I was looking around a bit and could not really find any datasets behind the daily updates from the Irish government that get posted here. In particular i was thinking the break out tables of numbers by different dimensions might be of use for anyone looking to analyse the data.
So here is a python script to grab all press release links from the updates page, pull the html tables in pandas dataframes, do some ugly/gnarly data wrangling and save results into csv files here.
As an example i’ve stuck some of the headline figures and stats in a Tableau dashboard here.
Update1: This looks like a nice dashboard using similar data for Ireland.
Update2: IrishDataViz is a great twitter account with some analysis of the irish numbers.
This took me waaay too long to work out today and i was thinking it could make a nice little interview coding type question (which i’d probably fail).
Suppose you have 10,000 rows of data and need to continually train and retrain a model training on at most 1,000 rows at a time and retraining the model every 500 rows, can you tell me how many “batches” of data this will create and the start and end index of each batch?
After doing some crazy loops in python for a while I decided to go back to basics and do it Jeremy Howard style in excel (well gsheets – i’m not a savage) – gsheet.
And here is my Python solution:
…I’m pretty sure someone will come along with a super pythonic one liner that shows maybe i am an idiot after all.
Ok now back to work.
Update: Actually i think what i want is more something like the below where you can define a minimum and maximum size of your training data and then roll that over your data.
I have recently needed to watch and track various activities on specific github repos i’m working on, however the rest api from Gtihub can sometimes be a bit limited (for example, best i could see, if you want to get the most recent list of people who began watching your repo you need to make a lot of paginated api calls and do battle with rate limiting 💩).
This is where Github Webhooks can be a very useful alternative way to trigger certain events of interest to some endpoint where you can then handle the data as you need. The use case i was interested in was triggering an event any time someone starred, unstarred, watched or forked a specific repository. I wanted to then store that info in a table in Google BigQuery where it can be used to track repository activity over time for various reasons you might want (outreach to the community around the repository, or just tracking growth over time).
After the usual few hours of googling around i landed upon the idea of having the webhook for Github send events to a Google Cloud Function, from there my cloud function can process and append the data onto a BigQuery table. To make developing and maintaining the cloud function easy i used Serverless and built on this example in particular.
p.s. i also found this repository very useful as well as this one from Bloomberg. Also i think you could maybe get something similar done without any code using something like Zapier (although i don’t think they have all the Github Webhook events available).
We start by leveraging this Serverless example to create the bare bones structure for our cloud function.
In a folder where we want the code to live we run the below to install Serverless if needed, and pull down the google-python-simple-http-endpoint template and save it into a new Serverless project called handle-github-events.
The approach i am taking also depends on using a .env file to handle secrets and enviornmental variables so we also need to install the serverless-dotenv-plugin, and run npm install for everything else we need.
Step 2 – Cloud Function
Once we have the bare bones serverless template in place we can build on it to create the function we want for handling incoming requests from the Github webhook. All the code is in this repository and i’ll walk through the main points below.
The core of what we want to do in our Cloud function is in main.py. What it tries to do is:
Validate that the request is coming from a known Github ip address.
Validate that the hashed secret key stored in Github when you create your webhook matches what is expected by the cloud function as pulled from the GITHUB_WEBHOOK_SECRET environment variable.
Parse the json received from the Github request and append it to a table somewhere in BigQuery.
Return as the response to Github some info about the event.
Our serverless.yml file looks like below. Note that it is pulling environment variables required for serverless to deploy from a .env file you would need to create yourself (here is an example in the repo).
Step 3 – Deploy
Once we are ready we run `serverless deploy` and if all goes well see output like below:
>serverless deploy -v
Serverless: DOTENV: Loading environment variables from .env:
Serverless: - GITHUB_WEBHOOK_SECRET
Serverless: - GCP_KEY_FILE
Serverless: - GCP_PROJECT_NAME
Serverless: - GCP_REGION_NAME
Serverless: - BQ_DATASET_NAME
Serverless: - BQ_TABLE_NAME
Serverless: - BQ_IF_EXISTS
Serverless: Packaging service...
Serverless: Excluding development dependencies...
Serverless: Compiling function "github_event"...
