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Building Machine Learning
Service in Your Business
- Eric Chen
Uber
Agenda
● 6 Steps to ML
● Uber’s ML platform
● Case Study: UberEATS in ML
● Key Challenges: Deep dive
● System Architectures
● Data
○ Data sources, batch or streaming, data aggregation...
● Training in various environments
○ Fast iteration, traditional ML vs DL, training environments ...
● Model evaluations
○ Standard evaluation vs. customized eval
● Model deployment
○ Versioning, production
● Inference
○ Batch predictions vs online predictions, scaling out, SLA ...
● Monitoring
○ Signal selection
The Life of a Model
GET DATA
TRAIN MODELS
EVALUATE MODELS
DEPLOY MODELS
MAKE PREDICTIONS
MONITOR PREDICTIONS
ML PLATFORM MISSION
Enable engineers and data scientists across the
company to easily build and deploy machine
learning solutions at scale
Uber ML Platform
● ML as a Service
● Scalable infrastructure for training and serving
● Workflow tools for prototyping, iteration, and productionization
● Model and data serving with full monitoring for batch and realtime
● Scope
○ Traditional ML & Deep Learning
○ Supervised, Unsupervised and Semi-supervised
○ Online learning
Example Use Case: UberEATS
MEAL DELIVERY TIME
Uber EATs Delivery Time Models
● Features
○ Curated features
○ Request Level Features – user’s current location
● Models
○ Several models for different stages of order
○ GBDT Regression
○ Different versions of each for experimentation
Key Challenges
● Guarantee same data for batch training and online scoring
● Train and deploy separate model per city
● One-click deploy & easy scale out
● Live monitoring of model performance
Key Challenge:
Same data for train & predict
Data Sources: Problems
Request Level
Features
Aggregated Feature Near Realtime
Aggregated Feature
Training In Batch In Batch In Batch
Online scoring Given by user Curated in batch
Consumed by query
Curated in
streaming,
consumed by query
Generation Pattern: Batch and streaming
Consuming Pattern: Batch and Query
● Data Storage
○ Spark for batch jobs
○ Cassandra for online jobs
○ Streaming jobs
● Data Accessors
○ Own DSL
○ Access basis features, curated features, and column stats
● Data Transformation
○ Standard transformation functions + UDFs
● Examples
@palette:store:orders:prep_time_avg_1week:rs_uuid
nFill(@basis:distance, mean(@basis:distance))
Data Sources (Solutions)
Batch Training Job
(Spark)
Training
Algo
DSL
Online Prediction Job
(Spark)
Trained
Model
DSL
Key Challenge:
Separate model per city
Often you want to train a model per city
Hard to train and deploy 400+ individual models
PROBLEM
SOLUTION
Let users define hierarchical partitioning scheme
Automatically train model per partition
Manage and deploy as single logical model
GLOBAL
COUNTRY
CITY
Define partition scheme1
GLOBAL
COUNTRY
CITY
Make train / test split2
GLOBAL
COUNTRY
CITY
Keep same split and partition for each level3
M
M
M M M
M
M M M
GLOBAL
COUNTRY
CITY
Train model for every node4
M
M
M M
M
M M M
GLOBAL
COUNTRY
CITY
Prune bad models5
M
M
M M
M
M M M
GLOBAL
COUNTRY
CITY
At serving time, route to best model for each node6
Key Challenge:
One-click deploy and scale out
● Predict service
○ RPC service container for one or more models
○ Scale out in Docker on Mesos
○ Single- or multi-tenant deployments
○ Connection management and batched/parallelized queries to Cassandra
○ Monitoring & alerting
● Deployment
○ Each model is packed individually
○ One click deploy across DCs via standard Uber deployment infrastructure
○ Health checks and rollback
REALTIME PREDICT SERVICE
Key Challenge:
Live model performance monitoring
Problem
Ensure deployed model is
making good predictions
Solution
Log predictions
Join logged predictions to
actual outcomes
Publish metrics for
monitoring and alerting
Optionally hold back
logged predictions
LIVE PREDICTION MONITORING
