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Big Problem, BigQuery:
User Feature Engineering
in Event-driven Analytics
GameCamp - 15/11/19
Mikalai Tsytsarau
GCP Professional Data Engineer, DELVE
User Feature Engineering in Event-driven Analytics
Introduction
All user and app’s actions generate a stream of events which can be stored and analysed
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
In-app events arrive in an ordered
sequence and can be analyzed for
causality patterns, i.e. using
funnels for Event Analytics
Events of the same kind can
also be analyzed as a collection
with statistical methods, i.e. for
Feature Analytics
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
Funnels
Event Analytics
● Usually analyses events by
funnels: which fraction of
users completing Event 1 have
also completed Event 2, etc.
● Funnel percentage at each
step can be actually seen as
event probability.
● The problem here is: which of
the preceding events actually
drive this probability?
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
Feature Analytics
● Usually analyses events by
aggregations:
○ What is the distribution of
users completing Event?
○ Which are the average
event parameters?
● Feature distribution at each
event can be seen as
Bayesian probability
● But which features are
good?
● Yet another problem here is:
massive retrieval, aggregation
and analysis of event data
Occurrences by Event Name split by LTV
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
Feature Engineering benefits
● Analysts are in control of features
● Domain knowledge is used to
engineer meaningful features
● Facilitates understanding of users
● Features can be used for regular
app analytics, like segmentation
● Simpler queries vs. events
● Considerably smaller size of data
Feature Engineering challenges
● Designing good features
● Massive retrieval, aggregation
and analysis of event data
● Events params and data are
different for various events
● Events params and features are
often evolving with time
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
A typical use-case of event-driven
analytics is featured in Firebase
Firebase is a platform for app
development backed by Google
that provides database, analytics,
messaging and everything else
needed in one seamless package
AutoML
AutoML Tables enables to
automatically build and deploy
powerful machine learning
models based on feature vectors.
Firebase can also generate predictions
and make user segmentation based on
events stream (event occurrences)
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
Firebase can export complete
event data in its original format
to BigQuery daily, which can be
processed and analysed on a
massive scale
BigQuery
BigQuery is Google’s enterprise
analytical data warehouse which
can run blazing-fast SQL queries
on gigabytes to petabytes of data
AutoML
AutoML Tables enables to
automatically build and deploy
powerful machine learning
models using BigQuery data with
the convenience of SQL query.
Trains on flat table data
+ +
Sounds like a plan? )
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
Bingo Blast
Case Study
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Introduction
LTV Sample Pipeline
Platform to integrate
external data sources,
orchestrate pipelines and
activate various GCP
services with easy to use
interface.
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Feature Engineering
Bingo Blast Firebase dataset
Query which extracts event count
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Feature Engineering
Single UNNEST( ) statement Multiple UNNEST( ) statements
Source: Todd Kerpelman
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Feature Engineering
Solution scenario:
● Unpack all user properties and
event properties from repeated
rows to serialized JSON
● Collect and store all events and
associated profiles in the same
denormalized row structure
Row structure allows:
● Query event data for user and
analyze features on-demand
● Stream user events and construct
features on continuous basis
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Feature Engineering
BigQuery can handle huge feature aggregation queries, as long as they have efficient joins
User Feature Engineering in Event-driven Analytics
Model Training Tips & Bits
AutoML raining data must meet the following
requirements:
● Has 1000 to 100,000,000 rows
● Has between 1 and 1000 features
● At least 50 rows for each class
● Usually, 10-100k of data is enough
Tips for improving prediction:
● Use as many features as you have
● Gradually remove unused features
● Avoid features dependent on target
● Use feature-specific data types
● Include aggregated “context” data
● Avoid missing values if possible
● Use null values for empty data
● Curate categorical feature values
● Try including timestamp & weight columns
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Model Evaluation Tips & Bits
● AutoML provides an extensive
feedback for model evaluation
● Trained model is ready to be
immediately deployed for batch and
online prediction using SQL and API
Important tips:
Use appropriate quality metrics:
● AUC or F1 for classification problems
● RMSE for regression problems
Take a note of decision boundary
● If you want to include more
potential buyers for in-app offers
● If you need more precision for UA
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Feature Selection
Feature importance gives feedback on
their impact on resulting prediction
● Facilitates better user
understanding
● Can be used to construct more
effective audience segmentation
It’s important to test various packs
of features:
● User profile & Geo
● Event data
● Game status features
GameCamp - 15/11/19
User Feature Engineering in Event-driven Analytics
Some Observations and Open Questions
Observations
● Training dataset should include
samples from similar user traffic
● Model must be updated in sync
with game mechanics
● In-app offers can interfere with
LTV prediction!
● Training / prediction features
should be uniform w/regards to
prediction target
● It’s beneficial to include “meta-
event” features, like event
frequencies, delays
Questions
● User profile and demographics are
usually addressed by ad campaigns:
should we leave it for manual
optimisation?
● Predict LTV or Payer / Non-payer?
● Data completeness / prediction
delay tradeoff
● Individual or cohort prediction?
● Predict LTV or offers for a user?
GameCamp - 15/11/19
Thank You!