Serverless: Uploading artifacts...
Serverless: Artifacts successfully uploaded...
Serverless: Updating deployment...
Serverless: Checking deployment update progress...
....................
Serverless: Done...
Service Information
service: handle-github-events
project: <your project name will be here>
stage: dev
region: <your region will be here>
Deployed functions
github_event
https://<your-region>-<your-project-name>.cloudfunctions.net/github_event
Serverless: Removing old artifacts...
Once your function is deployed (or in reality you might make the Gtibhub webhook first and then iterate on the function to get it doing what you want) you can create and test Github Webhook you want to send events from.
In my case and for this post i’m going to add the webhook to my andrewm4894/random repository for illustration. Payload URL is the url of the cloud function we created and Secret should be the same string you are storing in your .env file as “GITHUB_WEBHOOK_SECRET”.
Check whatever events you want to trigger on – i’m my case it was star, watch and fork events (Note: the function might not work if you were to send all events or different events – you would just need to adapt it accordingly).
Fingers Crossed
Now we can try see if it works by triggering some events. In this example i logged on as a second username i have and pressed some star, watch, and fork buttons to see what happened.
You can see recent triggers of the webhook in Github and this can be very useful for debugging things and while developing.
An example request sent to the cloud function.
And you can also see the response received from the cloud function. In this case showing that “andrewm4894netdata” (my other user) deleted a star from the “andrewm4894/random” repository 😔.
Example response back from our cloud function.
And then finally we can see the stored events in our table in BigQuery:
We have the data!!
And that’s it! We have our Github Webhook sending events to our Google Cloud Function which is in turn appending them onto a daily table in BigQuery. Go Webhooks!
I’ve been threatening to myself to do this for a long time and recently got around to it, so as usual i’m going to try milk it for a blog post (Note: i’m not talking about getting into a box like the below picture, its something much less impressive).
Confession – I don’t know matplotlib
I have a confession to make that’s been eating away at me and i need to get off my chest – i’m pretty useless at plotting anything in Python. I never really had the time/need to sit down and ‘learn’ matplotlib from first principles (does anyone?). I’ve usually had tools like Tableau or Looker to sit on top of whatever database i am using and make visualizations pretty painlessly.
When I’ve needed to do something custom or more complicated it usually goes like this, i spend about a day or two randomly googling around for something that looks close enough to what i need, start playing around with the code (copy paste), then i find some other example i like a little bit more that uses a different library (seaborn, bokeh, plotly etc.) and start the whole painful process over again!
Eventually i settle on some Frankenstein solution that gets me over the line until the next time. After living this cycle many times i decided to some day build my own plotting library that would short circuit this shitshow and over time become the answer to all my plotting needs. And i was hoping it would also be a nice excuse to learn about Python packaging and deploying to PyPI.
Cookiecutter to the rescue
Turns out, like most other things, there are already great tools out there to make this much easier then i expected it would be – the main one being cookiecutter and in particular this cookiecutter template for pypi packages (i also found this TalkPython course and these talks really useful starting points).
am4894plots
So after a bit of dicking around with cookiecutter i had the basis for my plotting package (see my minimal example ‘hello world’ type package on PyPI here) and just needed to build out my functionality (am4894plots on PyPI).
I’ve mostly been working with time series data recently so decided to start there with some common typical plots i might often reach for when looking at such data. My main principles in the package are:
Usually my data is in a pandas dataframe and that what i want to pass into my plotting function along with a list of what cols i want to plot and as little else as possible.
I don’t care what library i use under the hood and where possible i might even want to implement the same version of a plot in multiple underlying libraries for whatever reason (At the moment it’s mainly just either Plotly or Bokeh being used, but i can easily see myself adding more over time as needs arise).
This package is just for me to use, you are not allowed to use it 🙂
Moving parts
The great thing about leveraging something like cookiecutter is you can plug into as many best practice tools as possible with as little sweat as possible on your end. Below are some notable examples of tools or components you get pretty much out of the box that i expected to have to work much harder for.
I’ve been playing around a bit with KubeFlow a bit lately and found that a lot of the tutorials and examples of Jupyter notebooks on KubeFlow do a lot of the pip install and other sort of setup and config stuff in the notebook itself which feels icky.
