the transformed data.  Transforming and persisting a transformation is an analytic recombination.

Let's persist our US to Australian transformation using drPersist():

*note we can also use recombine(combine = combDdf) - drPersist() is for convenience

Joining Multiple Datasets

http://bit.ly/tessera-uts2015

We have a few additional data sets we'd like to join with our home price data divided by county

head(geoCounty)

#    fips         county state       lon      lat rMapState rMapCounty
# 1 01001 Autauga County    AL -86.64565 32.54009   alabama    autauga
# 2 01003 Baldwin County    AL -87.72627 30.73831   alabama    baldwin
# 3 01005 Barbour County    AL -85.39733 31.87403   alabama    barbour
# 4 01007    Bibb County    AL -87.12526 32.99902   alabama       bibb
# 5 01009  Blount County    AL -86.56271 33.99044   alabama     blount
# 6 01011 Bullock County    AL -85.71680 32.10634   alabama    bullock

head(wikiCounty)

#    fips         county state pop2013                                                 href 
# 1 01001 Autauga County    AL   55246 http://en.wikipedia.org/wiki/Autauga_County,_Alabama
# 2 01003 Baldwin County    AL  195540 http://en.wikipedia.org/wiki/Baldwin_County,_Alabama
# 3 01005 Barbour County    AL   27076 http://en.wikipedia.org/wiki/Barbour_County,_Alabama
# 4 01007    Bibb County    AL   22512    http://en.wikipedia.org/wiki/Bibb_County,_Alabama
# 5 01009  Blount County    AL   57872  http://en.wikipedia.org/wiki/Blount_County,_Alabama
# 6 01011 Bullock County    AL   10639 http://en.wikipedia.org/wiki/Bullock_County,_Alabama

Joining the Data

http://bit.ly/tessera-uts2015

drJoin() takes any number of named parameters specifying ddo/ddf objects and returns a ddo of the objects joined by key

joinedData <- drJoin(
  housing = byCountyAus,
  slope   = byCountySlope,
  geo     = byCountyGeo,
  wiki    = byCountyWiki)

Joining the Data

http://bit.ly/tessera-uts2015

What does this object look like?

str(joinedData[[1]])

# List of 2
#  $ key  : chr "county=Abbeville County|state=SC"
#  $ value:List of 4
#   ..$ housing:'data.frame': 66 obs. of  7 variables:
#   .. ..$ fips             : chr [1:66] "45001" "45001" "45001" "45001" ...
#   .. ..$ time             : Date[1:66], format: "2008-10-01" "2008-11-01" ...
#   .. ..$ nSold            : num [1:66] NA NA NA NA NA NA NA NA NA NA ...
#   .. ..$ medListPriceSqft : num [1:66] 73.1 70.7 70.7 73.4 78.7 ...
#   .. ..$ medSoldPriceSqft : num [1:66] NA NA NA NA NA NA NA NA NA NA ...
#   .. ..$ medListPriceMetre: num [1:66] 1114 1078 1078 1120 1200 ...
#   .. ..$ medSoldPriceMetre: num [1:66] NA NA NA NA NA NA NA NA NA NA ...
#   ..$ slope  : Named num -0.000232
#   ..$ geo    :'data.frame': 1 obs. of  5 variables:
#   .. ..$ fips      : chr "45001"
#   .. ..$ lon       : num -82.5
#   .. ..$ lat       : num 34.2
#   .. ..$ rMapState : chr "south carolina"
#   .. ..$ rMapCounty: chr "abbeville"
#   ..$ wiki   :'data.frame': 1 obs. of  3 variables:
#   .. ..$ fips   : chr "45001"
#   .. ..$ pop2013: int 25007
#   .. ..$ href   : chr "http://en.wikipedia.org/wiki/Abbeville_County,_South Carolina"
# ...

for a given county/state, the value is a list with elements according to data provided in drJoin()

Filtering

http://bit.ly/tessera-uts2015

Suppose we only want to keep subsets of joinedData that have housing price data

• drFilter(data, fun) applies a function fun to each value of a key-value pair in the input ddo/ddf data
• I​f fun returns TRUE we keep the key-value pair

joinedData <- drFilter(joinedData,
  function(x) {
    !is.null(x$housing)
  })

Trelliscope

http://bit.ly/tessera-uts2015

• We now have a ddo, joinedData, which contains pricing data as well as a few other pieces of information like geographic location and a link to wikipedia for 2,883 counties in the US
• Using this data, let's make a simple plot of list price vs. time for each county and put it in a Trelliscope display

