Exploratory-Data-Analysis - EDA

Spark library for doing exploratory data analysis on your data set in a scalable way.

Getting Exploratory Data Analysis

If you're using SBT, add the following line to your build file:

libraryDependencies += "com.github.vicpara" % "exploratory-data-analysis_2.10" % "1.0.0"

For Maven and other build tools, you can visit search.maven.org. To get sample configurations, click on the version of the module you are interested in.

The problem

Before running any algorithm on a data set it is essential to understand how the data looks like and what are the expected edge cases. Maybe you have some expectations about the distribution of the numbers. Are all the buckets that you expect to find in the dataset populated with numbers? Very often a data set is provided which contains two types of columns::

dimensions
measurements

Dimensions are columns that help describe the data points such as: Date, UniqueID, Gender, Postcode, Country, Categories. Measurements are metrics that quantitatively characterize the described datum.

Depending on your analytical task, some sort of ordering or bucketing will be used in your model. Some examples::

process daily transactions of a customer
aggregate daily transactions of a merchant
count the number of unique customers per merchant or postcode, sector or district
number of transactions per day.

Let's take as example the metric : number of daily transactions per merchant

This is made out of two concepts. A key which is (dayId, merchantId) and a value count(transactions). Depending on the richness of your dataset is there may be keys with high number of transactiona and keys with very small number. This becomes a problem especially when you are dealing with a sample dataset which promises to capture the entire diversity of the original, complete dataset.

###the library

For a collection / RDD[T] given a ::

function that maps an element of T to a key
function that maps an element of T to a value that corresponds to the key
function to aggregate in a monoid-al fashion two values

It can compute two types of statistics::

the percentile values of the ordered sequence key-statistic
the unique count of specific key

The results are saved into 2 possible formats:

object file
pretty text format ready for inspection
html files

We use the pretty format when examining the results in bash on remote servers or HDFS. Pretty looks like this:

BusinessId x Day - Distinct(CustomerId) 	DrillDownValue : Tuesday
	[PercentileStats]: NumBinsInHistogram: 1188
          (9191,2015-10-27) |    0| #######                                                | 44
          (6305,2015-11-10) |    1| ######################                                 | 51
          (6774,2015-11-03) |    2| ###########################                            | 53
          (4278,2015-11-03) |    3| #################################                      | 54
          (9191,2015-11-03) |    4| #################################                      | 54
          (4687,2015-11-17) |    5| ###################################                    | 55
          (380,2015-11-03)  |    6| ######################################                 | 56
          (8114,2015-11-03) |    7| ############################################           | 57
          (5629,2015-10-27) |    8| ############################################           | 57
          (404,2015-11-03)  |    9| ###############################################        | 58
          (7586,2015-11-10) |   10| ###############################################        | 58
          (3765,2015-11-10) |   11| ###############################################        | 58
          (8478,2015-11-17) |   12| ###############################################        | 58
          (3701,2015-10-27) |   13| ###################################################### | 60

Using scala-bokeh, the library can also output the results of the EDA in html files for easier examination.

Example distinct statistic

You can find a working example for the capabilities of EDA in test folder.

For a datum of type transaction

case class Transaction(timestamp: Long, customerId: Long, businessId: Long, postcode: Option[String]) {
  def toSv(sep: String = "\t"): String = List(timestamp, customerId, businessId).mkString(sep)
}

we define a distinct statistic over number of unique businesses (distinct businessId) inside a postcode for a given day for each unique values of the key toDrillDownKeyOption. The value of this field would normally be a categorical segmentation axis which is expected to have relatively small cardinality. Examples of fields that could be used for toDrillDownKeyOption would be country / city / type of product / region.

  def uniqueBusinessIdPerPostcodeNDayStats(tx: RDD[Transaction], nPercentiles: Int = 1001) =
    Some("Postcode x Day - Distinct(BusinessId)")
    .map(n => PrettyPercentileStats(
      name = n,
      levels = SequenceStats.distinct[Transaction, (String, String), Long](
        data = tx,
        toDrillDownKeyOption = None,
        toDimKey = t => (t.postcode.getOrElse(""), dayAsString(t.timestamp)),
        toVal = tx => tx.businessId,
        numPercentiles = nPercentiles
      )
    ))

Example Percentile statistic

  def globalUniqueCustomersCounterStats(transactions: RDD[Transaction], nPercentiles: Int = 1001) =
    Some("Global distinct Customers")
    .map(n => PrettyPercentileStats(
      name = n,
      levels = SequenceStats.distinct[Transaction, Long, Long](data = AppLogger.logStage(transactions, n),
        toDrillDownKeyOption = None,
        toDimKey = t => 1l,
        toVal = tx => tx.customerId,
        numPercentiles = nPercentiles
      )
    ))

License

vicpara/exploratory-data-analysis

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