But, in reality, if you were working in Jupyter notebooks on KubeFlow for real you’d want to build a lot of this into the image used to build the notebook server. Luckily, as with most of KubeFlow, its pretty flexible to customize and extend as you want, in this case by adding custom jupyter images.
Two main example use cases you’d want to do this are for ensuring some custom python package (e.g. my_utils) you have built is readily available in all your notebooks, and other external libraries that you use all the time are also available – e.g. kubeflow pipelines.
To that end, here is a Dockerfile that illustrates this (and here is corresponding image on docker hub).
Once you have such a custom image building fine it’s pretty easy to just point KubeFlow at it when creating a Jupyter notebook server.
Just specify your custom image
Now when you create a new workbook on that jupyter server you have all your custom goodness ready to go.
Github for notebooks
As i was looking around it seems like there is currently plans to implement some git functionality into the notebooks on KubeFlow in a bit more of a native way (see this issue).
For now i decided to just create a ssh key (help docs) for the persistent workspace volume connected to the notebook server (see step 10 here).
Then once you want to git push from your notebook server you can just hack together a little notebook like this that you can use as a poor man’s git ui 🙂
This post will walk through a synthetic example illustrating one way to use a multi-variate, multi-step LSTM for anomaly detection.
Imagine you have a matrix of k time series data coming at you at regular intervals and you look at the last n observations for each metric.
A matrix of 5 metrics from period t to t-n
One approach to doing anomaly detection in such a setting is to build a model to predict each metric over each time step in your forecast horizon and when you notice your prediction errors start to change significantly this can be a sign of some anomalies in your incoming data.
This is essentially an unsupervised problem that can be converted into a supervised one. You train the model to predict its own training data. Then once it gets good at this (assuming your training data is relatively typical of normal behavior of your data), if you see some new data for which your prediction error is much higher then expected, that can be a sign that you new data is anomalous in some way.
Note: This example is adapted and built off of this tutorial which i found a very useful starting point. All the code for this post is in this notebook. The rest of this post will essentially walk though the code.
Imports & Paramaters
Below shows the imports and all the parameters for this example, you should be able to play with them and see what different results you get.
Note: There is a Pipfile here that shows the Python libraries needed. If you are not familiar, you should really check out pipenv, its really useful once you play with it a bit.
Fake Data!
We will generate some random data, and then smooth it out to look realistic. This will be our ‘normal’ data that we will use to train the model.
I couldn’t help myself.
Then we will make a copy of this normal data and inject in some random noise at a certain point and for a period of time. This will be our ‘broken’ data.
So this ‘broken’ data is the data that we should see the model struggle with in terms of prediction error. It’s this error (aggregated and summarized in some way, e.g. turned into a z-score) that you could then use to drive an anomaly score (you could also use loss from the continually re-training on new data whereby the training loss should initially spike once the broken data comes into the system but over time the training would then adapt the model to the new data).
This gives us our normal-ish real word looking data that we will use to train the model.
5 random time series that have been smoothed a bit to look realistic.
To make our ‘broken’ data (called data_new in the code) i lazily just copy the ‘normal’ data but mess up a segment of it with some random noise.
And so below we can see our ‘broken’ data. I’ve set the broken segment to be quite wide here and its very obvious the broken data is totally different. The hope is that in reality the model once trained would be good at picking up much more nuanced changes in the data that are less obvious to the human eye.
For example if all metrics were to suddenly become more or less correlated than normal but all still each move by a typical amount individually then this is the sort of change you’d like the model to highlight (this is probably something i should have tried to do when making the ‘broken’ data to make the whole example more realistic, feel free to try this yourself and let me know how you get on).
Same as the “normal” data but i’ve messed up a huge chunk of it.