System Architecture
HADOOP / YARN (Batch)
Spark /
SQL
Batch Training Job
(Spark)
Training
Algo
Trained
Models
Outcomes
(Training Set)
Features
Data Prep Job
GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
HADOOP / YARN (Batch)
Spark /
SQL
Batch Training Job
(Spark)
Training
Algo
Trained
Models
Outcomes
(Training Set)
Deploy
Features To Hive
& Kafka
Batch Predict Job
(Spark)
Data Prep Job
Trained
Model
Predictions
GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
HADOOP / YARN (Batch)
Spark /
SQL
Batch Training Job
(Spark)
Training
Algo
Trained
Models
Outcomes
(Training Set)
Deploy
Features
Hive
Feature Store
To Hive
& Kafka
ETL
Batch Predict Job
(Spark)
Data Prep Job
Trained
Model
Predictions
GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
HADOOP / YARN (Batch)
MESOS / DOCKER (Realtime)
Spark /
SQL
Batch Training Job
(Spark)
Training
Algo
Trained
Models
Outcomes
(Training Set)
Deploy
Realtime Predict
Service
Trained
Model
<< Features Client
ServicePrediction >>
Features
Hive
Feature Store
To Hive
& Kafka
ETL
Batch Predict Job
(Spark)
Data Prep Job
Trained
Model
Predictions
GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
HADOOP / YARN (Batch)
MESOS / DOCKER (Realtime)
Spark /
SQL
Batch Training Job
(Spark)
Training
Algo
Trained
Models
Outcomes
(Training Set)
Deploy
Realtime Predict
Service
Trained
Model
<< Features Client
ServicePrediction >>
Features
Cassandra
Feature Store
Hive
Feature Store
To Hive
& Kafka
Stream
Engine
ETL
Batch Predict Job
(Spark)
Data Prep Job
Trained
Model
Predictions
GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
HADOOP / YARN (Batch)
MESOS / DOCKER (Realtime)
Spark /
SQL
Batch Training Job
(Spark)
Training
Algo
Trained
Models
Outcomes
(Training Set)
Deploy
Realtime Predict
Service
Trained
Model
<< Features Client
ServicePrediction >>
Features
Cassandra
Feature Store
Hive
Feature Store
To Hive
& Kafka
Stream
Engine
ETL
Batch Predict Job
(Spark)
Data Prep Job
Trained
Model
Predictions
GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
Sampled
Predictions
HADOOP / YARN (Batch)
MESOS / DOCKER (Realtime)
Spark /
SQL
Batch Training Job
(Spark)
Training
Algo
Trained
Models
Outcomes
(Training Set)
Deploy
Realtime Predict
Service
Trained
Model
<< Features Client
ServicePrediction >>
Features
Cassandra
Feature Store
Hive
Feature Store
To Hive
& Kafka
Stream
Engine
ETL
Batch Predict Job
(Spark)
Data Prep Job
Trained
Model
Predictions
GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
Sampled
Predictions
Performance
Monitor Job
(Spark)
Metrics
To Monitor
System
Management
Monitor
API
Python /
Java
Thank you!

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6 Steps Build ML Service Business

  • 1. Building Machine Learning Service in Your Business - Eric Chen Uber
  • 2. Agenda ● 6 Steps to ML ● Uber’s ML platform ● Case Study: UberEATS in ML ● Key Challenges: Deep dive ● System Architectures
  • 3. ● Data ○ Data sources, batch or streaming, data aggregation... ● Training in various environments ○ Fast iteration, traditional ML vs DL, training environments ... ● Model evaluations ○ Standard evaluation vs. customized eval ● Model deployment ○ Versioning, production ● Inference ○ Batch predictions vs online predictions, scaling out, SLA ... ● Monitoring ○ Signal selection The Life of a Model GET DATA TRAIN MODELS EVALUATE MODELS DEPLOY MODELS MAKE PREDICTIONS MONITOR PREDICTIONS
  • 4. ML PLATFORM MISSION Enable engineers and data scientists across the company to easily build and deploy machine learning solutions at scale
  • 5. Uber ML Platform ● ML as a Service ● Scalable infrastructure for training and serving ● Workflow tools for prototyping, iteration, and productionization ● Model and data serving with full monitoring for batch and realtime ● Scope ○ Traditional ML & Deep Learning ○ Supervised, Unsupervised and Semi-supervised ○ Online learning
  • 6.
