I'm building a project that indexes celebrity-related content across sites (tmz, people, etc) because I always thought that it would be funny to "bet" on people (and maybe shows, directors, etc) like horse racing or the stock market -- only, you know, not with real money -- where the value of the person changes day to day and hour to hour and even minute to minute if we can figure this out together, stack overflow denizens.
I assign traffic values to users based on mentions in social media. I have some scrapers (probably violating some TOSes) and access to Twitter's API to get relative counts for search results for a time, so I have known "numbers" to associate w/ users outside of elasticsearch for periods of time to build the trends. Now to be clear, I am not looking to implement trending based on the number of documents in the system, that actually stays pretty consistent, but I need to rank documents that already exist based on trends.
So that's what I've got: a few hundred thousand articles with pre-determined associations to individual celebrities. Data for on-the-minute associations of a score to those celebrities which are then merged and applied to each article so that each article has a few scores associated (there's some complexity here that does not matter, but the bottom line is that I have 10 or so values that I want to assign to content to sort it when you're on the market page and I want to sort those w/ a function or script score).
So the question: How the heck do I assign these values without making elasticsearch go crazy with re-indexing? I need to use these values to sort dozens of requests per second coming from feeds on the site, but I am running this on a raspberry pi... literally, I've maxed the poor thing out for memory.
We're real write heavy, but if for some reason celebrity stock markets takes off, we're also real read heavy at the same time. I swear I remember a plugin that had metadata associated with content, but I cannot find it.
I've tried enable=false and index=false, but they seem to still thrash the read times while writing the updates. The best I've gotten to is slowing down the refresh_interval, but that's still pretty expensive and starts to affect the "real-time" nature of the app.
I believe that this is impossible as you've laid it out. Any updates to a field will update _source and fire the full update process.
There are some alternatives that you might consider:
Replication, if another cluster is available
A separate write index on the same cluster, space allowing
I'm trying to solve a SKU (Stock Keeping Unit) sequencing problem on the production line in the company I work for.
In this problem, I have in average 2000 sku's to be sequenced in a single equipment. This equipment is released for production for 600 minutes per day. The time the sku will use will vary (production time + equipment setup time).
I am having difficulty analyzing the setup time of the equipment, since I need to check the original sku and what will be the next sku that will be producing.
Is there any way to analyze the step solver? Or is there any other way to analyze my equipment setup time?
We already tried to use Shadow Variable, but the performance was very low. Making the solution unfeasible.
If you turn on DEBUG logging, you'll see every step. If you turn on TRACE logging, you'll see every move evaluation too.
Generally, all this is too verbose, and the optaplanner-benchmark tool is a much better approach, as it has several statistics (most of which need to be turned on explicitly) to give insight as to what's going on.
In "look up metrics” I’m trying to know how my players improve in playing my game.
I have the score (both as desing event and progression, just to try) and in look up metrics I try to “filter” with session number or days since install but, even if I group by Dimension, this doesn’t produce any result.
For instance if I do the same but with device filter it shows me the right histogram with score's mean per device.
What am I doing wrong?
From the customer care:
The session filter works only on core metrics at this point (like DAU). We hope to make this filter compatible with custom metrics as well but this might take time as we first need to include this improvement to our roadmap and then evaluate it by comparing it with our other tasks. As a result, there is no ETA on making a release.
I would recommend you to download the raw data (go to "Export data" in the settings of the game) and perform an analysis on your own for this sort of "per user" analysis. You should be able to create stats per user. GA does not do this since your game can reach millions of users and there's no way you can plot this amount of entries in a browser.
I have a data pipeline system where all events are stored in Apache Kafka. There is an event processing layer, which consumes and transforms that data (time series) and then stores the resulting data set into Apache Cassandra.
Now I want to use Apache Spark in order train some machine learning models for anomaly detection. The idea is to run the k-means algorithm on the past data for example for every single hour in a day.
For example, I can select all events from 4pm-5pm and build a model for that interval. If I apply this approach, I will get exactly 24 models (centroids for every single hour).
If the algorithm performs well, I can reduce the size of my interval to be for example 5 minutes.
Is it a good approach to do anomaly detection on time series data?
I have to say that strategy is good to find the Outliers but you need to take care of few steps. First, using all events of every 5 minutes to create a new Centroid for event. I think tahat could be not a good idea.
Because using too many centroids you can make really hard to find the Outliers, and that is what you don't want.
So let's see a good strategy:
Find a good number of K for your K-means.
That is reall important for that, if you have too many or too few you can take a bad representation of the reality. So select a good K
Take a good Training set
So, you don't need to use all the data to create a model every time and every day. You should take a example of what is your normal. You don't need to take what is not your normal because this is what you want to find. So use this to create your model and then find the Clusters.
Test it!
You need to test if it is working fine or not. Do you have any example of what you see that is strange? And you have a set that you now that is not strange. Take this an check if it is working or not. To help with it you can use Cross Validation
So, your Idea is good? Yes! It works, but make sure to not do over working in the cluster. And of course you can take your data sets of every day to train even more your model. But make this process of find the centroids once a day. And let the Euclidian distance method find what is or not in your groups.
I hope that I helped you!
I was working on a algorithm, where I am given some input and I am given output for them, and given the output for 3 months (give or take) I need a way to find/calculate what might be the future output.