Trelliscope Setup

http://bit.ly/tessera-uts2015

• Trelliscope stores its displays in a "Visualization Database" (VDB), which is a collection of files on your disk that contain metadata about the displays
• To create and view displays, we must first establish a connection to the VDB

library(trelliscope)

# establish a connection to a VDB located in a directory "housing_vdb"
vdbConn("housing_vdb", name = "shortcourse")

• If this location has not already been initialized as a VDB, you will be prompted if you want to create one at this location (you can set autoYes = TRUE to skip the prompt)
• If it has been initialized, it will simply make the connection

Trelliscope Display Fundamentals

http://bit.ly/tessera-uts2015

• A Trelliscope display is created with the function makeDisplay()
• At a minimum, a specification of a Trelliscope display must have the following:
  • data: a ddo or ddf input data set
  • name: the name of the display
  • panelFn: a function that operates on the value of each key-value pair and produces a plot
• There are several other options, some of which we will see and some of which you can learn more about in the documentation

A Simple Panel Function

http://bit.ly/tessera-uts2015

Plot list price vs. time using rbokeh

library(rbokeh)

timePanel <- function(x) {
  xlim <- c("2008-07-01", "2014-06-01")
  
  figure(ylab = "Price / Sq. Metre (AUD)",
    xlim = as.Date(xlim)) %>%
  ly_points(time, medListPriceMetre,
    data = x$housing,
    hover = list(time, medListPriceMetre))
}

# test it on a subset
timePanel(joinedData[[1]]$value)

Make a Display

http://bit.ly/tessera-uts2015

makeDisplay(joinedData,
  name = "list_vs_time_rbokeh",
  desc = "List price over time for each county.",
  panelFn = timePanel
)

A Display with Cognostics

http://bit.ly/tessera-uts2015

• The interactivity in these examples hasn't been too interesting
• We can add more interactivity through cognostics
• Like the panel function, we can supply a cognostics function that 
  • Takes a subset of the data as input and returns a named list of summary statistics or cognostics about the subset
  • A helper function cog() can be used to supply additional attributes like descriptions to help the viewer understand what the cognostic is
• These can be used for enhanced interaction with the display, helping the user focus their attention on panels of interest

Cognostics Function

http://bit.ly/tessera-uts2015

zillowCog <- function(x) {
  # build a string for a link to zillow
  st <- getSplitVar(x, "state")
  ct <- getSplitVar(x, "county")
  zillowString <- gsub(" ", "-", paste(ct, st))

  # return a list of cognostics
  list(
    slope = cog(x$slope, desc = "list price slope"),
    meanList = cogMean(x$housing$medListPriceMetre),
    meanSold = cogMean(x$housing$medSoldPriceMetre),
    lat = cog(x$geo$lat, desc = "county latitude"),
    lon = cog(x$geo$lon, desc = "county longitude"),
    wikiHref = cogHref(x$wiki$href, desc="wiki link"),
    zillowHref = cogHref(
      sprintf("http://www.zillow.com/homes/%s_rb/", zillowString),
      desc="zillow link")
  )
}

Display with Cognostics

http://bit.ly/tessera-uts2015

We simply add our cognostics function to makeDisplay()

makeDisplay(joinedData,
  name = "list_vs_time_cog",
  desc = "List price over time for each county.",
  panelFn = timePanel,
  cogFn = zillowCog
)

NYC Taxi Data

http://bit.ly/tessera-uts2015

• Taxi ride data for NYC for 2013 (data source)
• 173,179,759 rides
• 30 GB raw text csv files
• A subset of 1M rides in Manhattan has been provided:

read.csv("taxidata/raw_csv/taxi.csv", nrows = 3)

#   medal hack vendor ratelevel flag        pickdatetime        dropdatetime
# 1   hkm bvca    VTS         1      2013-04-07 08:43:00 2013-04-07 08:47:00
# 2   vso vxga    VTS         1      2013-09-21 00:08:00 2013-09-21 00:32:00
# 3   nho ukvb    CMT         1    N 2013-04-30 02:10:34 2013-04-30 02:13:21
#   passnum ridetimemet ridedis  picklong  picklat  droplong  droplat paytype
# 1       1         240    1.04 -74.00241 40.74785 -73.99725 40.73743     CSH
# 2       3        1440    6.69 -74.00109 40.73394 -73.96391 40.80785     CRD
# 3       1         166    0.70 -73.97559 40.74529 -73.97772 40.75217     CRD
#   meter surcharge tax  tip toll  fare ridetime pickregion   dropregion
# 1   5.0       0.0 0.5 0.00    0  5.50      240       man4         man2
# 2  24.0       0.5 0.5 3.50    0 28.50     1440       man2         man9
# 3   4.5       0.5 0.5 1.37    0  6.87      167       man6 GrandCentral

http://bit.ly/tessera-uts2015

Taxi Variables

Manhattan Regions

http://bit.ly/tessera-uts2015

The pick up and drop off locations have been categorized into 12 districts plus three "hot spots" - Penn Station, Grand Central Station, and Central Park