  • 7. Example Use Case: UberEATS
  • 9. Uber EATs Delivery Time Models ● Features ○ Curated features ○ Request Level Features – user’s current location ● Models ○ Several models for different stages of order ○ GBDT Regression ○ Different versions of each for experimentation
  • 10. Key Challenges ● Guarantee same data for batch training and online scoring ● Train and deploy separate model per city ● One-click deploy & easy scale out ● Live monitoring of model performance
  • 11. Key Challenge: Same data for train & predict
  • 12. Data Sources: Problems Request Level Features Aggregated Feature Near Realtime Aggregated Feature Training In Batch In Batch In Batch Online scoring Given by user Curated in batch Consumed by query Curated in streaming, consumed by query Generation Pattern: Batch and streaming Consuming Pattern: Batch and Query
  • 13. ● Data Storage ○ Spark for batch jobs ○ Cassandra for online jobs ○ Streaming jobs ● Data Accessors ○ Own DSL ○ Access basis features, curated features, and column stats ● Data Transformation ○ Standard transformation functions + UDFs ● Examples @palette:store:orders:prep_time_avg_1week:rs_uuid nFill(@basis:distance, mean(@basis:distance)) Data Sources (Solutions) Batch Training Job (Spark) Training Algo DSL Online Prediction Job (Spark) Trained Model DSL
  • 15. Often you want to train a model per city Hard to train and deploy 400+ individual models PROBLEM SOLUTION Let users define hierarchical partitioning scheme Automatically train model per partition Manage and deploy as single logical model
  • 18. GLOBAL COUNTRY CITY Keep same split and partition for each level3
  • 19. M M M M M M M M M GLOBAL COUNTRY CITY Train model for every node4
  • 20. M M M M M M M M GLOBAL COUNTRY CITY Prune bad models5
  • 21. M M M M M M M M GLOBAL COUNTRY CITY At serving time, route to best model for each node6
  • 23. ● Predict service ○ RPC service container for one or more models ○ Scale out in Docker on Mesos ○ Single- or multi-tenant deployments ○ Connection management and batched/parallelized queries to Cassandra ○ Monitoring & alerting ● Deployment ○ Each model is packed individually ○ One click deploy across DCs via standard Uber deployment infrastructure ○ Health checks and rollback REALTIME PREDICT SERVICE
  • 24. Key Challenge: Live model performance monitoring
  • 25. Problem Ensure deployed model is making good predictions Solution Log predictions Join logged predictions to actual outcomes Publish metrics for monitoring and alerting Optionally hold back logged predictions LIVE PREDICTION MONITORING
  • 27. HADOOP / YARN (Batch) Spark / SQL Batch Training Job (Spark) Training Algo Trained Models Outcomes (Training Set) Features Data Prep Job GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
  • 28. HADOOP / YARN (Batch) Spark / SQL Batch Training Job (Spark) Training Algo Trained Models Outcomes (Training Set) Deploy Features To Hive & Kafka Batch Predict Job (Spark) Data Prep Job Trained Model Predictions GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
  • 29. HADOOP / YARN (Batch) Spark / SQL Batch Training Job (Spark) Training Algo Trained Models Outcomes (Training Set) Deploy Features Hive Feature Store To Hive & Kafka ETL Batch Predict Job (Spark) Data Prep Job Trained Model Predictions GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
  • 30. HADOOP / YARN (Batch) MESOS / DOCKER (Realtime) Spark / SQL Batch Training Job (Spark) Training Algo Trained Models Outcomes (Training Set) Deploy Realtime Predict Service Trained Model << Features Client ServicePrediction >> Features Hive Feature Store To Hive & Kafka ETL Batch Predict Job (Spark) Data Prep Job Trained Model Predictions GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
  • 31. HADOOP / YARN (Batch) MESOS / DOCKER (Realtime) Spark / SQL Batch Training Job (Spark) Training Algo Trained Models Outcomes (Training Set) Deploy Realtime Predict Service Trained Model << Features Client ServicePrediction >> Features Cassandra Feature Store Hive Feature Store To Hive & Kafka Stream Engine ETL Batch Predict Job (Spark) Data Prep Job Trained Model Predictions GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS
  • 32. HADOOP / YARN (Batch) MESOS / DOCKER (Realtime) Spark / SQL Batch Training Job (Spark) Training Algo Trained Models Outcomes (Training Set) Deploy Realtime Predict Service Trained Model << Features Client ServicePrediction >> Features Cassandra Feature Store Hive Feature Store To Hive & Kafka Stream Engine ETL Batch Predict Job (Spark) Data Prep Job Trained Model Predictions GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS Sampled Predictions
  • 33. HADOOP / YARN (Batch) MESOS / DOCKER (Realtime) Spark / SQL Batch Training Job (Spark) Training Algo Trained Models Outcomes (Training Set) Deploy Realtime Predict Service Trained Model << Features Client ServicePrediction >> Features Cassandra Feature Store Hive Feature Store To Hive & Kafka Stream Engine ETL Batch Predict Job (Spark) Data Prep Job Trained Model Predictions GET DATA TRAIN MODELS DEPLOY, PREDICT & MONITOREVAL MODELS Sampled Predictions Performance Monitor Job (Spark) Metrics To Monitor System