Some Helper Functions
I’ve built some helper functions to make life easier in the example notebook. I’ll share the code below and talk a little about each.
data_reshape_for_model() : This function basically takes in an typical dataframe type array, loops through that data and reshapes it all into a numpy array of the shape expected by the keras LSTM model for both training and prediction. Figuring out how to reshape the data based on the N_TIMESTEPS, N_FEATURES and length of the data was actually probably the trickiest part of this whole example. I’ve noticed that many tutorials online just reshape the data but do so in an incomplete way by essentially just pairing off rows. But what you really want to do is step through all the rows to make sure you roll your N_TIMESTEPS window properly over the data to as to all possible windows in your training.
train() : This is just a simple wrapper for the keras train function. There is no real need for it.
predict() : Similar to train() is just a wrapper function that does not really do much.
model_data_to_df_long() : This function takes in a data array as used by the keras model and unrolls it into one big long pandas dataframe (numpy arrays freak me out a bit sometimes so i always try fall back pandas when i can get away with it 😉).
model_df_long_to_wide() : This function then takes the long format dataframe created by model_data_to_df_long() and converts it into a wide format that is closed to the original dataset of one row one observation and one column for each input feature (plus lots more columns for predictions for each feature for each timestep).
df_out_add_errors() : This function adds errors and error aggregation columns to the main df_out dataframe which stores all the predictions and errors for each original row of data.
yhat_to_df_out() : This function take’s in the model formatted training data and model formatted prediction outputs and wraps all the above functions to make a nice little “df_out” dataframe that has everything we want in it and is one row one observation so lines up more naturally with the original data.
Build & Train The Model
Below code builds the model, trains it and also calls predict on all the training data be able to get errors on the original ‘normal’ training data.
We then call our “do everything” yhat_to_df_out() function on the training data and the predictions from the model.
Now we can plot lots of things from df_out. For example here are the errors averaged across all five features are each timestep prediction horizon.
In the above plot we can see the averaged error of the model on its training data. Each line represents a different forecast horizon. We can see that the lines are sort of ‘stacked’ on top of each other which makes sense as you’d generally expect the error 5 timesteps out (red line “t4_error_avg”) to be higher then the one step ahead forecast (greeny/orangy line “t0_error_avg”).
If we look at the standard deviation of our errors in a similar way, we can see how the standard deviation of our errors generally tends to increase at times when our 5 original features are diverging from each other as you can imagine these are the hardest parts of our time series for this model to predict.
Lets Break It
So now that we have our model trained on our ‘normal’ data we can use it to see how well it does at predicting our new ‘broken’ data.
Here we can see that as soon as we hit the broken data the prediction errors go through the roof.
From the above we can see that as soon as the random broken data comes into the time series the model prediction errors explode.
As mentioned, this is a very obvious and synthetic use case just for learning on but the main idea is that if your data changed in a more complicated and harder to spot way then your error rates would everywhere reflect this change. These error rates could then be used as input into a more global anomaly score for your system.
That’s it, thanks for reading and feel free to add any comments or questions below. I may add some more complicated or real world examples building on this approach at a later stage.
UPDATE: Here is a Google Colab notebook that’s a bit better as i’ve worked a bit more on this since the original blog post.
I’m pretty sure i’ll be looking this up again at some stage so that passed one of my main thresholds for a blog post.
I’ve recently been porting some data and model development pipelines over to AWS Lambda and was mildly horrified to see how clunky the whole process for adding custom python packages to your Lambda was (see docs here).
This was probably the best post i found but it still did not quite cover custom python packages you might need to include beyond just the more typical pypi ones like numpy, pandas, etc. (p.s. this video was really useful if you are working in Cloud9).
So i set out to hack together a process that would automate 90% of the work in packaging up any python packages you might want to make available to your AWS Lambda including local custom python packages you might have built yourself.
The result involves a Docker container to build your packages in (i have to use this as using windows based python package local install does not work in Lambda as the install contains some windows stuff Lambda won’t like), and a jupyter notebook (of course there is some jupyter 🙂 ) to take some inputs (what packages you want, what to call the AWS Layer, etc), build local installs of the packages, add them to a zip file, load zip file to S3 and then finally use awscli to make a new layer from said S3 zip file.
Dockerfile
The first place to start is with the below Dockerfile that creates a basic conda ready docker container with jupyter installed. Note it also includes conda-build and copies over the packages/ folder into the container (required as i wanted to install my “my_utils” package and have it available to the jupyter notebook).