Taxi Data Examples

http://bit.ly/tessera-uts2015

• We are only looking at a small subset of the data
  • Logistical issues with all students analyzing all 30 GB on a cluster
  • You can use your laptop for these examples
  • This subset is small enough to deal with in memory
    • But we will use the intermediate storage / compute option, "local disk", to illustrate the step up from in-memory
    • Once you understand this step up, using Hadoop as the back-end is straightforward
• We will illustrate using Hadoop on all of the data at the end of the day

Taxi Data Analysis Goals

http://bit.ly/tessera-uts2015

• Exploratory data analysis
• Try to understand the variables in the data and their distributions / relationships
• This will simulate a more practical example of what we deal with in real-world situations
• Open-ended:
  • We will show several examples and provide some guided questions to allow some freedom of exploration
  • A lot of emphasis will be placed on division-agnostic methods (quantiles, aggregation, etc.), which we didn't cover in the housing example

Taxi Data: Environment Setup

http://bit.ly/tessera-uts2015

Load packages and set up local "cluster"

# make sure you have set your working directory correctly
list.files()

# [1] "housing.R" "taxi.R"    "taxidata" 

library(datadr)
library(trelliscope)
library(parallel)
library(lubridate)
library(rbokeh)

# set the default backend to be R multicore with 4 cores
# feel free to replace 4 with 1,2,3
options(defaultLocalDiskControl = localDiskControl(makeCluster(4)))

Read in Raw Data

http://bit.ly/tessera-uts2015

# this steps through blocks of the input file (serially)
# and creates a ddf with one subset for each block
raw <- drRead.csv("taxidata/raw_csv/taxi.csv",
  output = localDiskConn("taxidata/raw"))

raw

# Distributed data frame backed by 'kvLocalDisk' connection

#  attribute      | value
# ----------------+----------------------------------------------------------------
#  names          | medal(cha), hack(cha), vendor(cha), ratelevel(int), and 20 more
#  nrow           | [empty] call updateAttributes(dat) to get this value
#  size (stored)  | 41.89 MB
#  size (object)  | [empty] call updateAttributes(dat) to get this value
#  # subsets      | 20

# * Missing attributes: keys, splitSizeDistn, splitRowDistn, summary

• Raw csv file is located in "taxidata/raw_csv/taxi.csv"
• We can use drRead.csv() to read this in as a ddf
• Note that we must specify a place to store the output, using localDiskConn()

Local Disk Connections

http://bit.ly/tessera-uts2015

list.files("taxidata/raw")

#  [1] "_meta"                                 
#  [2] "0aee9b78301d7ec8998971363be87c03.Rdata"
#  [3] "1937e7b7bc06d5dc1531976d1c355670.Rdata"
#  [4] "23c80a31c0713176016e6e18d76a5f31.Rdata"
#  [5] "2522027d230e3dfe02d8b6eba1fd73e1.Rdata"
#  [6] "30986e242495ba4a216a86700f7ece29.Rdata"
#  [7] "3f880ddf0d5f56067f2833ad76b3b226.Rdata"
#  [8] "4a5d7d50676e6d0ea065f445d8a5539d.Rdata"
#  [9] "5511291e2e560122bcb2e3261d58e289.Rdata"
# [10] "5e338704a8e069ebd8b38ca71991cf94.Rdata"
# [11] "6717f2823d3202449301145073ab8719.Rdata"
# [12] "709a7faa72cb6f3be79d683e234ccb25.Rdata"
# [13] "7260985235f3e5b1cd7097b1c768c19a.Rdata"
# [14] "90a7653d717dc1553ee564aa27b749b9.Rdata"
# [15] "a86d0670df7fb4f1da7b38943f5ee4e7.Rdata"
# [16] "c72d0198505540505acfb4b2b49911e6.Rdata"
# [17] "c8f1af0c7b420d99059a2c8d079c51bf.Rdata"
# [18] "db8e490a925a60e62212cefc7674ca02.Rdata"
# [19] "dbc09cba9fe2583fb01d63c70e1555a8.Rdata"
# [20] "e5b57f323c7b3719bbaaf9f96b260d39.Rdata"
# [21] "e8c6c490beabf8e7ab89dcd59a75f389.Rdata"

