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Data Science Fabrice Rossi CEREMADE Université Paris Dauphine 2019

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Page 1: Data Science - Fabrice Rossiapiacoa.org/publications/teaching/data-science/... · I shopping cart: association between consumers and products I consumer profile: as many variable

Data Science

Fabrice Rossi

CEREMADEUniversité Paris Dauphine

2019

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Data Science?

the Science of Data!

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Data Science?

the Science of Data!

2

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Data Science?

the Science of Data!

2

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Data?

Informal definitions1. Collection of measured and recorded values2. Set of values of entities (subjects) with respect to variables

(attributes)

Data is not1. information: structured, post-processed, organized data2. knowledge: high level understanding

RemarksI data tends to be used as a singular mass noun (as information)I datum is seldom usedI a data set: a collection of data/datum

3

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Data?

Informal definitions1. Collection of measured and recorded values2. Set of values of entities (subjects) with respect to variables

(attributes)

Data is not1. information: structured, post-processed, organized data2. knowledge: high level understanding

RemarksI data tends to be used as a singular mass noun (as information)I datum is seldom usedI a data set: a collection of data/datum

3

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Example

age job marital education default balance housing1 30 unemployed married primary no 1787 no2 33 services married secondary no 4789 yes3 35 management single tertiary no 1350 yes4 30 management married tertiary no 1476 yes5 59 blue-collar married secondary no 0 yes6 35 management single tertiary no 747 no7 36 self-employed married tertiary no 307 yes8 39 technician married secondary no 147 yes9 41 entrepreneur married tertiary no 221 yes

10 43 services married primary no -88 yes11 39 services married secondary no 9374 yes12 43 admin. married secondary no 264 yes13 36 technician married tertiary no 1109 no14 20 student single secondary no 502 no15 31 blue-collar married secondary no 360 yes16 40 management married tertiary no 194 no17 56 technician married secondary no 4073 no18 37 admin. single tertiary no 2317 yes19 25 blue-collar single primary no -221 yes20 31 services married secondary no 132 no

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Data Science?

A possible definitionTools, techniques, systems, processes, etc. that extract informationand possibly knowledge from data, using the scientific method

Examples of standard applicationsI spam filtering:

data emails sorted into categories (acceptable versusspam)

information a computer program that infers from the content ofan email its category

I movie recommendations:data a movie database (with movie descriptions), user

ratings for some moviesinformation a computer program that infers the rating of an

unseen movie for a given user

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Data Science?

A possible definitionTools, techniques, systems, processes, etc. that extract informationand possibly knowledge from data, using the scientific method

Examples of standard applicationsI spam filtering:

data emails sorted into categories (acceptable versusspam)

information a computer program that infers from the content ofan email its category

I movie recommendations:data a movie database (with movie descriptions), user

ratings for some moviesinformation a computer program that infers the rating of an

unseen movie for a given user

5

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From data to knowledge

Data 6= informationHierarchy:

1. data2. information/insights3. knowledge

SoundHound/Shazam1. data: sound (digital recording)2. information (low level):

fingerprint of the recording3. information (high level):

metadata of the songassociated to the fingerprint

4. knowledge: musical genre,band history, etc.

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From data to knowledge

Data 6= informationHierarchy:

1. data2. information/insights3. knowledge

SoundHound/Shazam1. data: sound (digital recording)2. information (low level):

fingerprint of the recording3. information (high level):

metadata of the songassociated to the fingerprint

4. knowledge: musical genre,band history, etc.

6

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Data science

Older/other namesI data miningI knowledge discovery in databases (KDD)I business intelligence/analyticsI statistics (!)I big dataI artificial intelligence (AI)

The confusion is damaging!I big data induces specific problems and specific solutionsI AI is used in data science

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Data science

Older/other namesI data miningI knowledge discovery in databases (KDD)I business intelligence/analyticsI statistics (!)I big dataI artificial intelligence (AI)

The confusion is damaging!I big data induces specific problems and specific solutionsI AI is used in data science

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Big Data?

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Big Data?

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Big Data?

Operational definitionData sets that are too big to be processed by a single computer or by alimited number of computers (say less than 10)

RemarksI a definition by size is meaningless: computer processing power

grows in parallel with storage capacityI solutions adapted to large scale data sets are generally wasteful

when applied to standard scale data sets

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Big Data?