Now, this problem given can be related to stock exchange, we are given certaing constraints and certain outcomes, and we need to find the next.
I stumbled upon neural network stock market prediction, you can Google it, or you can read about it here, here and here.
To get started at making the algorithm, I couldn't figure out what should be the structure of layers.
The given constraint are:
The output would always be integer.
The output would always be between 1 and 100.
There is no exact input for say, just like stock market, we just know that the stock price would fluctuate btw 1 and 100, so we might (or not?) consider this as the only input.
We have record for last 3 months (or more).
Now, my first question is, how many nodes do I take for input?
The output is just one, fine. But as I said, should I take 100 nodes for input layer (given that the stock price would always be integer and would always be btw 1 and 100?)
What about hidden layer? How many nodes there? Say, if I take 100 nodes there too, I don't think that would train the network much, because what I think is that for each input we need to take into account all previous input also.
Say, we are calulating output for 1st day of 4th month, we should have 90 nodes in hidden/middle layer (imagining each month is 30 days for simplicity). Now there are two cases
Our prediction was correct and outcome was same as we predicted.
Our prediction failed, and the outcome was different than what we predicted.
Whatever the case be, now when we are calculating the output for 2nd day of 4th month, we need not only those 90 input(s) but also that last result (and not the prediction, be it the same!) too, so we now have 91 nodes in our middle/hidden layer.
And so on, it would keep increasing the number of nodes each day, AFAICT.
So, my other question is how do I define/set the number of nodes in hidden/middle layer if its dynamically changing.
My last question is, is there any other particular algorithm out there (for this kinda thing/stuff) that I am not aware of? That I should be using instead of messing around with this neural networking stuff?
Lastly, is there anything, that I might be missing that might cause me (rather the algo I am making) to predict the output, I mean any caveats, or anything that might make it go wrong that I might be missing?
There is much to tell as an answer to your question. In fact, your question addresses the problem of time series forecasting in general, and neural networks application for this task. I'm writing here only several most important keys, but after reading this you should possibly dig into Google's results for the query time series prediction neural network. There is a lot of works where the principles are covered in details. A variety of software implementations (with source codes) do also exist (here is just one of examples with codes in c++).
1) I must say that the problem is 99% about data preprocessing and choosing correct input/output factors, and only 1% about concrete instrument to use, whether neural networks or something other. Just as a side note, neural networks can internally implement most of other data analysis methods. For example, you can use neural network for Principal Component Analysis (PCA) which is closely related to SVD, mentioned in another answer.
2) It's very rare that input/output values are strictly fit a specific region. Real life data can be considered as unbounded in absolute values (even if its changes seem producing a channel, it can be broken down just in a moment), but neural network can operate in a stable conditions only. This is why the data is normally converted into increments first (by calculating deltas between i-th point and i-1, or taking log from their ratio). I suggest you do it with your data anyway, though you declare it's inside [0, 100] region. If you don't do it, neural network will most likely degenerate to a so called naive predictor which produce a forecast with each next value equal to previous.
The data then is normalized into [0, 1] or [-1, +1]. The second is appropriate for the case of time series prediction where +1 denotes move up, and -1 - move down. Use hypertanh activation function for neurons in your net.
3) You should feed NN with an input data obtained from a sliding window of dates. For example, if you have a data for a year and every point is a day, you should choose the size of window - say, a month - and slide it day by day, from the past to the future. The day just at the right bound of the window is the target output for NN. This is a very simple approach (there are much more complicated), I mention it just because you ask how to handle data which does continuously arrive. The answer is - you don't need to change/enlarge your NN every day. Just use a constant structure with a fixed window size and "forget" (do not provide to the NN) the oldest point. It's important that you do not treat all the data you have as a single input, but divide it into many small vectors and train NN on them, so the net can generalize data and find regularity.
4) The size of sliding window is your NN input size. The output size is 1. You should play with hidden layer size to find better performance. Start with a value which somethat between input and output, for example sqrt(in*out).
According to lastest researches, Recurrent Neural Networks seem operating better for tasks of time series forecasting.
I agree with Stan when he says
1) I must say that the problem is 99% about data preprocessing
I've applied Neural Networks for 25+ years to various aerospace applications including helicopter flight control - setting up the input/output data set is everything - all else is secondary.
I'm amazed, in smirkman's comment that Neural Networks were quickly dropped "as they produced nothing worthwhile" - that tells me that whoever was working with Neural Networks had little experience with them.
Given that the topic discusses neural network stock market prediction - I'll say that I've made it work. Test results are downloadable from my website at www.nwtai.com.
I don't give away how it was done but there's enough interesting data that should make you want to explore using Neural Networks more seriously.
This kind of problem was particularly well researched by thousands of people who wanted to win the 1M$ NetFlix prize.
Earlier submissions were often based on K Nearest Neigbours. Later submissions were made using Singular Value Decomposition, Support Vector Machines and Stochastic Gradient Descent. The winner used a blend of several techniques.
Reading the excellent Community forums will give you many insights about the best methods to predict the future from the past. You'll also find loads of source code for the different methods.
Amusingly, neural networks were quickly dropped, as they produced nothing worthwhile (and I personally have yet to see a non-trivial NN produce anything of value).
If you are starting out, I'd suggest SVD as a first path; it's quite easy to make and often produces surprising insights into data.
Good luck!