• We specified the output using localDiskConn()
• This specifies a connection to ddo/ddf key-value pairs stored on your local hard drive
• If the connection is for output, it is typically a connection to an empty directory
• Each subset key/value pair is stored as a file in this directory
• When working in local disk mode, all inputs and outputs to datadr operations can be local disk connections

Local Disk Connection Persistence

http://bit.ly/tessera-uts2015

raw <- ddf(localDiskConn("taxidata/raw"))

# make sure it still looks the same
raw

# Distributed data frame backed by 'kvLocalDisk' connection

#  attribute      | value
# ----------------+----------------------------------------------------------------
#  names          | medal(cha), hack(cha), vendor(cha), ratelevel(int), and 20 more
#  nrow           | [empty] call updateAttributes(dat) to get this value
#  size (stored)  | 41.89 MB
#  size (object)  | [empty] call updateAttributes(dat) to get this value
#  # subsets      | 20

# * Missing attributes: keys, splitSizeDistn, splitRowDistn, summary

• If we leave our R session and want to come back to our analysis later, we want our previous work to persist
• We can establish a ddo/ddf that points to data on a local disk connection, for example our ddf located in "taxidata/raw", with the following:
  

Local Disk ddo/ddf Objects

http://bit.ly/tessera-uts2015

str(raw[[1]])

# List of 2
#  $ key  : num 6
#  $ value:'data.frame':  50000 obs. of  24 variables:
#   ..$ medal       : chr [1:50000] "nae" "tal" "ehi" "kpe" ...
#   ..$ hack        : chr [1:50000] "badc" "erua" "lqva" "lbhb" ...
#   ..$ vendor      : chr [1:50000] "CMT" "CMT" "VTS" "CMT" ...
#   ..$ ratelevel   : int [1:50000] 1 1 1 1 1 1 1 1 1 1 ...
#   ..$ flag        : chr [1:50000] "N" "N" "" "N" ...
#   ..$ pickdatetime: chr [1:50000] "2013-05-12 22:58:32" "2013-05-08 13:41:10" "2013-05-07 22:13:00" "2013-02-08 09:52:33" ...
#   ..$ dropdatetime: chr [1:50000] "2013-05-12 23:08:05" "2013-05-08 13:50:26" "2013-05-07 22:16:00" "2013-02-08 10:03:19" ...
#   ..$ passnum     : int [1:50000] 1 2 1 1 1 1 1 6 1 3 ...
#   ..$ ridetimemet : int [1:50000] 271 556 180 646 840 1080 493 120 300 1020 ...
#   ..$ ridedis     : num [1:50000] 1 1.3 0.85 2 3.4 1.54 0.9 0.05 1.15 6.28 ...
#   ..$ picklong    : num [1:50000] -74 -74 -74 -74 -74 ...
#   ..$ picklat     : num [1:50000] 40.8 40.8 40.7 40.8 40.7 ...
#   ..$ droplong    : num [1:50000] -74 -74 -74 -74 -74 ...
#   ..$ droplat     : num [1:50000] 40.8 40.7 40.7 40.7 40.8 ...
#   ..$ paytype     : chr [1:50000] "CRD" "CRD" "CSH" "CRD" ...
#   ..$ meter       : num [1:50000] 5.5 8 4.5 9.5 13 12 7 3.5 6 19.5 ...
#   ..$ surcharge   : num [1:50000] 0.5 0 0.5 0 0.5 0 0 0.5 0 0.5 ...
#   ..$ tax         : num [1:50000] 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 0.5 ...
#   ..$ tip         : num [1:50000] 1.3 1.7 0 2 2 2 0 0 1.2 0 ...
#   ..$ toll        : num [1:50000] 0 0 0 0 0 0 0 0 0 0 ...
#   ..$ fare        : num [1:50000] 7.8 10.2 5.5 12 16 14.5 7.5 4.5 7.7 20.5 ...
#   ..$ ridetime    : int [1:50000] 573 556 180 646 840 1080 493 120 300 1020 ...
#   ..$ pickregion  : chr [1:50000] "GrandCentral" "man4" "man3" "PennStation" ...
#   ..$ dropregion  : chr [1:50000] "PennStation" "man5" "man6" "man3" ...

• ddo/ddf objects stored on local disk behave in exactly the same way a we saw for in-memory
• For example, accessing subsets of the data:

* note: keys were assigned by drRead.csv() to be 1, 2, ...

