Machine Learning + Analytics
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Transcript of Machine Learning + Analytics
Copyright©2016SplunkInc.
MachineLearning+AnalyticsinSplunkBeauMorganSeniorSalesEngineer– SecuritySME
1of1billion
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DisclaimerDuringthecourseofthispresentation,wemaymakeforwardlookingstatementsregardingfuture
eventsortheexpectedperformanceofthecompany.Wecautionyouthatsuchstatementsreflectourcurrentexpectationsandestimatesbasedonfactorscurrentlyknowntousandthatactualeventsorresultscoulddiffermaterially.Forimportantfactorsthatmaycauseactualresultstodifferfromthose
containedinourforward-lookingstatements,pleasereviewourfilingswiththeSEC.Theforward-lookingstatementsmadeinthethispresentationarebeingmadeasofthetimeanddateofitslivepresentation.Ifreviewedafteritslivepresentation,thispresentationmaynotcontaincurrentoraccurateinformation.Wedonotassumeanyobligationtoupdateanyforwardlookingstatementswemaymake.Inaddition,anyinformationaboutourroadmapoutlinesourgeneralproductdirectionandissubjecttochangeatanytimewithoutnotice.Itisforinformationalpurposesonlyandshallnot,beincorporatedintoanycontractorothercommitment.Splunkundertakesnoobligationeithertodevelopthefeaturesor
functionalitydescribedortoincludeanysuchfeatureorfunctionalityinafuturerelease.
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MachineLearningandYou
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Agenda
• MachineLearning101&Splunk
• DemooftheMachineLearningToolkit&Showcase
• HowtobesuccessfulwithML+Splunk
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WhydoweneedMachineLearning?
- ImproveDecisionMaking,ImproveFutureActions
- ForecastorPredictKPIs,AlertonDeviation
- Uncoverhiddentrendsorrelationships
AllofthisrequiresDiverseDatafromacrossManySilos.LotsofUnstructured,RealTimeData.
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RunTheBusinessinReal-time
DataFromthePast Real-timeData StatisticalForecastT– afewdays T+afewdays
SecurityOperationsCenter
ITOperationsCenter
BusinessOperationsCenter
Predictive(Models)
Descriptive(BITools,DataLakes) Greyspace
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What is “Learning”?[Prediction]• When we see thick clouds and an overcast sky, we
predict that it’s likely going to rain
[Estimation/ Regression]• Estimate how much an apartment costs based on its
location, condition and prices of properties in that neighborhood
[Classification/ Clustering]• Determine the gender of a person based on her/his
features, hair style and the way s/he dresses
[Anomaly Detection] • Identify the odd one out
[Reinforcement Learning]• If I made a mistake this time, can I do better next time?
Allofushavehadsomeexperienceinlearning.But…what’sbehindourexperience?Howdowetranslatethatknowledgetocode?
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MachineLearning101:Whatisit?MachineLearningisaprocessforgeneralizingfromexamples
Examples=exampleor“training”dataGeneralizing=building“statisticalmodels”tocapturecorrelationsProcess=neverquitedone,wekeepvalidating&refittingmodelsforincreasingaccuracy
SimpleMachineLearningworkflow:ExploredataFITmodelsbasedondataAPPLYmodelsinproductionKeepvalidatingmodels
“Allmodelsarewrong,butsomeareuseful.”
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ML101:ExistingApplicationsRecall:EXPLORE>FIT>APPLY>VALIDATE>REPEAT
• Facedetection:findfacesinimages
• Spamfiltering:identifySPAMmessages
• ShoppingRecommendations:predictwhatcustomerswouldliketobuy
• Frauddetection:identifycreditcardtransactionswhichmaybefraudulentinnature
• Weatherforecast:predictwhetherornotitwillraintomorrow;estimatedailymax/min
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ThreeTypesofMachineLearning1.Supervised Learning:generalizingfromlabeled data
OR?
Gatherdata:• Dimensions• StemLength• Color• Etc.
