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Value extraction from BBVA credit card transactions. IVAN DE PRADO at Big Data Spain 2012

Value extraction from BBVA credit card transactions. IVAN DE PRADO at Big Data Spain 2012

Session presented at Big Data Spain 2012 Conference
16th Nov 2012
ETSI Telecomunicacion UPM Madrid
More info: http://www.bigdataspain.org/es-2012/conference/value-extraction-from-bbva-credit-card-transactions/ivan-de-prado


Big Data Spain

November 16, 2012


  1. Value extraction from BBVA credit card transactions Iván  de  Prado

     Alonso  –  CEO  of  Datasalt   www.datasalt.es   @ivanprado   @datasalt   www.bigdataspain.org   November  16th,  2012   ETSI  Telecomunicación     Madrid   Spain   #BDSpain  
  2. None
  3. BIG   “MAC”   DATA  

  4. 104,000  employees   47  million  customers  

  5. The  idea   Extract  value   from   anonymized  

    credit  card   transacNons   data  &  share  it       Always:     ü  Impersonal   ü  Aggregated   ü  Dissociated   ü  Irreversible  
  6. Helping   Consumers   Sellers   Informed  decision   ü 

    Shop  recommendaNons  (by  locaNon  and  by  category)   ü  Best  Nme  to  buy   ü  AcNvity  &  fidelity  of  shop’s  customers   Learning  clients  paCerns   ü  AcNvity  &  fidelity  of  shop’s  customers   ü  Sex  &  Age  &  LocaNon   ü  Buying  paXerns  
  7. Shop  stats   For  different  periods   ü  All,  year,

     quarter,  month,  week,  day   …  and  much  more  
  8. The  applicaNons   Customers   Internal  use   Sellers  

  9. The  challenges   Company  silos   The  amount  of  data

      The  costs   Security   Development  flexibility/agility   Human  failures  
  10. The  pla]orm   S3   Data  storage   ElasNc  Map

     Reduce   Data  processing   EC2   Data  serving  
  11. The  architecture  

  12. Hadoop   Distributed  Filesystem   ü  Files  as  big  as

     you  want   ü  Horizontal  scalability   ü  Failover     Distributed  CompuNng   ü  MapReduce   ü  Batch  oriented   •  Input  files  processed  and  converted  in  output  files   ü  Horizontal  scalability    
  13. Easier  Hadoop  Java  API   ü  But  keeping  similar  efficiency

      Common  design  paXerns  covered   ü  Compound  records   ü  Secondary  sorNng   ü  Joins   Other  improvements   ü  Instance  based  configuraNon   ü  First  class  mulNple  input/output   Tuple  MapReduce  implementaJon  for  Hadoop  
  14. Tuple  MapReduce   Pere  Ferrera,  Iván  de  Prado,  Eric  Palacios,

     Jose  Luis  Fernandez-­‐ Marquez,  Giovanna  Di  Marzo  Serugendo:       Tuple  MapReduce:  Beyond  classic  MapReduce.       In  ICDM  2012:  Proceedings  of  the  IEEE  Interna2onal  Conference   on  Data  Mining     Brussels,  Belgium  |  December  10  –  13,  2012   Our  evoluJon  to  Google’s  MapReduce  
  15. Tuple  MapReduce   Sales  difference  between  the  most  selling  

    offices  per  each  loca2on  
  16. Tuple  MapReduce   Main  constraint   ü  Group  by  clause

     must  be  a  subset  of  sort  by  clause   Indeed,  Tuple  MapReduce  can  be  implemented  on  top  of   any  MapReduce  implementaJon   •  Pangool  -­‐>  Tuple  MapReduce  over  Hadoop  
  17. Efficiency   hXp://pangool.net/benchmark.html   Similar  efficiency  to  Hadoop  

  18. Voldemort   Distributed  key/value  store  

  19. Voldemort  &  Hadoop   Benefits   ü  Scalability  &  failover

      ü  UpdaNng  the  database  does  not  affect  serving  queries   ü  All  data  is  replaced  at  each  execuNon   •  Providing  agility/flexibility     §  Big  development  changes  are  not  a  pain   •  Easier  survival  to  human  errors   §  Fix  code  and  run  again   •  Easy  to  set  up  new  clusters  with  different  topologies    
  20. Basic  staNsNcs   Count   Average   Min   Max

      Stdev   Easy  to  implement  with  Pangool/Hadoop   ü  One  job,  grouping  by  the  dimension  over  which  you  want  to   calculate  the  staNsNcs.   CompuJng  several  Jme  periods  in  the   same  job   ü  Use  the  mapper  for  replicaNng  each  datum  for  each  period   ü  Add  a  period  idenNfier  field  in  the  tuple  and  include  it  in  the   group  by  clause    
  21. DisNnct  count   Possible  to  compute  in  a  single  job