Local Disk ddo/ddf Objects

nrow(raw)

# [1] NA
# Warning message:
# In nrow(raw) :
#   Number of rows has not been computed - run updateAttributes on this object

However, note that not all attributes are available:

• This is due to the fact that when given a large out-of-memory set of data, there are some attributes we cannot know (like total number of rows) until computing over the entire data set
• This isn't as much of an issue with in-memory data because a pass over the data is easy
• We can explicitly ask for these attributes to be computed with updateAttributes()

http://bit.ly/tessera-uts2015

Updating Attributes

raw <- updateAttributes(raw)

raw

# Distributed data frame backed by 'kvLocalDisk' connection

#  attribute      | value
# ----------------+----------------------------------------------------------------
#  names          | medal(cha), hack(cha), vendor(cha), ratelevel(int), and 20 more
#  nrow           | 1000000
#  size (stored)  | 41.89 MB
#  size (object)  | 337.85 MB
#  # subsets      | 20

# * Other attributes: getKeys(), splitSizeDistn(), splitRowDistn(), summary()

nrow(raw)

# [1] 1000000

However, note that not all attributes are available:

http://bit.ly/tessera-uts2015

Exploration: Summaries

summary(raw)

#         medal                  hack                 vendor       
# ---------------------  ---------------------  ------------------ 
#       levels : 10000+        levels : 10000+        levels : 2   
#      missing : 0            missing : 0            missing : 0   
#  > freqTable head <     > freqTable head <    > freqTable head < 
# fah : 163              ogtb : 109             VTS : 500811       
# jyr : 157              vssa : 106             CMT : 499189       
# rfp : 154              qdia : 102                                
# iet : 153              rwxb : 102                                
# ---------------------  ---------------------  ------------------ 
#      ratelevel               flag              pickdatetime       
# --------------------  ------------------  ----------------------- 
#  missing :         0        levels : 3          levels : 10000+   
#      min :         0       missing : 0         missing : 0        
#      max :         6  > freqTable head <    > freqTable head <    
#     mean :  1.003798    : 500946          2013-02-12 09:19:00 : 9 
#  std dev : 0.1100981  N : 487911          2013-03-02 18:55:00 : 9 
# skewness :  30.84596  Y :  11143          2013-03-06 07:37:00 : 9 
# kurtosis :  1035.261                      2013-04-24 08:23:00 : 9 
# --------------------  ------------------  ----------------------- 
#       dropdatetime              passnum            ridetimemet     
# ------------------------  -------------------  ------------------- 
#       levels : 10000+      missing :        0   missing :        0 
#      missing : 0               min :        1       min :      -10 
#    > freqTable head <          max :        6       max :  4294739 
# 2013-01-26 22:23:00 : 10      mean : 1.707755      mean : 741.4466 
# 2013-01-25 22:27:00 :  9   std dev : 1.377656   std dev : 17647.23 
# 2013-03-05 18:53:00 :  9  skewness : 2.016229  skewness :  242.322 
# 2013-04-03 22:16:00 :  9  kurtosis : 5.836064  kurtosis : 58757.79 
# ------------------------  -------------------  ------------------- 
#       ridedis              picklong                picklat        
# -------------------  ---------------------  --------------------- 
#  missing :        0   missing :          0   missing :          0 
#      min :        0       min :  -74.02251       min :   40.68776 
#      max :   250000       max :  -73.91147       max :   40.87636 
#     mean : 2.434937      mean :  -73.98106      mean :   40.75546 
#  std dev : 250.0045   std dev : 0.01697669   std dev : 0.02392806 
# skewness : 999.9183  skewness :  0.3124089  skewness :  0.5125662 
# kurtosis :   999891  kurtosis :   2.591296  kurtosis :   3.927271 
# -------------------  ---------------------  --------------------- 
#       droplong                droplat              paytype       
# ---------------------  ---------------------  ------------------ 
#  missing :          0   missing :          0        levels : 5   
#      min :  -74.01847       min :    40.7009       missing : 0   
#      max :  -73.91145       max :   40.87631  > freqTable head < 
#     mean :  -73.98015      mean :   40.75685  CRD : 533697       
#  std dev : 0.01782197   std dev : 0.02586537  CSH : 462464       
# skewness :  0.3684803  skewness :  0.7079717  NOC :   2030       
# kurtosis :   2.725493  kurtosis :   4.416856  UNK :   1151       
# ---------------------  ---------------------  ------------------ 
#        meter              surcharge                 tax          
# -------------------  --------------------  --------------------- 
#  missing :        0   missing :         0   missing :          0 
#      min :       -5       min :        -1       min :       -0.5 
#      max :      353       max :         7       max :        0.5 
#     mean : 10.29182      mean : 0.3180572      mean :  0.4997165 
#  std dev : 5.739544   std dev : 0.3656158   std dev : 0.01219302 
# skewness : 2.641248  skewness : 0.6997366  skewness :  -44.82106 
# kurtosis :  43.3373  kurtosis :  2.413585  kurtosis :   2153.374 
# -------------------  --------------------  --------------------- 
#         tip                  toll                  fare         
# -------------------  ---------------------  ------------------- 
#  missing :        0   missing :          0   missing :        0 
#      min :        0       min :          0       min :       -6 
#      max :      150       max :      40.75       max :      403 
#     mean : 1.097984      mean : 0.00499029      mean : 12.21265 
#  std dev : 1.489039   std dev :  0.1787053   std dev : 6.521503 
# skewness : 8.299564  skewness :   48.87434  skewness : 2.666064 
# kurtosis : 472.5249  kurtosis :   4429.004  kurtosis : 41.10018 
# -------------------  ---------------------  ------------------- 
#      ridetime            pickregion          dropregion     
# -------------------  ------------------  ------------------ 
#  missing :        0        levels : 15         levels : 15  
#      min :    -3100       missing : 0         missing : 0   
#      max :    16213  > freqTable head <  > freqTable head < 
#     mean : 669.5678  man5 : 216790       man5 : 223404      
#  std dev : 435.7753  man8 : 150980       man8 : 146494      
# skewness : 2.055302  man6 : 115442       man6 : 110488      
# kurtosis : 19.57769  man4 : 107727       man4 : 105844      
# -------------------  ------------------  ------------------ 