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ThreeTypesofMachineLearning2.Unsupervised Learning:generalizingfromunlabeled data
Willmyhomesell?Gatherdata:• Squarefeet• Levels• Parksnearby• Schools• Zipcode• Etc.
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ThreeTypesofMachineLearning3.ReinforcementLearning:generalizingfromrewards intime
RecommendationEngines
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OverviewofMLatSplunk
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CorePlatformSearch PackagedPremiumSolutions
CustomML
PlatformforOperationalIntelligence
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SearchIncludesMachineLearningCorePlatformSearchisapowerfulandhighlyflexibleinterfacebuiltwithML
anomalydetection
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SplunkITServiceIntelligence
GetData Defineservices,entitiesandKPIs
Monitorandtroubleshoot
Analyzeanddetect
Data-Defined,Data-DrivenServiceInsights
PackagedML:AdaptiveThresholdsandAnomalyDetection
OneofseveralPremiumSolutions
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SplunkMachineLearningToolkit
Assistants: Guidemodelbuilding,testing,&deploymentforcommonobjectivesShowcases: Interactiveexamplesforover25typicalIT,security,business,IoTusecases
Algorithms: 25+standardalgorithmsavailableprepackagedwiththetoolkitSPLMLCommands:Newcommandstofit,testandoperationalizemodelsPythonforScientificComputingLibrary:300+opensourcealgorithmsavailableforuse
Buildcustomanalyticsforanyusecase
ExtendsSplunkplatformfunctionsandprovidesaguidedmodelingenvironment
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What’sNewin2.0?
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• Newnameandabbreviation• Noeventlimits(removalof50Klimitonfittingmodels)
• Configurableresourcecapsviamlspl.conf
• Searchheadclusteringsupport• Distributed/streamingapply• Scheduledfit• Newalgorithms(seeSlide7)
– Featureengineeringandselection– Stochasticgradientdescent(e.g.)– ARIMA
• Multi-algorithmsupportacrossAssistants
• Scatterplotmatrixviz• Alerting• Tooltips• In-apptours• ClusterNumericEventsassistant
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SplunkMLAlgorithms(v2.0,.Conf2016)• ARIMA• SGDClassifier• SGDRegressor• DecisionTreeClassifier• DecisionTreeRegressor• AdaBoostRegressor• BernoulliNB• Birch• DBSCAN• ElasticNet• FieldSelector• GaussianNB• KMeans
• KernelPCA• KernelRidge• Lasso• LinearRegression• LogisticRegression• OneClassSVM• PCA• RandomForestClassifier• RandomForestRegressor• Ridge• SVM• SpectralClustering• TFIDF• StandardScaler
Copyright©2016SplunkInc.
ToTheDemo!
Copyright©2016SplunkInc.
SuccessWithML:TheProcess
DomainExpertise(IT,Security,…)
DataScienceExpertise
SplunkExpertise
CustomMachineLearning– SuccessFormula
Identifyusecases
Drivedecisions
Setbusiness/opspriorities
SPL
Dataprep
Statistics/mathbackground
Algorithmselection
Modelbuilding
SplunkMLToolkitfacilitatesandsimplifiesviaexamples&guidance
Operationalsuccess
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Summary:TheMLProcess
1. Getallrelevantdatatoproblem
2. Exploredata,andfitpredictivemodelsonpast/real-timedata
3. Apply&validatemodelsuntilpredictionsareaccurate
4. ForecastKPIs¬ableeventsassociatedtousecase
5. SurfaceincidentstoXOps,whoINVESTIGATES&ACTS
Problem:<Stuffintheworld>causesbigtime&moneyexpense.ValueHypothesisSolution:BuildMLmodeltoforecast<possibleincidents>,actpre-emptively&learn
Operatio
nalize
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MachineLearningProcesswithSplunk
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CollectData
Explore/Visualize
Model
Evaluate
Clean/Transform
Publish/Deploy
props.conf,transforms.conf,DatamodelsAdd-onsfromSplunkbase,etc.
