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Automated Time Series Analysis using Deep Learning, Ray and Analytics Zoo
- 1. Mar 13, 2020 Automated Time Series Analysis using Deep Learning, Ray and Analytics Zoo Shan Yu, Shengsheng Huang, Jason Dai AI
- 2. Mar 13, 2020 • Background • Introduction of Analytics Zoo • Background about Time Series Analysis • Background about AutoML and Ray • Time Series Analysis using AutoML and Ray on Analytics Zoo • Use Case Sharing Agenda
- 4. Mar 13, 2020 What is Analytics Zoo Accelerating Data Analytics + AI Solutions At Scale Distributed, High-Performance Deep Learning Framework for Apache Spark https://github.com/intel-analytics/bigdl Unified Analytics + AI Platform Distributed TensorFlow, Keras, PyTorch and BigDL on Apache Spark https://github.com/intel-analytics/analytics-zoo
- 5. Mar 13, 2020 Unified Big Data Analytics and AI Platform Production Data pipeline Prototype on laptop using sample data Experiment on clusters with history data Production deployment w/ distributed data pipeline • Easily prototype the integrated data analytics & AI solution • “Zero” code change from laptop to distributed cluster • Directly access production data (Hadoop/Hive/HBase) without data copy • Seamlessly deployed on production big data clusters Seamless Scaling from Laptop to Production
- 6. Mar 13, 2020 Analytics Zoo Unified Big Data Analytics and AI Platform https://github.com/intel-analytics/analytics-zoo Recommendation Distributed TensorFlow & PyTorch on Spark Spark Dataframes & ML Pipelines for DL RayOnSpark Model Serving Models & Algorithms Integrated Analytics & AI Pipelines Library & Framework Time Series Computer Vision NLP ML Workflow AutoML for Time Series Automatic Cluster Serving Python Libraries (Numpy/Pandas/…) DL Frameworks (TF/PyTorch/…) Distributed Analytics (Spark/Flink/Ray/…) Distributions (Cloudera/Databricks/….)
- 7. Mar 13, 2020 Time Series Analysis • Time Series data • A series of data that is observed sequentially in time. • Numerical & unstructured • Stock prices, sales volume, CPU/IO monitoring data, etc. • Example of time series analysis • Product demand prediction • Network quality analysis • Predictive maintenance for high- value equipment Total volume of taxi passengers in NYC from 2014/07-2015/02 ( source : https://github.com/intel-analytics/analytics-zoo/blob/master/apps/anomaly- detection/anomaly-detection-nyc-taxi.ipynb)
- 8. Mar 13, 2020 AutoML Overview Taking the Human out of Learning Applications : A Survey on Automated Machine Learning. Yao, Q., Wang, et. al
- 9. Mar 13, 2020 Ray and Ray On Spark https://medium.com/riselab/rayonspark-running-emerging-ai-applications-on-big-data-clusters-with-ray-and-analytics-zoo-923e0136ed6a • Ray • A distributed framework for emerging AI applications • RayOnSpark • Directly run Ray programs on big data cluster • Seamlessly integrate ray into spark data processing pipeline
- 10. Mar 13, 2020 Time Series Analysis using AutoML and Ray on Analytics Zoo
- 11. Mar 13, 2020 Laptop Spark ClusterYARN ClusterK8s Cluster Distributed TensorFlow & PyTorch on Spark Spark Dataframes & ML Pipelines for DL RayOnSpark Model Inference Recommendation Computer Vision NLP Cluster Serving AutoML Framework Integrated Analytics and AI Pipelines TimeSeries Algorithms Hyper-Parameter Tuning Feature Generation Model Selection AnalyticsZoo Trend Prediction …… Anomaly Detection ML Workflow Built-in Algorithms and Models Time Series Solution … User Models Time Series Solution In Analytics Zoo • Time series Applications • Time series forecasting • Anomaly detection • Time Series Clustering • etc • AutoML • Seamless scaling • Full-stack Intel SW+HW Optimization w/ Analytics Zoo