A good place to start is to look at the variable summaries (provided by updateAttributes)

http://bit.ly/tessera-uts2015

Summary Observations

• No missing values
• Negative values for things that should intuitively be non-negative
• Hack and mediallian have 10k+ levels
  • for computational efficiency, only 10k levels are computed for summaries but we can get more detail with other functions
• Note: ratelevel is treated as numeric but we'd like it to be categorical
• Note: datetimes are categorical bue we'd like them to be categorical
  • We can fix these in our initial read-in by specifying colClasses
  • Or we can fix this later with a transformation
• Note: summaries are scalable and computed with MapReduce (so we can get these on terabytes of data) and the algorithms are numerically stable

http://bit.ly/tessera-uts2015

Exploration: Summaries

pickft <- summary(raw)$pickregion$freqTable

head(pickft)

#    value   Freq
# 10  man5 216790
# 13  man8 150980
# 11  man6 115442
# 9   man4 107727
# 7   man2 105491
# 12  man7  93193

figure(ylim = rev(pickft$value), 
  ylab = NULL) %>% 
  ly_points(Freq, value, 
    data = pickft, hover = pickft)

We can extract data from the summaries

http://bit.ly/tessera-uts2015

Exploration: Summaries

pick <- summary(raw)$pickregion$freqTable
drop <- summary(raw)$dropregion$freqTable
both <- make.groups(pick = pick, drop = drop)

figure() %>%
  ly_bar(value, Freq, color = which, 
    data = both, position = "dodge") %>%
  theme_axis("x", 
    major_label_orientation = 90)

Pick up and drop off distributions

http://bit.ly/tessera-uts2015

Exploration: Quantiles

• We were able to use the summary data to explore distributions of categorical variables
• But what about continuous variables?
• We can use drQuantile() to estimate the quantiles of a continuous variable
• Note that the results of drQuantile() are approximate
  • ​drQuantile() uses a scalable algorithm that slices the range of the variable up into small bins, tabulates counts within the bins, and transforms the result into approximate quantiles
  • Thus we can compute distributions on extremely large data sets

http://bit.ly/tessera-uts2015

Exploration: Quantiles

pc_quant <- drQuantile(raw, 
  var = "passnum", tails = 1)

head(pc_quant)

#    fval q
# 1 0.000 1
# 2 0.005 1
# 3 0.010 1
# 4 0.015 1
# 5 0.020 1
# 6 0.025 1

figure() %>% 
  ly_points(fval, q, data = pc_quant)

Compute the distrubution of the number of passengers

http://bit.ly/tessera-uts2015

Quantiles with Transformations

• Sometimes we want to transform a variable prior to its quantile computation
• We can do this by providing a function to varTransFn in drQuantile()
• For example, ride distance has a very large range and perhaps we want its distribution on the log scale:

summary(raw)$ridedis$range
# [1]      0 250000

# a ride distance of 250k miles!
# do a log + 1 transformation
rd_quant <- drQuantile(raw,
  var = "ridedis", tails = 1,
  varTransFn = function(x) log10(x + 1))

figure(ylab = "ride distance log10(miles + 1)") %>%
ly_points(fval, q, data = rd_quant,
  hover = rd_quant)