Operational definitionData sets that are too big to be processed by a single computer or by alimited number of computers (say less than 10)

RemarksI a definition by size is meaningless: computer processing power

grows in parallel with storage capacityI solutions adapted to large scale data sets are generally wasteful

when applied to standard scale data sets

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Specific solutions

Big datacannot beI storedI queriedI processed

on a single computer (even a powerful one!)

Specific solutionsI e.g. Google:

I in 2016, 2.5 millions of servers (estimation)I Google File SystemI BigtableI Map Reduce

I open source: Apache Hadoop

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Consequences of the confusion

A typical story

1. we want to do predictive modelling but we confuse that with bigdata

2. we read tutorials and books about big data finding discussionsabout predictive modelling, reinforcing our confusion

3. we use the dominant open source solution, hadoop4. performances are very bad so we add more computers,

reinforcing our belief that we do big data magic5. wash, rinse, repeat

2019 versionreplace

1. big data by AI (and/or deep learning)2. hadoop by TensorFlow

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Consequences of the confusion

A typical story

1. we want to do predictive modelling but we confuse that with bigdata

2. we read tutorials and books about big data finding discussionsabout predictive modelling, reinforcing our confusion

3. we use the dominant open source solution, hadoop4. performances are very bad so we add more computers,

reinforcing our belief that we do big data magic5. wash, rinse, repeat

2019 versionreplace

1. big data by AI (and/or deep learning)2. hadoop by TensorFlow

11

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Outline

General Introduction

The Data Science value chain

Data science skills and knowledge

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Value chain

Value chain conceptI business oriented conceptI process point of viewI activity of an organization:

I a process that receives inputs and produces outputs in a series ofsteps

I each step increases the “value” of the objects it transforms

Data science caseI natural representation in terms of stepsI “value”: information content, operability

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Data science steps

A possible breakdown of the data science process

1. Data generation and acquisition2. Data preprocessing3. Data storage4. Data management and querying5. Data analysis

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Reccuring examples

Spam filteringOverall goal: automatic detection of unsolicited emails

Product recommendationOverall goal: automatic recommendation of products to consumers

Activity trackerOverall goal: fitness reporting and health related advice

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Data science steps

A possible breakdown of the data science process

1. Data generation and acquisition2. Data preprocessing3. Data storage4. Data management and querying5. Data analysis

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Data generation and acquisition

The input phaseI data collection is the first phase of any data science projectI generation and acquisition is the low level part of this collection

phase

Generation (design)I measurements of entitiesI what are the entities?I what is measured?

Acquisition (engineering)I how to conduct measurements?I how to retrieve the measurement results?

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Spam filtering

Basic viewI email: text content + tag (acceptable/spam)I acquisition by the email service

More advanced generationI leveraging email structure

I body: main textI subject: textI sender, recipient: email addressesI more technical headers: date, server, authentication aspects, etc.

I usage analysis for web mail

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Product recommendation

GenerationI shopping cart: association between consumers and productsI consumer profile: as many variable as possible (location, gender,

age, etc.), previous shopping activityI product profile: text description, image, reviews and comments,

previous salesI web site usage

AcquisitionI shopping cart: as part of the buying processI user profile: during registration, solicited afterwardsI product profile: as part of the inclusion of the product in the

merchant offer

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Activity tracker

GenerationI personal information: age, gender, weight, etc.I heart rateI temperatureI step countsI positionI etc.

AcquisitionI user profile: during registrationI dual approach: tracker + external deviceI on tracker collection (and preprocessing!)I periodic synchronization with a connected device and through it to

a server

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Data revolutionData has never been easier to acquire!

Online servicesI e-commerceI software as a service: email, document editions, etc.I log generation

Social networksI massive sharingI very rich and complex data

Open dataI large sources of data mainly from governmental agencies and

scientific projectsI already organized, documented, etc.

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Data Science Revolution

Digital Services

DataData Science

produce

feeds

creates

Open data

feeds

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Data Science Revolution

Digital Services

DataData Science

produce

feeds

creates

Open data

feeds

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Data Science Revolution

Digital Services

DataData Science

produce

feeds

creates

Open data

feeds

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Data Science Revolution

Digital Services

DataData Science

produce

feeds

creates

Open data

feeds

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Permanent connection

Smart phonesI permanent connectionI permanent trackingI enormous computational resources

Internet of thingsI home applianceI smart home

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Virtuous circle of data science

With accurate data come accurate predictionsI data quality as part of the collectionI to benefit from a service based on personal data, your personal

data must be accurate!

