Introduction to Big Data Engineering

How to construct algorithms that can scale

Transcript

1. Introduction to Big Data Engineering How to construct algorithms that can scale Felix Chern
2. About me • Felix Chern • 2 years of Hadoop Experience • MapReduce and Hive • Started hadoop using 8 nodes cluster • Later joined OpenX to manage and develop on 600+ nodes cluster • 100+TB/day data volume • http://idryman.org
3. Big Data Engineering
4. Center of mass Physics Duck Tape Algorithms Framework and Tools
5. Mastering Physics Bridges Buildings Cars Rockets
6. Bridges Buildings Cars Rockets Solve Larger Problems Cross river or sea Increase volume for human activities Transports Explore the outer space
7. Algorithms Solutions More solvable! problems! More business! values Problems
8. Data Engineering Problems • Maintain the data flow • Extract Transform Load (ETL) • Downstream consumer: reporting and analytics • Data correctness • System stability
9. Extract Transform Load • De-duplicate (remove unwanted data) • Join relevant data • Aggregations in different perspective • select … from large_table group by buyers; • select … from large_table group by publishers;
10. Filter Join Hadoop jobs Aggregate DB Reports Aggregation size? Ad hoc queries
11. Estimate instead of actual run • Estimate the properties of an aggregation (or any other data operations) • Cardinality • Frequency distribution (is data skewed?) • Top-k elements • Don’t need to be precise, but be fast and stable
12. Probabilistic Data Structure/Algorithms • Cardinality -> hyperloglog • Frequency distribution -> count-min-sketch • Top-k elements -> lossy count Runtime: ! O(log(N)) Data size: ! several kbs
13. MapReduce, Jeffery et al. When data size is small All computation would be in memory
14. Look ma,! In memory computing!! https://flic.kr/p/3evfjL
15. Cardinality test • Goal: find out the distinct element count of a given query • Naive approach 1: Put into a hash set! • not enough memory! • Approach 2: Hash the input to a BitSet (allow collisions) • Linear counting [ACM’90] • Estimate collision impacts • Still require 1/10 size of the input (too large!)
16. LogLog (basic idea) • Pick a hash function h that maps each of the n elements to at least log(n) bits • For each a = h(x), let r(a) be the number of trailing zeros • Record R = maximum r(a) seen • Cardinality estimate = 2R • Data size (R): 4 bytes or 8 byes
17. n elements m distinct ones a = h(m) 01010001001100 r(a) = 2 Pr( r(a)=2 ) = 1/4 01000000000000 Need about 212 distinct elements to see this occur!
18. M. Durand and P. Flajolet. Loglog Counting of Large Cardinalities LogLog
19. Implementations • Aggregate Knowledge Inc. • Blob Schema https://github.com/aggregateknowledge/hll-storage-spec • https://github.com/aggregateknowledge/java-hll • https://github.com/aggregateknowledge/js-hll • https://github.com/aggregateknowledge/postgresql-hll • AddThis Inc. • https://github.com/addthis/stream-lib • Others • https://github.com/tvondra/distinct_estimators/tree/master/superloglog
20. Hive HLL -- estimate the cardinality of SELECT * FROM src GROUP BY col1, col2; SELECT hll(col1, col2).cardinality from src; ! -- create hyperloglog cache per hour FROM input_table src INSERT OVERWRITE TABLE hll_cache PARTITION (d='2015-03-01',h='00') SELECT hll(col1,col2) WHERE d='2015-03-01' AND h='00' INSERT OVERWRITE TABLE hll_cache PARTITION (d='2015-03-01',h='01') SELECT hll(col1,col2) WHERE d='2015-03-01' AND h='01' ! -- read the cache and calculate the cardinality of full day SELECT hll(hll_col).cardinality from hll_cache WHERE d='2015-03-01;' ! -- unpack hive hll struct and make it readable by postgres-hll, js-hll developed by Aggregate Knowledge, Inc. SELECT hll_col.signature from hll_cache WHERE d='2015-03-01'; https://github.com/dryman/hive-probabilistic-utils
21. Business Values <3 • Distinct count on user (cookie, User Agent, etc.) every hour/minute. • How many unique users do we have every day/ week/month? • What is the churn rate? • It can even be visualized in browser! (js-hll)
22. Algorithms Solutions More solvable! problems! More business! values Problems
23. This is just one algorithm
24. Similar algorithms to HyperLogLog • Count-min-sketch (frequency estimation) • Bloom filter (probabilistic set) • Lossy count (top-k elements) • ASM (2nd order moment estimation)
25. Algorithms that extend our problem sets • Locality Sensitive Hashing (finding similar items) • ECLAT (frequent item set) • BigCLAM (graph clustering) • Many more
26. We are hiring! One more thing…
27. Contact www.openx.com/careers
28. Questions?