* note: it's a good idea to look at the range of a variable prior to computing its distribution

http://bit.ly/tessera-uts2015

Quantiles with Conditioning

• It is useful to be able to compute distributions conditioned on some variable
• We can do this by specifying by in drQuantile()
• For example, let's look at the distribution of tip amount by payment type:

tip_quant <- drQuantile(raw, var = "tip",
  by = "paytype", tails = 1,
  probs = seq(0, 1, 0.05))

head(tip_quant)

#   fval         q paytype
# 1 0.00 0.0000000     CRD
# 2 0.05 0.7950795     CRD
# 3 0.10 1.0051005     CRD
# 4 0.15 1.0051005     CRD
# 5 0.20 1.0051005     CRD
# 6 0.25 1.0951095     CRD

figure(ylab = "tip amount (USD)",
  legend_location = "top_left") %>%
  ly_points(fval, q, color = paytype,
    data = subset(tip_quant, q < 100))

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Exploration: Hexbin

• A useful way to visualize bivariate relationships with lots of data is using a hexbin plot - partitioning into a grid of hexagons and counting x/y frequency
• This is simple to scale, and is available through drHexbin()
• For example, let's look at latitude vs. longitude:

pickup_latlon <- drHexbin("picklong", "picklat",
  data = raw, xbins = 300, shape = 1.7)

hexbin::plot(pickup_latlon, 
  trans = log, inv = exp, 
  style = "colorscale",
  xlab = "longitude", ylab = "latitude", 
  colramp = hexbin::LinOCS)

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Dealing with Bad Data

• We've noticed a few issues with the data so far
• Let's take a closer look at some of these records

# get all records that went more than 100 miles 
# or have negative ride time or fare
bad <- drSubset(raw, ridedis > 100 | ridetime < 0 | fare < 0)

head(bad)

#   medal hack vendor ratelevel flag        pickdatetime        dropdatetime
# 1   tad bupa    VTS         1      2013-08-25 14:47:10 2013-08-25 14:51:00
# 2   rbb qjyb    VTS         1      2013-08-07 11:52:10 2013-08-07 11:55:00
# 3   aaq xyna    VTS         1      2013-08-08 05:33:10 2013-08-08 05:37:00
# 4   ofs hlka    VTS         1      2013-08-21 01:04:10 2013-08-21 01:06:00
# 5   jzq eiub    CMT         1    N 2013-03-10 03:51:52 2013-03-10 03:00:12
# 6   yij hdab    VTS         1      2013-08-14 20:23:10 2013-08-14 20:27:00
#   passnum ridetimemet ridedis  picklong  picklat  droplong  droplat paytype
# 1       1         230    0.50 -73.97270 40.78086 -73.97875 40.78270     CSH
# 2       2         170    0.50 -73.98562 40.74410 -73.99101 40.74375     CSH
# 3       1         230    0.68 -73.99831 40.76085 -73.99741 40.75383     CSH
# 4       1         110    0.66 -73.96195 40.77056 -73.96514 40.76356     CSH
# 5       1         499    2.20 -73.97720 40.77970 -73.97684 40.75352     CSH
# 6       1         230    0.74 -73.94568 40.79301 -73.94023 40.78880     CSH
#   meter surcharge  tax tip toll fare ridetime pickregion   dropregion
# 1  -4.5       0.0 -0.5   0    0 -5.0      230       man7         man7
# 2  -4.0       0.0 -0.5   0    0 -4.5      170       man5         man5
# 3  -5.0      -0.5 -0.5   0    0 -6.0      230       man4         man4
# 4  -4.0      -0.5 -0.5   0    0 -5.0      110       man8         man8
# 5   9.0       0.5  0.5   0    0 10.0    -3100       man7 GrandCentral
# 6  -5.0      -0.5 -0.5   0    0 -6.0      230      man11        man11

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Cleaning Up Our Data

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• Let's make a new data set that addresses some of the quality issues
• While we're at it let's cast some variables as the way they should be

# function to convert string to POSIXct
char2datetime <- function(x)
  fast_strptime(as.character(x),
    format = "%Y-%m-%d %H:%M:%S", tz = "EST")

# get rid of records that were strange
# fix datetime variables and create pickup hour variable
rawtr <- addTransform(raw, function(x) {
  x <- subset(x, ridedis < 100 & ridetime >= 0 & fare >= 0)
  x$ratelevel <- as.character(x$ratelevel)
  x$pickdatetime <- char2datetime(x$pickdatetime)
  x$dropdatetime <- char2datetime(x$dropdatetime)
  x$pickhour <- format(x$pickdatetime, "%Y-%m-%d %H")
  x
})

# persist this transformation (need to put it in a new location on disk)
# and update its attributes
rawtr <- drPersist(rawtr, output = localDiskConn("taxidata/rawtr"))
rawtr <- updateAttributes(rawtr)