Pivot,TableUI,SPLMLToolkit
Alerts,Dashboards,Reports
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StepstoBuildingYourOwnMLAppPrioritize&solvethebigproblems:
DatacenterorcriticalinfrastructurefailingHard-to-find,high-riskbehaviors
UseALLdatatohelpsolveproblems:E.g.,can’tidentifyappcrasheswithoutappdataEnrichmachinedatawithtickets,appdata,DB,etc.
Findthestakeholders:Whoownstheseproblems?Whowillinvestinyoutobuildasolution?
Solutionsnotscienceprojects:Ifit’smission-critical,treatitassuch(Dev->QA->Prod)Prototype:buildsimpleMVPs,showvalue,iterate
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Fit,Apply&ValidateModelsMLSPL – NewgrammarfordoingMLinSplunkfit – fitmodelsbasedontrainingdata– [training data] | fit LinearRegression costly_KPI from
feature1 feature2 feature3 into my_model
apply – applymodelsontestingandproductiondata– [testing/production data] | apply my_model
ValidateYourModel (TheHardPart)– Whyhard?Becausestatisticsishard!Also:modelerror≠realworldrisk.– Analyzeresiduals,mean-squareerror,goodnessoffit,cross-validate,etc.– TakeSplunk’sAnalytics&DataScienceEducationcourse
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MLCommandsinCoreSPL
Cluster – groups events together based on how textually similar they are to each other.
Anomalies – finds events or field values that are unusual or unexpected
Predict - forecasts values for one or more sets of time-series data
Kmeans - Kmeans clustering on events.
Anomalousvalue - anomaly score for each field of each event, relative to the values of this field across other events.
Anomalydetection - identifies anomalous events by computing a probability for each event and then detecting unusually small probabilities.
• X11 - exposes seasonal trend in your time series.
Associate – Change in entropy between two fields.
Findkeywords - Given a set of numbered groups (from say cluster) calculates the common words found in each cluster.
Analyzefields - What is the ability of a set of fields to predict a single field. Univariate analysis.
And lots more
ReferenceDocs->http://docs.splunk.com/Documentation/Splunk/latest/SearchReference/ListOfSearchCommands
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Don’tForget:80%ofDataScienceisDataMunging
Trendline – Moving Averages of fields
Erex- Use the erex command to extract data from a field when you do not know the regular expression to use
Correlation – Co-occurence NOT correlation as per Pearson et., don’t mix this up.
Autoregress – Copies one or more previous values for a field into an event.
Contingency - Frequency distribution matrix.
Cofilter - find how many times field1 and field2 values occurred together.
ReferenceDocs->http://docs.splunk.com/Documentation/Splunk/latest/SearchReference/ListOfSearchCommands
Stats, Eventstats, Streamstats,Timechart, Chart – stats reporting
Eval - evaluate new fields
And lots more
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WhatNow?
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• GettheMachineLearningToolkitfromSplunkbase• GowatchMachineLearningVideosonSplunkYoutube Channelhttp://tiny.cc/splunkmlvideos• GotoMachineLearningstalks:https://conf.splunk.com/
– AdvancedMachineLearninginSPLwiththeMachineLearningToolkitbyJacobLeverich– ExtendingSPLwithCustomSearchCommandsandtheSplunkSDKforPythonbyJacobLeverich
• SeveralCustomersandPartnerTalks– Cisco,Scianta Analytics,AsianTelco,etc.
• EarlyAdopterAndCustomerAdvisoryProgram:[email protected]• ProductManager:[email protected]• FieldExpert:[email protected]
http://tiny.cc/splunkmlapp
Copyright©2016SplunkInc.
Thankyou!
Copyright©2016SplunkInc.
Appendix
Copyright©2016SplunkInc.