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Big Problem, BigQuery: User Feature Engineering in Event-driven Analytics

  • 1. Big Problem, BigQuery: User Feature Engineering in Event-driven Analytics GameCamp - 15/11/19 Mikalai Tsytsarau GCP Professional Data Engineer, DELVE
  • 2. User Feature Engineering in Event-driven Analytics Introduction All user and app’s actions generate a stream of events which can be stored and analysed GameCamp - 15/11/19
  • 3. User Feature Engineering in Event-driven Analytics Introduction In-app events arrive in an ordered sequence and can be analyzed for causality patterns, i.e. using funnels for Event Analytics Events of the same kind can also be analyzed as a collection with statistical methods, i.e. for Feature Analytics GameCamp - 15/11/19
  • 4. User Feature Engineering in Event-driven Analytics Introduction Funnels Event Analytics ● Usually analyses events by funnels: which fraction of users completing Event 1 have also completed Event 2, etc. ● Funnel percentage at each step can be actually seen as event probability. ● The problem here is: which of the preceding events actually drive this probability? GameCamp - 15/11/19
  • 5. User Feature Engineering in Event-driven Analytics Introduction Feature Analytics ● Usually analyses events by aggregations: ○ What is the distribution of users completing Event? ○ Which are the average event parameters? ● Feature distribution at each event can be seen as Bayesian probability ● But which features are good? ● Yet another problem here is: massive retrieval, aggregation and analysis of event data Occurrences by Event Name split by LTV GameCamp - 15/11/19
  • 6. User Feature Engineering in Event-driven Analytics Introduction Feature Engineering benefits ● Analysts are in control of features ● Domain knowledge is used to engineer meaningful features ● Facilitates understanding of users ● Features can be used for regular app analytics, like segmentation ● Simpler queries vs. events ● Considerably smaller size of data Feature Engineering challenges ● Designing good features ● Massive retrieval, aggregation and analysis of event data ● Events params and data are different for various events ● Events params and features are often evolving with time GameCamp - 15/11/19
  • 7. User Feature Engineering in Event-driven Analytics Introduction A typical use-case of event-driven analytics is featured in Firebase Firebase is a platform for app development backed by Google that provides database, analytics, messaging and everything else needed in one seamless package AutoML AutoML Tables enables to automatically build and deploy powerful machine learning models based on feature vectors. Firebase can also generate predictions and make user segmentation based on events stream (event occurrences) GameCamp - 15/11/19
  • 8. User Feature Engineering in Event-driven Analytics Introduction Firebase can export complete event data in its original format to BigQuery daily, which can be processed and analysed on a massive scale BigQuery BigQuery is Google’s enterprise analytical data warehouse which can run blazing-fast SQL queries on gigabytes to petabytes of data AutoML AutoML Tables enables to automatically build and deploy powerful machine learning models using BigQuery data with the convenience of SQL query. Trains on flat table data + + Sounds like a plan? ) GameCamp - 15/11/19
  • 9. User Feature Engineering in Event-driven Analytics Introduction Bingo Blast Case Study GameCamp - 15/11/19
  • 10. User Feature Engineering in Event-driven Analytics Introduction LTV Sample Pipeline Platform to integrate external data sources, orchestrate pipelines and activate various GCP services with easy to use interface. GameCamp - 15/11/19
  • 11. User Feature Engineering in Event-driven Analytics Feature Engineering Bingo Blast Firebase dataset Query which extracts event count GameCamp - 15/11/19
  • 12. User Feature Engineering in Event-driven Analytics Feature Engineering Single UNNEST( ) statement Multiple UNNEST( ) statements Source: Todd Kerpelman GameCamp - 15/11/19
  • 13. User Feature Engineering in Event-driven Analytics Feature Engineering Solution scenario: ● Unpack all user properties and event properties from repeated rows to serialized JSON ● Collect and store all events and associated profiles in the same denormalized row structure Row structure allows: ● Query event data for user and analyze features on-demand ● Stream user events and construct features on continuous basis GameCamp - 15/11/19
  • 14. User Feature Engineering in Event-driven Analytics Feature Engineering BigQuery can handle huge feature aggregation queries, as long as they have efficient joins
  • 15. User Feature Engineering in Event-driven Analytics Model Training Tips & Bits AutoML raining data must meet the following requirements: ● Has 1000 to 100,000,000 rows ● Has between 1 and 1000 features ● At least 50 rows for each class ● Usually, 10-100k of data is enough Tips for improving prediction: ● Use as many features as you have ● Gradually remove unused features ● Avoid features dependent on target ● Use feature-specific data types ● Include aggregated “context” data ● Avoid missing values if possible ● Use null values for empty data ● Curate categorical feature values ● Try including timestamp & weight columns GameCamp - 15/11/19
  • 16. User Feature Engineering in Event-driven Analytics Model Evaluation Tips & Bits ● AutoML provides an extensive feedback for model evaluation ● Trained model is ready to be immediately deployed for batch and online prediction using SQL and API Important tips: Use appropriate quality metrics: ● AUC or F1 for classification problems ● RMSE for regression problems Take a note of decision boundary ● If you want to include more potential buyers for in-app offers ● If you need more precision for UA GameCamp - 15/11/19
  • 17. User Feature Engineering in Event-driven Analytics Feature Selection Feature importance gives feedback on their impact on resulting prediction ● Facilitates better user understanding ● Can be used to construct more effective audience segmentation It’s important to test various packs of features: ● User profile & Geo ● Event data ● Game status features GameCamp - 15/11/19
  • 18. User Feature Engineering in Event-driven Analytics Some Observations and Open Questions Observations ● Training dataset should include samples from similar user traffic ● Model must be updated in sync with game mechanics ● In-app offers can interfere with LTV prediction! ● Training / prediction features should be uniform w/regards to prediction target ● It’s beneficial to include “meta- event” features, like event frequencies, delays Questions ● User profile and demographics are usually addressed by ad campaigns: should we leave it for manual optimisation? ● Predict LTV or Payer / Non-payer? ● Data completeness / prediction delay tradeoff ● Individual or cohort prediction? ● Predict LTV or offers for a user? GameCamp - 15/11/19