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Make Machine Learning Boring Again: Best Practices for Using Machine Learning in Businesses - LA Data Science Meetup - Playa Vista, August 2019

Ce8e94cc306ba164175f693fb01aa8b0?s=47 szilard
July 20, 2019
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Make Machine Learning Boring Again: Best Practices for Using Machine Learning in Businesses - LA Data Science Meetup - Playa Vista, August 2019

Ce8e94cc306ba164175f693fb01aa8b0?s=128

szilard

July 20, 2019
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Transcript

  1. Make Machine Learning Boring Again: Best Practices for Using Machine

    Learning in Businesses Szilard Pafka, PhD Chief Scientist, Epoch LA Data Science Meetup Aug 2019
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  3. Disclaimer: I am not representing my employer (Epoch) in this

    talk I cannot confirm nor deny if Epoch is using any of the methods, tools, results etc. mentioned in this talk
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  9. y = f (x1, x2, ... , xn) Source: Hastie

    etal, ESL 2ed

  10. y = f (x1, x2, ... , xn)

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  15. #1 Use the Right Algo

  16. Source: Andrew Ng

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  34. *

  35. #2 Use Open Source

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  41. in 2006 - cost was not a factor! - data.frame

    - [800] packages
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  49. #3 Simple > Complex

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  51. 10x

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  60. #4 Incorporate Domain Knowledge Do Feature Engineering (Still) Explore Your

    Data Clean Your Data
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  72. #5 Do Proper Validation Avoid: Overfitting, Data Leakage

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  87. #6 Batch or Real-Time Scoring?

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  89. https://medium.com/@HarlanH/patterns-for-connecting-predictive-models-to-software-products-f9b6e923f02d

  90. https://medium.com/@dvelsner/deploying-a-simple-machine-learning-model-in-a-modern-web-application-flask-angular-docker-a657db075280 your app

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  93. R/Python: - Slow(er) - Encoding of categ. variables

  94. #7 Do Online Validation as Well

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  96. https://www.oreilly.com/ideas/evaluating-machine-learning-models/page/2/orientation

  97. https://www.oreilly.com/ideas/evaluating-machine-learning-models/page/2/orientation

  98. https://www.oreilly.com/ideas/evaluating-machine-learning-models/page/2/orientation https://www.slideshare.net/FaisalZakariaSiddiqi/netflix-recommendations-feature-engineering-with-time-travel

  99. #8 Monitor Your Models

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  101. https://www.retentionscience.com/blog/automating-machine-learning-monitoring-rs-labs/

  102. https://www.retentionscience.com/blog/automating-machine-learning-monitoring-rs-labs/

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  104. 20% 80% (my guess)

  105. 20% 80% (my guess)

  106. #9 Business Value Seek / Measure / Sell

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  112. #10 Make it Reproducible

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  122. Cloud (servers)

  123. ML training: lots of CPU cores lots of RAM limited

    time

  124. ML training: lots of CPU cores lots of RAM limited

    time ML scoring: separated servers

  125. ML (cloud) services (MLaaS)

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  127. “people that know what they’re doing just use open source

    [...] the same open source tools that the MLaaS services offer” - Bradford Cross

  128. Kaggle

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  130. already pre-processed data less domain knowledge (or deliberately hidden) AUC

    0.0001 increases "relevant" no business metric no actual deployment models too complex no online evaluation no monitoring data leakage

  131. Tuning and Auto ML

  132. Ben Recht, Kevin Jamieson: http://www.argmin.net/2016/06/20/hypertuning/

  133. GPUs

  134. Aggregation 100M rows 1M groups Join 100M rows x 1M

    rows time [s] time [s]

  135. Aggregation 100M rows 1M groups Join 100M rows x 1M

    rows time [s] time [s] “Motherfucka!”
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  137. API and GUIs

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  140. AI?

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  144. How to Start?

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