Win-Vector Blog

A constant problem for computer science (since its inception) is how to manipulate data that is larger than machine memory. We present here some general strategies for working “out of core” or what you should do when you run out of memory.

Early computers were most limited by their paltry memory sizes. von Neumann himself commented that even a room full of genius mathematicians would not be capable of much if all they could communicate, think upon or remember were the characters on a single type written page (much more memory than the few hundred words available to the Eniac). The most visible portions of early computers are their external memories or secondary stores: card readers, paper tape readers and tape drives.

SDC 920 computer, Computer History Museum, Mountain View CA

Historically computer scientists have concentrated on streaming or online algorithms (that is algorithms that work with the data in the order it is available and use limited memory). For many problems we have found this an insufficient model and it is much better to assume you can re-order and replicate data (such as scattering data to many processors and re-collecting it to sort). The scatter/gather paradigm is ubiquitous and is the underpinning of large scale sorting, databases and Map Reduce. So in one sense databases and Map Reduce different APIs on top of very related technologies (journaling, splitting and merging). Replicating data (or even delaying duplicate elimination) that is already “too large to handle” may seem counterintuitive; but it is exploiting the primary property of secondary storage: that secondary storage tends to be much larger than primary storage (typically by 2 orders of magnitude, compare a 2 terabyte drive to an 8 gigabyte memory stick). Read more…

Re-read Fred Brooks “The Mythical Man Month” over vacation.  Book remains insightful about computer science and project management. Read more…

Programmers should definitely know how to use R. I don’t mean they should switch from their current language to R, but they should think of R as a handy tool during development. Read more…

We would like to share a programming article we wrote on the automatic detection of potential deadlock. Read more…

Our friends at Dataspora have a nice article on the more modern Map Reduce languages. A very good read and clearly a lot of thought went into preparing it. Read more…

We discuss a “medium scale data” technique that we call “SQL Screwdriver.”

Previously we discussed some of the issues of large scale data analytics. A lot of the work done at the MapReduce scale is necessarily limited to mere aggregation and report generation. But what of medium scale? That is data too large to perform all steps in your favorite tool (R, Excel or something else) but small enough that you are expected to produce sophisticated models, decisions and analysis. At this scale, if properly prepared, you don’t need large scale tools and their limitations. With extra preparation you can continue to use your preferred tools. We call this the realm of medium scale data and discuss a preparation tool style we call “screwdriver” (as opposed to larger hammers).

We stand the “no SQL” movement on its head and discuss the beneficial use of SQL without a server (as opposed to their vision of a key-value store without SQL). Database servers can be a nuisance- but that is not enough reason to give up the power of relational query languages.
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Living in the age of big data we ask what to do when we have the good fortune to be presented with a huge amount of supervised training data? Most often at large scale we are presented with the un-supervised problems of characterization and information extraction; but some problem domains offer an almost limitless supply of supervised training data (such as using older data to build models that predict the near future). Having too much training data is a good problem to have and there are ways to use traditional methods (like logistic regression) at this scale. We present an “out of core” logistic regression implementation and a quick example in Apache Hadoop running on Amazon Elastic MapReduce. This presentation assumes familiarity with Unix style command lines, Java and Hadoop. Read more…

We extend the ideas of from Automatic Differentiation with Scala to include the reverse accumulation. Reverse accumulation is a non-obvious improvement to automatic differentiation that can in many cases vastly speed up calculations of gradients. Read more…

This article is a worked-out exercise in applying the Scala type system to solve a small scale optimization problem. For this article we supply complete Scala source code (under a GPLv3 license) and some design discussion. Read more…

Having worked with Unix (BSD, HPUX, IRIX, Linux and OSX), Windows (NT4, 2000, XP, Vista and 7) for quite a while I have seen a lot of different software tools. I would like to quickly exhibit my “must have” list. These are the packages that I find to be the single “must have offerings” in a number of categories. I have avoided some categories (such as editors, email programs, programing language, IDEs, photo editors, backup solutions, databases, database tools and web tools) where I have no feeling of having seen a single absolute best offering.

The spirit of the list is to pick items such that: if you disagree with an item in this list then either you are wrong or you know something I would really like to hear about.

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