ExamplesI spam filtering

I manual tagging of badly classified spamsI manual inspection of the junk folder

I product recommendationI actual buying/viewing actI reviews and ratings

I activity tracking: usage=collection!

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Generation issues

I conceptual levelI practical trade off

I large scale collection: large scale data!I small scale collection: missing important data!

I conceptual trade offI low level data (e.g. raw data)

I easier to measureI potential high acquisition costsI minimal risk of information loss

I high level data (e.g. aggregated data)I more complex measurement strategiesI can reduce acquisition costs and noiseI risk of missing details

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Acquisition issues

I engineering level (mostly)I seldom under the responsibility of a data scientistI sensors

I e.g. accelerometer, GPS chipI typical difficulties

I noise and calibrationI data volumeI reliability

I distributed acquisition (e.g. via smartphones)

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Value analysis

Value creationI uncollected data is lost!I from zero to possibly something

Value creation compromiseI however data acquisition is not (always) free!I another aspect of the trade off between large scale and focused

collectionI standard strategy: transfer part of the acquisition cost to the

clients, e.g.I email tagging, product reviewsI activity tracker (you have to buy it!)I smart phone resources (local processing and connectivity)

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Value analysis

Value creationI uncollected data is lost!I from zero to possibly something

Value creation compromiseI however data acquisition is not (always) free!I another aspect of the trade off between large scale and focused

collectionI standard strategy: transfer part of the acquisition cost to the

clients, e.g.I email tagging, product reviewsI activity tracker (you have to buy it!)I smart phone resources (local processing and connectivity)

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GDPR

General Data Protection RegulationI EU law implemented in may 2018I restricts personal data collection and processing

I explicit collection and redistributionI collect only what is neededI data protection (anonymization)I explicit consentI right to withdraw consent, right of access, right of portability, right to

be forgotten

ImpactsI limits personal data collection and processingI but clarifies and simplifies certain aspectsI long term consequences are unclearI ongoing very active research on privacy preserving data science

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Data science steps

A possible breakdown of the data science process

1. Data generation and acquisition2. Data preprocessing3. Data storage4. Data management and querying5. Data analysis

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Data preprocessing

Transformations before storageI data science projects leverage multiple data sourcesI data should be integratedI but also cleaned or compressed

Data integrationI reference formats (for instance UTC for time)I links between data sources (e.g. mapping between user ids)

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Data compression

Compressed formatsI obvious (and almost mandatory) for media applicationsI audio, image and videoI especially relevant for smart phones and smart objects with

limited storage and processing capabilitiesI extremely important for distributed data collection

Advanced semantic compressionI music signature (e.g. Shazam/SoundHound)I activity detection (activity trackers)

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Data cleaning and general processing

SensorsI inconsistent value removal (e.g. very noisy GPS positions)I averaging and other low level processing

Declarative dataI bogus value detection (such as fake phone numbers)I auto correction

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Spam filtering

Data integrationI linking emails to web mail usageI integration with external verification tools (e.g DKIM)I emails shared between users

CompressionI deduplication for shared emailsI reduced representation for deleted emails

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Product recommendation

Data integrationI linking web usage with products and users descriptionI “equivalent” product detection

I softcover/hardcoverI collector editionsI multiple vendors (e.g. amazon marketplace)

CleaningI fake reviewsI spam in comments or reviewsI external vendors badly written product presentation

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Activity tracker

Semantic compressionI activity detection

I elementary (standing, walking, etc.)I advanced sport related

I event detectionI multiple resolution compression

CleaningI GPS positionsI heart beat detection

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Preprocessing issues

A broad range of methodsI from well known methods

I standard format (UTC, WGS 84, etc.)I standard compression tools (mp3, jpg, h.265, etc.)I classical signal processing techniques (moving average)

I to sophisticated onesI music signatureI activity detectionI etc.

Blurry distinctionI advanced preprocessing methods are data science methods!I recursive structure: complex data collection can be seen as a full

data science pipeline

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Value analysis

Value creationI obvious for data cleaningI obvious for some specific schemes

I activity detectionI compressed dataI higher information contentI limited disclosure (vendor lock-in!)

