Talk given at the Seattle Scalability / NoSQL / Hadoop / etc MeetUp on March 31, 2010

1. Numerical Recipes in Hadoop Jake Mannix linkedin/in/jakemannix twitter/pbrane jake.mannix@gmail.com jmannix@apache.org Principal SDE, LinkedIn Committer, Apache Mahout, Zoie, Bobo-Browse, Decomposer Author, Lucene in Depth (Manning MM/DD/2010)

2. A Mathematician’s Apology What mathematical structure describes all of these? Full-text search: Score documents matching “query string” Collaborative filtering recommendation: Users who liked {those} also liked {these} (Social/web)-graph proximity: People/pages “close” to {this} are {these}

3. Matrix Multiplication!

4. Full-text Search Vector Space Model of IR Corpus as term-document matrix Query as bag-of-words vector Full-text search is just:

5. Collaborative Filtering User preference matrix (and item-item similarity matrix ) Input user as vector of preferences (simple) Item-based CF recommendations are: T

6. Graph Proximity Adjacency matrix: 2nd degree adjacency matrix: Input all of a user’s “friends” or page links: (weighted) distance measure of 1st – 3rd degree connections is then:

7. Dictionary Applications Linear Algebra

8. How does this help? In Search: Latent Semantic Indexing (LSI) probabalistic LSI Latent Dirichlet Allocation In Recommenders: Singular Value Decomposition Layered Restricted Boltzmann Machines (Deep Belief Networks) In Graphs: PageRank Spectral Decomposition / Spectral Clustering

9. Often use “Dimensional Reduction” To alleviate the sparse Big Data problem of “the curse of dimensionality” Used to improve recall and relevance in general: smooth the metric on your data set

10. New applications with Matrices If Search is finding doc-vector by: and users query with data represented: Q = Giving implicit feedback based on click-through per session: C =

11. … continued Then has the form (docs-by-terms) for search! Approach has been used by Ted Dunning at Veoh (and probably others)

12. Linear Algebra performance tricks Naïve item-based recommendations: Calculate item similarity matrix: Calculate item recs: Express in one step: In matrix notation: Re-writing as: is the vector of preferences for user “v”, is the vector of preferences of item “i” The result is the matrix sum of the outer (tensor) products of these vectors, scaled by the entry they intersect at.

13. Item Recommender via Hadoop

14. Apache Mahout Apache Mahout currently on release 0.3 http://lucene.apache.org/mahout Will be a “Top Level Project” soon (before 0.4) ( http://mahout.apache.org ) “Scalable Machine Learning with commercially friendly licensing”

15. Mahout Features Recommenders absorbed the Taste project Classification (Naïve Bayes, C-Bayes, more) Clustering (Canopy, fuzzy-K-means, Dirichlet, etc…) Fast non-distributed linear mathematics absorbed the classic CERN Colt project Distributed Matrices and decomposition absorbed the Decomposer project mahout shell-script analogous to $HADOOP_HOME/bin/hadoop $MAHOUT_HOME/bin/mahout kmeans –i “in” –o “out” –k 100 $MAHOUT_HOME/bin/mahout svd –i “in” –o “out” –k 300 etc… Taste web-app for real-time recommendations

16. DistributedRowMatrix Wrapper around a SequenceFile<IntWritable,VectorWritable> Distributed methods like: Matrix transpose(); Matrix times(Matrix other); Vector times(Vectorv); Vector timesSquared(Vectorv); To get SVD: pass into DistributedLanczosSolver: LanczosSolver.solve(Matrix input, Matrix eigenVectors, List<Double> eigenValues, int rank);

17. Questions? Contact: jake.mannix@gmail.com jmannix@apache.org http://twitter.com/pbrane http://www.decomposer.org/blog http://www.linkedin.com/in/jakemannix

18. Appendix There are lots of ways to deal with sparse Big Data, and many (not all) need to deal with the dimensionality of the feature-space growing beyond reasonable limits, and techniques to deal with this depend heavily on your data… That having been said, there are some general techniques

19. Dealing with Curse of Dimensionality Sparseness means fast, but overlap is too small Can we reduce the dimensionality (from “all possible text tokens” or “all userIds”) while keeping the nice aspects of the search problem? If possible, collapse “similar” vectors (synonymous terms, userIds with high overlap, etc…) towards each other while keeping “dissimilar” vectors far apart…

20. Solution A: Matrix decomposition Singular Value Decomposition (truncated) “best” approximation to your matrix Used in Latent Semantic Indexing (LSI) For graphs: spectral decomposition Collaborative filtering (Netflix leaderboard) Issues: very computation intensive no parallelized open-source packages see Apache Mahout Makes things too dense

21. SVD: continued Hadoopimpl. in Mahout (Lanczos) O(N*d*k) for rank-k SVD on N docs, delt’s each Density can be dealt with by doing Canopy Clustering offline But only extracting linear feature mixes Also, still very computation intensive and I/O intensive (k-passes over data set), are there better dimensional reduction methods?

22. Solution B: Stochastic Decomposition co-ocurrence-based kernel + online Random Projection + SVD

23. Co-ocurrence-based kernel Extract bigram phrases / pairs of items rated by the same person (using Log-Likelihood Ratio test to pick the best) “Disney on Ice was Amazing!” -> {“disney”, “disney on ice”, “ice”, “was” “amazing”} {item1:4, item2:5, item5:3, item9:1} -> {item1:4, (items1+2):4.5, item2:5, item5:3,…} Dim(features) goes from 105to 108+(yikes!)

24. Online Random Projection Randomly project kernelized text vectors down to “merely” 103dimensions with a Gaussian matrix Or project eachnGram down to an random (but sparse) 103-dim vector: V= {123876244 =>1.3} (tf-IDF of “disney”) V’= c*{h(i) => 1, h(h(i)) =>1, h(h(h(i))) =>1} (c= 1.3 / sqrt(3))

26. SVD SVD-them quickly (they fit in memory) Over and over again (as new data comes in) Use the most recent SVD to project your (already randomly projected) text still further (now encoding “semantic” similarity). SVD-projected vectors can be assigned immediately to nearest clusters if desired

27. References Randomized matrix decomposition review: http://arxiv.org/abs/0909.4061 Sparse hashing/projection: John Langford et al. “VowpalWabbit” http://hunch.net/~vw/