Real-time and long-time

Fun with Hadoop + Storm

The Challenge

• Hadoop is great of processing vats of data

– But sucks for real-time (by design!)

• Storm is great for real-time processing

– But lacks any way to deal with batch processing

• It sounds like there isn’t a solution

– Neither fashionable solution handles everything

This is not a problem.

It’s an opportunity!

t

now

Hadoop is Not Very Real-time

UnprocessedData

Fully processed

Latest full period

Hadoop job takes this long for this data

Need to Plug the Hole in Hadoop

• We have real-time data with limited state

– Exactly what Storm does

– And what Hadoop does not

• Can Storm and Hadoop be combined?

t

now

Hadoop works great back here

Storm workshere

Real-time and Long-time together

Blended view

Blended view

Blended View

An Example

• I want to know how many queries I get

– Per second, minute, day, week

• Results should be available

– within <2 seconds 99.9+% of the time

– within 30 seconds almost always

• History should last >3 years

• Should work for 0.001 q/s up to 100,000 q/s

• Failure tolerant, yadda, yadda

Rough Design – Data Flow

Search Engine

Query Event Spout

Logger Bolt

Counter Bolt

Raw Logs

LoggerBolt

Semi Agg

Hadoop Aggregator

Snap

Long agg

Query Event Spout

Counter Bolt

Logger Bolt

Counter Bolt Detail

• Input: Labels to count

• Output: Short-term semi-aggregated counts

– (time-window, label, count)

• Non-zero counts emitted if

– event count reaches threshold (typical 100K)

– time since last count reaches threshold (typical 1s)

• Tuples acked when counts emitted

• Double count probability is > 0 but very small

Counter Bolt Counterintuitivity

• Counts are emitted for same label, same time window many times

– these are semi-aggregated

– this is a feature

– tuples can be acked within 1s

– time windows can be much longer than 1s

• No need to send same label to same bolt

– speeds failure recovery

Design Flexibility

• Counter can persist short-term transaction log

– counter can recover state on failure

– log is normally burn after write

• Count flush interval can be extended without extending tuple timeout

– Decreases currency of counts

– System is still real-time at a longer time-scale

• Total bandwidth for log is typically not huge

Counter Bolt No-nos

• Cannot accumulate entire period in-memory

– Tuples must be ack’ed much sooner

– State must be persisted before ack’ing

– State can easily grow too large to handle without disk access

• Cannot persist entire count table at once

– Incremental persistence required

Guarantees

• Counter output volume is small-ish

– the greater of k tuples per 100K inputs or k tuple/s

– 1 tuple/s/label/bolt for this exercise

• Persistence layer must provide guarantees

– distributed against node failure

– must have either readable flush or closed-append

– HDFS is distributed, but no guarantees

– MapRfs is distributed, provides both guarantees

Failure Modes

• Bolt failure– buffered tuples will go un’acked– after timeout, tuples will be resent– timeout ≈ 10s– if failure occurs after persistence, before acking, then

double-counting is possible

• Storage (with MapR)– most failures invisible– a few continue within 0-2s, some take 10s– catastrophic cluster restart can take 2-3 min– logger can buffer this much easily

Presentation Layer

• Presentation must

– read recent output of Logger bolt

– read relevant output of Hadoop jobs

– combine semi-aggregated records

• User will see

– counts that increment within 0-2 s of events

– seamless meld of short and long-term data

Mobile Network Monitor

16

Transaction data

Batch aggregation

Map

Real-time dashboard and alerts

Geo-dispersed ingest servers

Retro-analysisinterface

Example 2 – Real-time learning

• My system has to

– learn a response model

and

– select training data

– in real-time

• Data rate up to 100K queries per second

Door Number 3

• I have 15 versions of my landing page

• Each visitor is assigned to a version

– Which version?

• A conversion or sale or whatever can happen

– How long to wait?

• Some versions of the landing page are horrible

– Don’t want to give them traffic

Real-time Constraints

• Selection must happen in <20 ms almost all the time

• Training events must be handled in <20 ms

• Failover must happen within 5 seconds

• Client should timeout and back-off

– no need for an answer after 500ms

• State persistence required

Rough Design

DRPC SpoutQuery Event

Spout

Logger Bolt

Counter Bolt

Raw Logs

Model State

Timed Join Model

Logger Bolt

Conversion Detector

Selector Layer

A Quick Diversion

• You see a coin

– What is the probability of heads?

– Could it be larger or smaller than that?

• I flip the coin and while it is in the air ask again

• I catch the coin and ask again

• I look at the coin (and you don’t) and ask again

• Why does the answer change?

– And did it ever have a single value?

A First Conclusion

• Probability as expressed by humans is subjective and depends on information and experience

A Second Conclusion

• A single number is a bad way to express uncertain knowledge

• A distribution of values might be better

I Dunno

5 and 5

2 and 10

Bayesian Bandit

• Compute distributions based on data

• Sample p1 and p2 from these distributions

• Put a coin in bandit 1 if p1 > p2

• Else, put the coin in bandit 2

And it works!

11000 100 200 300 400 500 600 700 800 900 1000

0.12

0

0.01

0.02

0.03

0.04

0.05

0.06

0.07

0.08

0.09

0.1

0.11

n

reg

ret

ε- greedy, ε = 0.05

Bayesian Bandit with Gamma- Normal

The Basic Idea

• We can encode a distribution by sampling

• Sampling allows unification of exploration and exploitation

• Can be extended to more general response models

• Contact:

– tdunning@maprtech.com

– @ted_dunning

• Slides and such:

– http://info.mapr.com/ted-storm-2012-03