$ docker run -it --name my-aws-python-packages
-p 8888:8888
--mount type=bind,source="$(pwd)/work",target=/home/jovyan/work
--mount type=bind,source="$(pwd)/packages",target=/home/jovyan/packages
-e AWS_ACCESS_KEY_ID=$(aws --profile default configure get aws_access_key_id)
-e AWS_SECRET_ACCESS_KEY=$(aws --profile default configure get aws_secret_access_key)
my-aws-python-packages
The above runs the container, port forwards 8888 (for jupyter), mounts both the /packages and /work folders (as for these files we want changes from outside docker or inside to be reflected and vice versa), and passes in my AWS credentials as environment variables to the container (needed for the asw cli commands we will run inside the container). Its last step is to then launch jupyter lab which you then should be able to get to at http://localhost:8888/lab using the token provided by jupyter.
Notebook time – make_layer.ipynb
Once the docker container is running and you are in jupyter the make_layer notebook automates the local installation of a list of python packages, zipping them to /work/python.zip folder as expected by AWS Layers (when unzipped your root folder needs to be /python/…), loading it to an S3 location, and then using awscli to add a new layer or version (if the layer already exists).
The notebook itself is not that big so i’ve included it below.
For this example i’ve included two custom packages along with pandas into my AWS Layer. The custom packages are just two little basic hello_world() type packages (one actually creates the subprocess_execute() function used in the make_layer notebook). I’ve included pandas then as well to illustrate how to include a pypi package.
Serverless Deploy!
To round off the example we then also need to create a little AWS Lambda function to validate that the packages installed in our layer can actually be used by Lambda.
To that end, i’ve adapted the serverless example cron lamdba from here into my own little lambda using both my custom packages and pandas.
And we can then go into the AWS console to the Lamdba function we just created. We can test it in the UI and see the expected output whereby our custom functions work as expected as does Pandas:
Success!
That’s it for this one, i’m hoping someone might find this useful as i was really surprised by how painful it was to get a simple custom package or even pypi packages for that matter available to your AWS Lambda functions.
If you wanted you could convert the ipynb notebook into a python script and automate the whole thing. Although i’m pretty sure Amazon will continue to make the whole experience a bit more seamless and easier over time.
Sometimes you end up with a very wide pandas dataframe and you are interested in doing the same types of operations (data processing, building a model etc.) but focused on subsets of the columns.
For example if we had a wide df with different time series kpi’s represented as columns then we might want to do something like look at each kpi at a time, apply some pre-processing and build something like an ARIMA time series model perhaps.
This is the situation i found myself in recently and it took me best part of an afternoon to figure out. Usually when i find myself in that situation i try and squeeze out a blog post in case might be useful for someone else or future me.
All the code in one glorious screenshot!
Note: repository with all code is here. p.s. thanks to this and this post that i built off of.
For this example i’m afraid i’m going to use the Iris dataset :0 . This example is as minimal and easy as i could throw together, basically the aim of the code is to:
Build some function to take in a df, do some processing and spit out a new df.
Have that function be parameterized in some way as might be needed (e.g if you wanted to do slightly different work for one subset of columns).
Apply that function in parallel across the different subsets of your df that you want to process.
There are two main functions of interest here parallelize_dataframe() and do_work() both of which live in their own file called my_functions.py which can be imported into your jupyter notebook.
parallelize_dataframe() does the below things:
Break out df into a list of df’s based on the col_subsets list passed in as a parameter.
Wrap the function that was passed in into a partial along with the kwargs (this is how your parameters make it into the do_work() function).
Use map() from multiprocessing to apply the func (along with the args you want to send it) to each subset of columns from your df in parallel.
Reduce all this back into on final df by joining all the resulting df’s from the map() output into one wide df again (note the assumption here of joining back on the df indexes – they need to be stable and meaningful).
The do_work() function in this example is just a simple function to add some new columns as examples of types of pandas (or any other) goodness you might want to do. In reality in my case it would be more like a apply_model() type function that would take each subset of columns, do some feature extraction, train a model and then also score the data as needed to.
