Evaluation and performance of reading from big data formats

The emergence of new application profiles has caused a steep surge in the volume of data generated nowadays. Data heterogeneity is a modern trend, as unstructured types of data, such as videos and images, and semi-structured types, such as JSON and XML files, are becoming increasingly widespread. Consequently, new challenges related to analyzing and extracting important insights from huge bodies of information arise. The field of big data analytics has been developed to address these issues. Performance plays a key role in analytical scenarios, as it empowers applications to generate value in a more efficient and less time-consuming way. In this context, files are used to persist large quantities of information, which can be accessed later by analytic queries. Text files have the advantage of providing an easier interaction with the end user, whereas binary files propose structures that enhance data access. Among them, Apache ORC and Apache Parquet are formats that present characteristics such as column-oriented organization and data compression, which are used to achieve a better performance in queries. The objective of this project is to assess the usage of such files by SAP Vora, a distributed database management system, in order to draw out processing techniques used in big data analytics scenarios, and apply them to improve the performance of queries executed upon CSV files in Vora. Two techniques were employed to achieve such goal: file pruning, which allows Vora’s relational engine to ignore files possessing irrelevant information for the query, and block pruning, which disregards individual file blocks that do not possess data targeted by the query when processing files. Results demonstrate that these modifications enhance the efficiency of analytical workloads executed upon CSV files in Vora, thus narrowing the performance gap of queries executed upon this format and those targeting files tailored for big data scenarios, such as Apache Parquet and Apache ORC. The project was developed during an internship at SAP, in Walldorf, Germany.A emergência de novos perfis de aplicação ocasionou um aumento abrupto no volume de dados gerado na atualidade. A heterogeneidade de tipos de dados é uma nova tendência: encontram-se tipos não-estruturados, como vídeos e imagens, e semi-estruturados, tais quais arquivos JSON e XML. Consequentemente, novos desafios relacionados à extração de valores importantes de corpos de dados surgiram. Para este propósito, criou-se o ramo de big data analytics. Nele, a performance é um fator primordial pois garante análises rápidas e uma geração de valores eficiente. Neste contexto, arquivos são utilizados para persistir grandes quantidades de informações, que podem ser utilizadas posteriormente em consultas analíticas. Arquivos de texto têm a vantagem de proporcionar uma fácil interação com o usuário final, ao passo que arquivos binários propõem estruturas que melhoram o acesso aos dados. Dentre estes, o Apache ORC e o Apache Parquet são formatos que apresentam uma organização orientada a colunas e compressão de dados, o que permite aumentar o desempenho de acesso. O objetivo deste projeto é avaliar o uso desses arquivos na plataforma SAP Vora, um sistema de gestão de base de dados distribuído, com o intuito de otimizar a performance de consultas sobre arquivos CSV, de tipo texto, em cenários de big data analytics. Duas técnicas foram empregadas para este fim: file pruning, a qual permite que arquivos possuindo informações desnecessárias para consulta sejam ignorados, e block pruning, que permite eliminar blocos individuais do arquivo que não fornecerão dados relevantes para consultas. Os resultados indicam que essas modificações melhoram o desempenho de cargas de trabalho analíticas sobre o formato CSV na plataforma Vora, diminuindo a discrepância de performance entre consultas sobre esses arquivos e aquelas feitas sobre outros formatos especializados para cenários de big data, como o Apache Parquet e o Apache ORC. Este projeto foi desenvolvido durante um estágio realizado na SAP em Walldorf, na Alemanha

"Influence Sketching": Finding Influential Samples In Large-Scale Regressions

There is an especially strong need in modern large-scale data analysis to prioritize samples for manual inspection. For example, the inspection could target important mislabeled samples or key vulnerabilities exploitable by an adversarial attack. In order to solve the "needle in the haystack" problem of which samples to inspect, we develop a new scalable version of Cook's distance, a classical statistical technique for identifying samples which unusually strongly impact the fit of a regression model (and its downstream predictions). In order to scale this technique up to very large and high-dimensional datasets, we introduce a new algorithm which we call "influence sketching." Influence sketching embeds random projections within the influence computation; in particular, the influence score is calculated using the randomly projected pseudo-dataset from the post-convergence Generalized Linear Model (GLM). We validate that influence sketching can reliably and successfully discover influential samples by applying the technique to a malware detection dataset of over 2 million executable files, each represented with almost 100,000 features. For example, we find that randomly deleting approximately 10% of training samples reduces predictive accuracy only slightly from 99.47% to 99.45%, whereas deleting the same number of samples with high influence sketch scores reduces predictive accuracy all the way down to 90.24%. Moreover, we find that influential samples are especially likely to be mislabeled. In the case study, we manually inspect the most influential samples, and find that influence sketching pointed us to new, previously unidentified pieces of malware.Comment: fixed additional typo

Architectures and GPU-Based Parallelization for Online Bayesian Computational Statistics and Dynamic Modeling

Recent work demonstrates that coupling Bayesian computational statistics methods with dynamic models can facilitate the analysis of complex systems associated with diverse time series, including those involving social and behavioural dynamics. Particle Markov Chain Monte Carlo (PMCMC) methods constitute a particularly powerful class of Bayesian methods combining aspects of batch Markov Chain Monte Carlo (MCMC) and the sequential Monte Carlo method of Particle Filtering (PF). PMCMC can flexibly combine theory-capturing dynamic models with diverse empirical data. Online machine learning is a subcategory of machine learning algorithms characterized by sequential, incremental execution as new data arrives, which can give updated results and predictions with growing sequences of available incoming data. While many machine learning and statistical methods are adapted to online algorithms, PMCMC is one example of the many methods whose compatibility with and adaption to online learning remains unclear. In this thesis, I proposed a data-streaming solution supporting PF and PMCMC methods with dynamic epidemiological models and demonstrated several successful applications. By constructing an automated, easy-to-use streaming system, analytic applications and simulation models gain access to arriving real-time data to shorten the time gap between data and resulting model-supported insight. The well-defined architecture design emerging from the thesis would substantially expand traditional simulation models' potential by allowing such models to be offered as continually updated services. Contingent on sufficiently fast execution time, simulation models within this framework can consume the incoming empirical data in real-time and generate informative predictions on an ongoing basis as new data points arrive. In a second line of work, I investigated the platform's flexibility and capability by extending this system to support the use of a powerful class of PMCMC algorithms with dynamic models while ameliorating such algorithms' traditionally stiff performance limitations. Specifically, this work designed and implemented a GPU-enabled parallel version of a PMCMC method with dynamic simulation models. The resulting codebase readily has enabled researchers to adapt their models to the state-of-art statistical inference methods, and ensure that the computation-heavy PMCMC method can perform significant sampling between the successive arrival of each new data point. Investigating this method's impact with several realistic PMCMC application examples showed that GPU-based acceleration allows for up to 160x speedup compared to a corresponding CPU-based version not exploiting parallelism. The GPU accelerated PMCMC and the streaming processing system can complement each other, jointly providing researchers with a powerful toolset to greatly accelerate learning and securing additional insight from the high-velocity data increasingly prevalent within social and behavioural spheres. The design philosophy applied supported a platform with broad generalizability and potential for ready future extensions. The thesis discusses common barriers and difficulties in designing and implementing such systems and offers solutions to solve or mitigate them