      ü  Using  secondary  sorNng  by  the  field  you  want  to  disNnct  count   on   ü  DetecNng  changes  on  that  field     Example   Shop   Card   Shop  1   1234   Shop  1   1234   Shop  1   1234   Shop  1   5678   Shop  1   5678   Change   +1   Change   +1   2  disNnct   buyers  for   shop  1   ü  Group  by  shop,  sort  by  shop  and  card  
  22. Histograms   Typically  two-­‐pass  algorithm   ü  First  pass  for

     detecNng  the  minimum  and  the   maximum  and  determine  the  bins  ranges   ü  Second  pass  to  count  the  number  of  occurrences   on  each  bin   AdaptaJve  histogram     ü  One  pass   ü  Fixed  number  of  bins   ü  Bins  adapt    
  23. OpNmal  histogram   Calculate  the  beCer  histogram  that  represents  the

     original  one   using  a  limited  number  of  flexible  width  bins   ü  Reduce  storage  needs   ü  More  representaNve  than  fixed  width  ones  -­‐>  beXer   visualizaNon  
  24. OpNmal  histogram   Exact  Algorithm   Petri  Kontkanen,  Petri  Myllym

     ̈aki     MDL  Histogram  Density  EsJmaJon     hXp://eprints.pascal-­‐network.org/archive/00002983/   Too  slow  for  producJon  use  
  25. OpNmal  histogram   AlternaNve:  Approximated  algorithm   Random-­‐restart  hill  climbing

        1.  Iterate  N  Nmes,  keeping  best   soluNon   1.  Generate  a  random  soluNon   2.  Iterate  unNl  no  improvement   1.  Move  to  next  beXer   possible  movement   ü  A  soluNon  is  just  a  way  of  grouping  exisNng  bins   ü  From  a  soluNon,  you  can  move  to  some  close   soluNons   ü  Some  are  beXer:  reduce  the  representaNon  error     Algorithm  
  26. OpNmal  histogram   AlternaNve:  Approximated  algorithm   Random-­‐restart  hill  climbing

        ü  One  order  of  magnitude  faster   ü  99%  accuracy    
  27. Everything  in  one  job   Basic  staJsJcs  -­‐>  1  job

      DisJnct  count  staJsJcs  -­‐>  1  job   One  pass  histograms  -­‐>  1  job   Several  periods  &  shops  -­‐>  1  job   We  can  put  all  together  so  that   compuNng  all  staNsNcs  for  all  shops   fits  into  exactly  one  job      
  28. Shop  recommendaNons   Based  on  co-­‐occurrences   ü  If  somebody

     bought  in  shop  A  and  in  shop  B,  then  a  co-­‐occurrence   between  A  and  B  exists   ü  Only  one  co-­‐occurrence  is  considered  although  a  buyer  bought   several  Nmes  in  A  and  B   ü  Top  co-­‐occurrences  per  each  shop  are  the  recommendaNons   Improvements   ü  Most  popular  shops  are  filtered  out  because  almost  everybody  buys   in  them.   ü  RecommendaNons  by  category,  by  locaJon  and  by  both   ü  Different  calculaNon  periods  
  29. Shop  recommendaNons   Implemented  in  Pangool   ü  Using  its

     counNng  and  joining  capabiliNes   ü  Several  jobs   Challenges   ü  If  somebody  bought    in  many  shops,  the  list  of  co-­‐occurrences  can   explode:   •  Co-­‐occurrences  =  N  *  (N  –  1),  where  N  =  #  of  disNnct  shops   where  the  person  bought   ü  Alleviated  by  limiNng  the  total  number  of  disNnct  shops  to  consider   ü  Only  uses  the  top  M  shops  where  the  client  bought  the  most     Future   ü  Time  aware  co-­‐occurrences.  The  client  bought  in  A  and  B  and  he   did  it  in  a  close  period  of  Nme.  
  30. Some  numbers   EsJmated  resources  needed  with  1  year  

    data   270  GB  of  stats  to  serve   24  large  instances  ~  11  hours  of  execuNon   $3500  month   ü  OpNmizaNons  sNll  possible   ü  Cost  without  the  use  of  reserved  instances   ü  Probably  cheaper  with  an  in-­‐house  Hadoop  cluster  
  31. Conclusion   It  was  possible  to  develop  a  Big  Data

      soluJon  for  a  Bank   ü  With  low  use  of  resources   ü  Quickly   ü  Thanks  to  the  use  of  technologies  like  Hadoop,  Amazon  Web   Services  and  NoSQL  databases   The  soluJon  is   ü  Scalable   ü  Flexible/agile.  Improvements  easy  to  implement   ü  Prepared  to  stand  human  failures   ü  At  a  reasonable  cost   Main  advantage:  doing  always  everything  
  32. Future:  Splout   Key/value  datastores  have  limitaJons   ü  Only

     accept  querying  by  the  key   ü  AggregaNons  no  possible   ü  In  other  words,  we  are  forced  to  pre-­‐compute  everything   ü  Not  always  possible  -­‐>  data  explode   ü  For  this  parNcular  case,  Nme  ranges  are  fixed   Splout:  like  Voldemort  but  SQL!   ü  The  idea:  to  replace  Voldemort  by  Splout  SQL   ü  Much  richer  queries:  real-­‐Nme  aggregaNons,  flexible  Nme  ranges   ü  It  would  allow  to  create  some  kind  of  Google  AnalyNcs  for  the   staNsNcs  discussed  in  this  presentaNon   ü  Open  Sourced!!!   hXps://github.com/datasalt/splout-­‐db    
  33. Iván  de  Prado  Alonso  –  CEO  of  Datasalt   www.datasalt.es

      @ivanprado   @datasalt   QuesJons?