Hexbins with Conditioning

• Let's use our cleaned data set to look at fare vs. ridedis, conditioned on ratelevel
• We can do this using the by argument to drHexbin()

trns <- function(x) log2(x + 1)

amount_vs_dist <- drHexbin("ridedis", "fare", data = rawtr, by = "ratelevel",
  xbins = 50, shape = 1, xTransFn = trns, yTransFn = trns)

panels <- lapply(amount_vs_dist, function(x) {
  figure(width = 300, height = 300,
    xlab = "log2(ride distance + 1)", 
    ylab = "log2(fare + 1)") %>%
    ly_hexbin(x) %>%
    ly_abline(2.3, 0.842, type = 2) %>%
    ly_abline(h = log2(3 + 1), type = 2) %>%
    ly_abline(h = log2(17.8 + 1), type = 2) %>%
    ly_abline(h = log2(52 + 1), type = 2)
})

names(panels) <- names(amount_vs_dist)
panels <- panels[order(names(panels))]

grid_plot(panels, ncol = 4, same_axes = TRUE)

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Hexbins with Conditioning

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Exploration: Aggregation

• When dealing with ddfs, we can aggregate using a drAggregate()
• This has a formula interface similar to R's aggregate()
• (note: dplyr interface is under investigation)

hourly <- drAggregate(~ pickhour, data = rawtr)

head(hourly)

#              pickhour Freq
# 1 2012-12-31 19:00:00  145
# 2 2012-12-31 20:00:00  169
# 3 2012-12-31 21:00:00  156
# 4 2012-12-31 22:00:00  141
# 5 2012-12-31 23:00:00   82
# 6 2013-01-01 00:00:00   47

# turn result pickhour into POSIXct and order by it
hourly$pickhour <- as.POSIXct(hourly$pickhour, format = "%Y-%m-%d %H")
hourly <- hourly[order(hourly$pickhour),]
hourly <- hourly[complete.cases(hourly),] 

http://bit.ly/tessera-uts2015

Exploration: Aggregation

Let's plot the result:

figure(width = 1000) %>%
  ly_lines(hourly) %>%
  ly_points(hourly, hover = hourly, alpha = 0) %>%
  y_axis(log = 2) %>%
  tool_pan(dimensions = "width") %>%
  tool_wheel_zoom(dimensions = "width")

http://bit.ly/tessera-uts2015

Scaling Up

http://bit.ly/tessera-uts2015

• We'll show a brief example in the next section about running against the entire taxi data using Hadoop
• For every example we tried with the taxi data in this section, we can migrate our code to data on Hadoop simply by changing localDiskConn to hdfsConn

Thoughts on Scaling Up

• Several of the summary statistics we computed with the taxi subset are probably pretty representative of the entire data set
• So why is it not sufficient to look at a sample only?
• In general there are always good reasons to look at all the data:
  • Rare events, small number of cases of odd behavior not captured in samples
  • Complexity of the data does not allow sampling
  • More data provides more ability to model in more detail (e.g. region-to-region taxi time series modeling)
  • Even if a model can be built using a sample of the data, we will likely want to apply it across the entire data (e.g. in computer network modeling, find an interesting behavior in all network traffic)

When do we really need a massive data set vs. a sample?

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Considerations for Out-of-Memory Data

http://bit.ly/tessera-uts2015

• Subset sizes are important
  • Subsets must be small enough to fit in memory (and a manageable size)
  • Need to pay attention to how large they may get for a proposed division
  • Sometimes we need to be creative when desired subsets get too large
• The real bottleneck is disk
  • What makes Hadoop scale is the parallel reading and writing of data to multiple disks on multiple machines
  • Local disk doesn't get us too far when working against a single disk
• Debugging
  • When running code across multiple processes and nodes, debugging becomes extremely difficult
• Tuning parameters
  • Out-of-memory systems typically have a lot of configuration parameters
  • We hope to avoid them, but dealing with them is inevitable

http://tessera.io/docs-install-cluster/​

https://github.com/tesseradata/install-emr​

./tessera-emr.sh -n 10 -s s3://tessera-emr \
 -m m3.xlarge -w m3.xlarge -d s3n://tessera-taxi/raw

# example
raw <- drRead.csv(hdfsConn("/tmp/s3data", type = "text"),
  output = hdfsConn("/tmp/raw"))

More Information

http://bit.ly/tessera-uts2015

• website: http://tessera.io
• code: http://github.com/tesseradata
• @TesseraIO
• Google user group
• Try it out
  • If you have some applications in mind, give it a try!
  • You don’t need big data or a cluster to use Tessera
  • Ask us for help, give us feedback