Machine Learning at Microsoft with ML .NET

Machine Learning is transitioning from an art and science into a technology available to every developer. In the near future, every application on every platform will incorporate trained models to encode data-based decisions that would be impossible for developers to author. This presents a significant engineering challenge, since currently data science and modeling are largely decoupled from standard software development processes. This separation makes incorporating machine learning capabilities inside applications unnecessarily costly and difficult, and furthermore discourage developers from embracing ML in first place. In this paper we present ML .NET, a framework developed at Microsoft over the last decade in response to the challenge of making it easy to ship machine learning models in large software applications. We present its architecture, and illuminate the application demands that shaped it. Specifically, we introduce DataView, the core data abstraction of ML .NET which allows it to capture full predictive pipelines efficiently and consistently across training and inference lifecycles. We close the paper with a surprisingly favorable performance study of ML .NET compared to more recent entrants, and a discussion of some lessons learned

A Cost-based Optimizer for Gradient Descent Optimization

As the use of machine learning (ML) permeates into diverse application domains, there is an urgent need to support a declarative framework for ML. Ideally, a user will specify an ML task in a high-level and easy-to-use language and the framework will invoke the appropriate algorithms and system configurations to execute it. An important observation towards designing such a framework is that many ML tasks can be expressed as mathematical optimization problems, which take a specific form. Furthermore, these optimization problems can be efficiently solved using variations of the gradient descent (GD) algorithm. Thus, to decouple a user specification of an ML task from its execution, a key component is a GD optimizer. We propose a cost-based GD optimizer that selects the best GD plan for a given ML task. To build our optimizer, we introduce a set of abstract operators for expressing GD algorithms and propose a novel approach to estimate the number of iterations a GD algorithm requires to converge. Extensive experiments on real and synthetic datasets show that our optimizer not only chooses the best GD plan but also allows for optimizations that achieve orders of magnitude performance speed-up.Comment: Accepted at SIGMOD 201