CustomerStories
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MachineLearningCustomerSuccess
NetworkIncidentDetectionServiceDegradationDetection Security/FraudPrevention
PrioritizeWebsiteIssuesandPredictRootCause
PredictGamingOutagesFraudPrevention
MachineLearningConsultingServices AnalyticsAppbuiltonMLToolkit
Optimizingoperationsandbusinessresults
CellTowerIncidentDetectionOptimizeRepairOperations
Entertainment Company
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MLToolkitCustomerUseCases
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Speedingwebsiteproblemresolutionbyautomaticallyrankingactionsforsupportengineers
Reducingcustomerservicedisruptionwithearlyidentificationofdifficult-to-detectnetworkincidents
Minimizingcelltowerdegradationanddowntimewithimprovedissuedetectionsensitivity
Improvingcelltoweruptimeandreducingrepairtruckroleswithanomalydetectionandrootcauseanalysis
Predictingandavertingpotentialgamingoutageconditionswithfiner-graineddetection
EnsuringmobiledevicesecuritybydetectinganomaliesinIDauthentication
PreventingfraudbyIdentifyingmaliciousaccountsandsuspiciousactivitiesEntertainment Company
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DetectNetworkOutliersReduceddowntime+increasedserviceavailability=bettercustomersatisfaction
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MLUseCase Monitornoiserisefor20,000+celltowerstoincreaseserviceanddeviceavailability,reduceMTTR
Technicaloverview • Acustomizedsolutiondeployedinproductionbasedonoutlierdetection.• Leveragepreviousmonthdataandvotingalgorithms
“TheabilitytomodelcomplexsystemsandalertondeviationsiswhereITandsecurityoperationsareheaded…SplunkMachineLearninghasgivenusaheadstart...”
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ReliablewebsiteupdatesProactivewebsitemonitoringleadstoreduceddowntime
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“SplunkMLhelpsusrapidlyimproveend-userexperiencebyrankingissue severitywhichhelpsusdeterminerootcausesfasterthusreducingMTTRandimprovingSLA”
• Veryfrequentcodeandconfig updates(1000+daily)cancausesiteissues• Finderrorsinserverpools,thenprioritizeactionsandpredictrootcause
• CustomoutlierdetectionbuiltusingMLToolkitOutlierassistant• BuiltbySplunkArchitectwithnoDataSciencebackground
MLUseCase
Technicaloverview
Copyright©2016SplunkInc.
Example:EnergyData
Sensordatadeliveringmillionsofdollarsinenergysavings.
RobotAnalyticstoReduceCostsintheSupplyChain
4% IncreasedThroughputperDistributionCenter
Aggregatemachinedatafromrobots
Failurepatterndetectionandreporting
Preventativemaintenancescheduling
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EnergyData
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ProcessData
86348;24.03.1523:59:59;140808,297;140746,031;140919,500;
24-03-201501:00:59;EPIP02-03-A;SB;PPR;PR;PRODUCTION;PR;aRTC:accountedtransaction(equip02_evnt_job_unit01);;;;;;;0,014;753,000
correlationovertime(join)
ProductionstatusEnergyconsumption
- Transparencyofequipmentonshopfloorlevel- Discoverprocessweaknesses- Conditionbasedandpredictivemaintenance- Optimizationofenergyefficiencyofequipment- Optimizationofenergypurchasingprocess(forecast/predictive)…etc ….
IncreasedefficiencySavedenergySaved$$$
Usecases
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TypicalWorkflowforAnalyzingSensorData
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COLLECT ENRICH ANALYZE
lookupdata
dataanalytics
feedbackloop
sensordata
middleware
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Energyandprocessdataformaintenance
Energynotjustaoptimizationtarget– butalsoaninfluencingfactorfor
maintenancescenarios(rapidimpactfactor)
Maplowlevelprocessstatustoparticularenergyconsumptionprofilesand
learnnormalstatesandboundariesfromrawsignalA B C D
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ConditionMonitoring&AlertingAnomalydetectionandproactivemonitoring
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PredictiveMaintenance
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• Predictanomaliesforaparticularprocessstep
Heatmap shows(recommend)timespaninwhichanerrormighthappen
PredictprocessstepsInwhichanerrormighthappen
Extrapolationofprocessstepswithintegratedpredictfunctionorotherregressionsmodels