- 12. Mar 13, 2020 • AutoML Framework • FeatureTransformer • Model • SearchEngine • Pipeline • Time Series Prediction w/ AutoML • TimeSequencePredictor • TimeSequencePipeline AutoML + Time Series Analysis Framework In Analytics Zoo *Other names and brands may be claimed as the property of others. https://medium.com/riselab/scalable-automl-for-time-series-prediction-using-ray-and- analytics-zoo-b79a6fd08139
- 13. Mar 13, 2020 Typical Workflow of Training w/ AutoML FeatureTransformer Model SearchEngine Search presets Workflow implemented in TimeSequencePredictor trial trial trial trial …best model /parameters trail jobs Pipeline with tunable parameters with tunable parameters configured with best parameters/model Each trial runs a different combination of hyper parameters Ray Tune
- 14. Mar 13, 2020 • Training a Predictor • fit (w/ automl) • recipe • distributed • Using a Pipeline • save/load • evaluate/predict • fit (incremental) General API Usage
- 15. Mar 13, 2020Intel Confidential Application: Time Series Forecasting
- 16. Mar 13, 2020Intel Confidential Application: Anomaly Detection
- 17. Mar 13, 2020 Use case sharing
- 18. Mar 13, 2020 Spark-SQL Data Loading Data Loader Data Source APIs File, HTTP, Kafka forked. DRAM Store customized. Flash Store tiering Preprocess RDD of Tensor Model Code of TF DL Training & Inferencing Data Model SIMD Acceleration Time Series Based Network Quality Prediction in SK Telecom https://databricks.com/session_eu19/apache-spark-ai-use-case-in-telco-network-quality-analysis-and-prediction-with-geospatial-visualization
- 19. Mar 13, 2020 Unsupervised Time Series Anomaly Detection for Baosight https://software.intel.com/en-us/articles/lstm-based-time- series-anomaly-detection-using-analytics-zoo-for-apache- spark-and-bigdl
- 20. Mar 13, 2020 https://www.intel.cn/content/www/cn/zh/analytics/artificial-intelligence/yunda-brings-quality-change-to-the-express-delivery- industry.html Yunda: Anomaly Detection for AIOps • AIOps • Monitoring log/metrics analysis for data center operations • AIOps helps cost saving and MTTR (mean-time-to-repair)
- 21. Mar 13, 2020 More Information about AutoML + Time Series in Analytics Zoo • Scalable AutoML for Time Series Analysis • Source code as a branch of analytics-zoo repo @ https://github.com/intel-analytics/analytics-zoo/tree/automl • README @ https://github.com/intel-analytics/analytics-zoo/blob/automl/pyzoo/zoo/automl/README.md • Blog https://medium.com/riselab/scalable-automl-for-time-series-prediction-using-ray-and-analytics-zoo-b79a6fd08139 • Anomaly Detection Reference Examples • Time Series Forecast w/ AutoML https://github.com/intel-analytics/analytics-zoo/blob/automl/apps/automl • Anomaly Detection based on Forecast https://github.com/intel-analytics/analytics-zoo/tree/master/apps/anomaly- detection • Anomaly Detection based on AutoEncoder https://github.com/intel-analytics/analytics- zoo/tree/master/apps/anomaly-detection-hd • Real-world Customer Applications • Baosight’s anomaly detection for intelligent equipment management. Details refer to http://software.intel.com/en- us/articles/lstm-based-time-series-anomaly-detection-using-analytics-zoo-for-apache-spark-and-bigdl • Yunda anomaly detection for AIOps https://www.intel.cn/content/www/cn/zh/analytics/artificial-intelligence/yunda- brings-quality-change-to-the-express-delivery-industry.html
- 22. Mar 13, 2020 • Project website • https://github.com/intel-analytics/analytics-zoo • https://github.com/intel-analytics/bigdl • Tutorials • CVPR 2018: https://jason-dai.github.io/cvpr2018/ • AAAI 2019: https://jason-dai.github.io/aaai2019/ • “BigDL: A Distributed Deep Learning Framework for Big Data” • In proceedings of ACM Symposium on Cloud Computing 2019 (SOCC’19) • Use cases • Azure, CERN, MasterCard, Office Depot, Tencent, Midea, etc. • https://analytics-zoo.github.io/master/#powered-by/ More Information on Analytics Zoo