Having the ability to do this for multiple subsets of columns in your wide df can really free up your time to focus on the more important things like dickying around with model parameters and different pre-processing steps 🙂
That’s pretty much it, a productive afternoon (in the play center with kids i might add) and am quite pleased with myself.
Update: One addition i made to this as things got more complicated when i went to implement it was the ability to apply different function params to each subset df. For example if you wanted to pass in different parameters to the function for different columns. In the do_parallel_zip.ipynb and corresponding my_functions_zip.py (i’m calling them “_zip” as they use zip() to “zip” up both the df_list and the corresponding kwargs to go with it to be unpacked later by do_work_zip()).
To be concrete, if we wanted to multiply the “sepal_…” cols by 100 and the “petal_..” cols by 0.5. We could use the “zip” approach like below (notebook here):
I have become master of the notebooks, they bend at my will and exist to serve my data science needs!
Ok i might be getting a bit carried away, but i recently discovered papermill and have been finding it very useful in conjunction with Python multiprocessing to speed up a lot of data science experimental type work. So useful in fact, i was motivated to write a post on a Saturday night!
I’m generally (have swayed back and forth) a fan of notebooks but am wary of some of the downsides or costs they can impose. When doing experimental type work, if your not careful, you can end up with lots of duplicated code or what i think of as “notebook instances”, where you have ran your notebook many times on different (but similar) datasets and with different (but similar) parameters.
Aside: Great talk and deck from @joelgrus (who is great – and who’s meme game is very strong) on some drawbacks of notebooks.
Having the executed notebooks themselves become self documenting artifacts relating to the experiment is really useful – the code you ran and its outputs in one place. But when you start building new features on top of these “notebook instances” as you iterate on the research, things can quickly get messy.
Where I’ve found papermill to be very useful is in basically template-ing up your notebooks in one single place and paramaterizing them such that the actual living notebook code and the executed “notebook instances” have a much cleaner separation.
Lets suppose you have a notebook that you often use on new datasets (in reality it’s more likely to be some more complicated ml pipeline type notebook for quickly experimenting on updated datasets with while maintaining some common structure in how you go about things).
In this example its a simple notebook to download a dataset and just do some descriptive stats and plotting.
The main idea here is to paramaterize the whole notebook as much as possible. This is done with a json dictionary called “config”. So the idea is that everything the notebook needs is pretty much defined in the first cell.
In this case, the data_explorer notebook just takes in one parameter called “data_url”. It then downloads from this url into a pandas dataframe and does some basic plotting. In reality this “config” dict can contain all the input parameters you need to define and execute you notebook. For example it could be defining the type of models to build against your data, what data to use, model parameters, where to store outputs etc. anything and everything really.
Enter Papermill
So lets say you now have a number of different datasets that you want to run through your data_explorer notebook. You could manually update the config and then just rerun the notebook 3 times (making sure to restart the kernel and clear all each time), maybe saving outputs into specific locations. Or worse you could make 3 copies of your notebook and just run them each individually (don’t do this, future you will hate it).
Much better is to let papermill kick off the execution of the notebooks so you have a clear separation between the notebooks your code lives in (in this case, the notebooks folder of the repo) and the outputs or “notebook instances” of running the same notebooks multiple times against different data or the same data but with slightly different parameters (in this case the papermill_outputs folder according to a convention you can control).
Two things let us do this, a python script (run_nb_batch.py) that uses papermill and multiprocessing to kick of parallel notebook executions as defined in a json file defining the notebooks to be run and their configs to be run with configs.json.
In this case i’ve chosen the naming convention of /papermill_outputs/<notebook_name>/<output_label>/<notebook_name>_<output_label> .ipynb but obviously you can chose whatever you want.
That’s pretty much it for this one. Feel free to clone the repo and play around with it or add improvements as you like.
I’ve been finding that this sort of approach to template-ing up core notebooks you end up using quite a lot (albeit with slightly different params etc.) along with a standardized approach using something like mlflow to further instrument and store artifacts of your notebook runs can make running multiple ‘experiments’ on your data in parallel much easier and overall help make you a bit more productive.
Update: I decided to make a quick video as sometimes easier to just see what we are doing. (Sorry audio quality a bit bad (and poor resolution), first time :))