I outlier removalI compressed dataI cleaner data

CompromiseI similar to the acquisition compromiseI user related for e.g. smart phones (e.g. battery versus bandwidth)

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Data science steps

A possible breakdown of the data science process

1. Data generation and acquisition2. Data preprocessing3. Data storage4. Data management and querying5. Data analysis

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Data storage

The easy part!I the data revolution is a consequence of the data storage revolutionI storage cost evolution (constant dollar analysis, reference 2017)

1956 first HDD 5 MB for 400 K $1995 typical HDD 1 GB for 1350 $2005 typical HDD 200 GB for 250 $2010 typical HDD 1 TB for 90 $2018 typical HDD 4 TB for 110 $

I transparent HDD aggregation is readily availableI e.g. Synology FlashStation FS3017: 11 K$I 24 HDD: 96 TB seen as a single hard driveI expandable to 200 TB

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Data storage issues

None!

Big dataI a bit more complicated in the big data contextI distributed storage can be more efficient than centralized oneI specific solutions

I mixed “small” computersI provide processing power and storageI reduce the bottleneck associated to centralized storageI see Apache Hadoop (HDFS)

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Data storage issues

None!

Big dataI a bit more complicated in the big data contextI distributed storage can be more efficient than centralized oneI specific solutions

I mixed “small” computersI provide processing power and storageI reduce the bottleneck associated to centralized storageI see Apache Hadoop (HDFS)

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Data science steps

A possible breakdown of the data science process

1. Data generation and acquisition2. Data preprocessing3. Data storage4. Data management and querying5. Data analysis

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Data management and querying

Using dataI raw storage of data is arguably uselessI data science is based on data manipulation

I selections: looking at specific itemsI links: finding related objectsI aggregations: group analysis

RDBMSI relational database management systemI standard and obvious solution for such needsI minimal ease with SQL and RDBMS is mandatory for a data

scientistI SQL like queries are available in many systems (e.g. in Python

and R)

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NoSQL?

DefinitionI non relational databasesI and also, in some cases, non reliable database systems!

Non relational dataI some data types are not adapted to the relational model

I graph data (social network): too much relational!I text data: not enough relational!

I specific database management systems have been design tohandle those data type

I important complement to RDBMS

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Non reliable database systems

The (pseudo) CAP theorema distributed system cannot be simultaneously (Brewer, circa 2000)I consistent (a read receive the most recent write as answer)I available (every read receive an answer)I partition tolerant (the system operates even when messages

between its parts are lost)

NoSQLI RDBMS are generally ACID: strong form of consistencyI some NoSQL systems achieve high performances by dropping

consistency guaranteesI this induces strong risks of e.g. losing data

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Examples

Spam filteringI raw acquisition:

I emails in e.g. MaildirI log files

I post storage: RBDMS, text oriented database

Product recommendationI base storage in a RDBMS (strong consistency requirements!)I complementary storage in dedicated databases (text, images,

reviews)

Activity trackerI RDBMS for general dataI possibly specialized databases for e.g. trajectories

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Data management and querying issues

Big dataI very active research fieldI back to SQL with the NewSQL movement (e.g. Google Spanner)

In practiceI RDBMS as an obvious basic solutionI large scale data should be moved to dedicated databases if

neededI database design and optimization is a complex subject!

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Data science steps

A possible breakdown of the data science process

1. Data generation and acquisition2. Data preprocessing3. Data storage4. Data management and querying5. Data analysis

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Data analysis

Information and knowledge extractionI data mining, analytics, machine learning, AI (!)I from exploratory aspects

I dashboardI visualizationI clustering

I to predictive modellingI recommendationI targeted advertisementI filtering

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Examples

Spam filteringI automatic tagging of incoming emailsI supervised learning

Product recommendationI automatic rating of products (ranking)I frequent association (unsupervised learning)

Activity trackerI personal coaching (supervised learning)I global user base analysis (unsupervised learning)

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Data science skills and knowledge

Computer engineeringI programmingI parallel programmingI distributed programmingI system programmingI data base manipulation

Computer scienceI computational complexityI algorithmic thinkingI relational modelsI distributed systems

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Data science skills and knowledge

MathematicsI probabilityI statisticsI optimization

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Sources

I Captain Obvious image:https://imgur.com/gallery/PazzF

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Licence

This work is licensed under a Creative CommonsAttribution-ShareAlike 4.0 International License.

http://creativecommons.org/licenses/by-sa/4.0/

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Version

Last git commit: 2020-01-06By: Fabrice Rossi ([email protected])Git hash: f5aa192604fbf4b5727574b1c7135c0706141f96

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Changelog

I September 2019: initial version

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