使用深度学习、Ray和Analytics Zoo进行自动化时间序列分析

1 . AI Automated Time Series Analysis using Deep Learning, Ray and Analytics Zoo Intel Analytics Zoo Team Mar 13, 2020 

2 . Agenda • Background • Introduction of Analytics Zoo • Background about Time Series Analysis • Background about AutoML and Ray • Time Series Analysis using AutoML and Ray on Analytics Zoo • Use Case Sharing Mar 13, 2020 

3 .Background Mar 13, 2020 

4 . What is Analytics Zoo Distributed, High-Performance Unified Analytics + AI Platform Deep Learning Framework Distributed TensorFlow, Keras, PyTorch for Apache Spark and BigDL on Apache Spark https://github.com/intel-analytics/bigdl https://github.com/intel-analytics/analytics-zoo Accelerating Data Analytics + AI Solutions At Scale Mar 13, 2020 

5 . Unified Big Data Analytics and AI Platform Seamless Scaling from Laptop to Production Prototype on laptop Experiment on clusters Production deployment w/ using sample data with history data distributed data pipeline Production Data pipeline • Easily prototype the integrated data analytics & AI solution • “Zero” code change from laptop to distributed cluster • Directly access production data (Hadoop/Hive/HBase) without data copy • Seamlessly deployed on production big data clusters Mar 13, 2020 

6 . Analytics Zoo Unified Big Data Analytics and AI Platform Models & Recommendation Time Series Computer Vision NLP Algorithms ML Workflow AutoML for Time Series Automatic Cluster Serving Integrated Distributed TensorFlow & PyTorch on Spark RayOnSpark Analytics & AI Pipelines Spark Dataframes & ML Pipelines for DL Model Serving Library & Distributions Distributed Analytics DL Frameworks Python Libraries Framework (Cloudera/Databricks/….) (Spark/Flink/Ray/…) (TF/PyTorch/…) (Numpy/Pandas/…) https://github.com/intel-analytics/analytics-zoo Mar 13, 2020 

7 . Time Series Analysis • Time Series data • A series of data that is observed sequentially in time. • Numerical & unstructured • Stock prices, sales volume, CPU/IO monitoring data, etc. • Example of time series analysis • Product demand prediction Total volume of taxi passengers in NYC from 2014/07-2015/02 ( source : • Network quality analysis https://github.com/intel-analytics/analytics-zoo/blob/master/apps/anomaly- detection/anomaly-detection-nyc-taxi.ipynb) • Predictive maintenance for high- value equipment Mar 13, 2020 

8 . AutoML Overview Taking the Human out of Learning Applications : A Survey on Automated Machine Learning. Yao, Q., Wang, et. al Mar 13, 2020 

9 . Ray and Ray On Spark • Ray • A distributed framework for emerging AI applications • RayOnSpark • Directly run Ray programs on big data cluster • Seamlessly integrate ray into spark data processing pipeline https://medium.com/riselab/rayonspark-running-emerging-ai-applications-on-big-data-clusters-with-ray-and-analytics-zoo-923e0136ed6a Mar 13, 2020 

10 .Time Series Analysis using AutoML and Ray on Analytics Zoo Mar 13, 2020 

11 . Time Series Solution In Analytics Zoo Time Series Solution User Models • Time series Applications Recommendation Anomaly • Time series forecasting Time Series Algorithms Trend Prediction Computer Built-in Detection Vision • Anomaly detection NLP Algorithms Analytics Zoo and Models … … • Time Series Clustering • etc • AutoML Framework Feature Generation Model Selection AutoML ML Hyper-Parameter Cluster Serving • Seamless scaling Workflow … Tuning • Full-stack Intel SW+HW Integrated Distributed TensorFlow & PyTorch on Spark RayOnSpark Optimization w/ Analytics Analytics and AI Pipelines Spark Dataframes & ML Pipelines for DL Model Inference Zoo Laptop K8s Cluster YARN Cluster Spark Cluster Mar 13, 2020 

12 . AutoML + Time Series Analysis Framework In Analytics Zoo • AutoML Framework • FeatureTransformer • Model • SearchEngine • Pipeline • Time Series Prediction w/ AutoML • TimeSequencePredictor https://medium.com/riselab/scalable-automl-for-time-series-prediction-using-ray-and- analytics-zoo-b79a6fd08139 • TimeSequencePipeline *Other names and brands may be claimed as the property of others. Mar 13, 2020 

13 .Typical Workflow of Training w/ AutoML Search presets Each trial runs a different combination of hyper parameters FeatureTransformer … trail jobs with tunable parameters SearchEngine trial trial best model Model /parameters trial trial with tunable parameters Pipeline Ray Tune configured with best parameters/model Workflow implemented in TimeSequencePredictor Mar 13, 2020 

14 . General API Usage • Training a Predictor • fit (w/ automl) • recipe • distributed • Using a Pipeline • save/load • evaluate/predict • fit (incremental) Mar 13, 2020 

15 .Application: Time Series Forecasting Intel Confidential Mar 13, 2020 

16 .Application: Anomaly Detection Intel Confidential Mar 13, 2020 

17 .Use case sharing Mar 13, 2020 

18 .Time Series Based Network Quality Prediction in SK Telecom Data Loading Preprocess RDD of Tensor Model Code of TF File, HTTP, Kafka Data Model Spark-SQL Data Loader Data Source APIs DL Training & Inferencing DRAM Store forked. tiering Flash Store customized. SIMD Acceleration https://databricks.com/session_eu19/apache-spark-ai-use-case-in-telco-network-quality-analysis-and-prediction-with-geospatial-visualization Mar 13, 2020 

19 .Unsupervised Time Series Anomaly Detection for Baosight https://software.intel.com/en-us/articles/lstm-based-time- series-anomaly-detection-using-analytics-zoo-for-apache- spark-and-bigdl Mar 13, 2020 

20 . Yunda: Anomaly Detection for AIOps • AIOps • Monitoring log/metrics analysis for data center operations • AIOps helps cost saving and MTTR (mean-time-to-repair) https://www.intel.cn/content/www/cn/zh/analytics/artificial-intelligence/yunda-brings-quality-change-to-the-express-delivery- industry.html Mar 13, 2020 

21 . More Information about AutoML + Time Series in Analytics Zoo • Scalable AutoML for Time Series Analysis • Source code as a branch of analytics-zoo repo @ https://github.com/intel-analytics/analytics-zoo/tree/automl • README @ https://github.com/intel-analytics/analytics-zoo/blob/automl/pyzoo/zoo/automl/README.md • Blog https://medium.com/riselab/scalable-automl-for-time-series-prediction-using-ray-and-analytics-zoo-b79a6fd08139 • Anomaly Detection Reference Examples • Time Series Forecast w/ AutoML https://github.com/intel-analytics/analytics-zoo/blob/automl/apps/automl • Anomaly Detection based on Forecast https://github.com/intel-analytics/analytics-zoo/tree/master/apps/anomaly- detection • Anomaly Detection based on AutoEncoder https://github.com/intel-analytics/analytics- zoo/tree/master/apps/anomaly-detection-hd • Real-world Customer Applications • Baosight’s anomaly detection for intelligent equipment management. Details refer to http://software.intel.com/en- us/articles/lstm-based-time-series-anomaly-detection-using-analytics-zoo-for-apache-spark-and-bigdl • Yunda anomaly detection for AIOps https://www.intel.cn/content/www/cn/zh/analytics/artificial-intelligence/yunda- brings-quality-change-to-the-express-delivery-industry.html Mar 13, 2020 

22 . More Information on Analytics Zoo • Project website • https://github.com/intel-analytics/analytics-zoo • https://github.com/intel-analytics/bigdl • Tutorials • CVPR 2018: https://jason-dai.github.io/cvpr2018/ • AAAI 2019: https://jason-dai.github.io/aaai2019/ • “BigDL: A Distributed Deep Learning Framework for Big Data” • In proceedings of ACM Symposium on Cloud Computing 2019 (SOCC’19) • Use cases • Azure, CERN, MasterCard, Office Depot, Tencent, Midea, etc. • https://analytics-zoo.github.io/master/#powered-by/ Mar 13, 2020 

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