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Designing and Creating applications built on R Richard Pugh, Andy Nicholls & Chris Campbell 23rd October 2012
Thank you for the invitation to speak tonight
Andy Nicholls Senior R Consultant
Chris Campbell Senior R Consultant
Richard Pugh Principal R Consultant
& Co-Founder
Agenda
• Who are Mango Solutions? • Why Build Analytic Applications on R? • Formal R Application Development • Case Studies • The R Community • Discussion
Who are Mango Solutions?
Overview of Mango Solutions
• Private Company formed in 2002
• Global Team of ~70
• Cross-Sector Software and Services
• ISO 9001 Accredited
Located here ...
Bath, UK London, UK Shanghai, CN Basel, CH
Spend a lot of time here ...
The Beginning: October 2002
• Started by 2 ex-Insightful colleagues
• Sales Guy (BO, Cognos etc)
• Techy Guy (S+, SAS, R etc)
• Idea to deploy predictive analytics to business users
Why Mango?
• Early awful ideas
• DataStatz
• Stats Entertainment
• VizUStat
• Stats2U
• In the end, named after my colleagues cat
What we do?
R Training
Code Creation
Validation
Support
Consultants
What we do?
Consultants Developers
Analytic Application Development
Mango Key Industries
• Mango work across sectors:
• Pharmaceuticals
• Mango Imaging
• Finance
• Energy
• Sensory
Why Build Analytic Applications on R?
Why Analytics?
• Analytics can help people answer all sorts of questions • I believe there is no company in the world today who
cannot benefit from analytics in some way • More and more people are realising it
Who is a good driver? How do we win more games? What bonus should I pay?
Will someone like this? What are they likely to want? When might this break?
Why build Analytic Applications?
• 3 key reasons we see: • To deploy analytical tools to decision makers • To make an analysts life more efficient • To add rigour to an analysts workflow
Deploying Analytics
• Adding analytics into a business process can mean more informed decisions can be made
• Complex analytics shouldn’t be attempted by non-analysts
• Means there is a communication between the decision maker and the analyst
Deploying Analytics
• If we build an application which … • is easy for the decision maker to use • contains the correct analysis to apply • communicates analytical results in suitable manner
• … this leads to some major benefits!
Benefits for the Analyst
Benefits for the Decision Maker
No need to wait for information
Can perform “what if” analysis
Decision not dependent on analyst availability
Less need to perform often-repetitive tasks
Comfortable that the “right” analysis is being run
Can get on with more strategic things?
Analytic Engine
User Interface
Data
Analytic Outputs
Data Storage
Analytic Code
Code Mgment
Analytic App Structure
Why build Analytic Applications on R?
Building applications requires installing analytic engine on desktops, servers, clusters, clouds R is license free
Building analytic applications involves integrating an analytic engine with other technologies (data sources, UI etc) R’s open nature means it can be readily integrated
Why build Analytic Applications on R?
We want a programmable engine so that it can be readily extended (i.e. no black boxes please) R can be extended by the developer as needed
We often want to be able to deploy new algorithms and techniques as they become available R is rapidly developed
Formal R Application Development
Formal R Development
• Creating sophisticated analytic applications requires a formal development approach
• This mostly means taking standard development practices and applying it to analytics
• Mango’s formal R development procedures and structure has been evolving since its inception ~2004
Project Mgment Requirements
Behaviour Driven
Code Review
Review board
StatET
runit roxygen2
Continuous Integration
Issue Tracking Quality Manual
Dev Procedures R Coding Standards
mangoUtils
Knowledge Mgment
Project Mgment Requirements
Behaviour Driven
Code Review
Review board
StatET
runit roxygen2
Continuous Integration
Issue Tracking Quality Manual
Dev Procedures Coding Standards
mangoUtils
Knowledge Mgment
Project Mgment Requirements
Behaviour Driven
Code Review
Review board
StatET
testthat roxygen2
Continuous Integration
Issue Tracking Quality Manual
Dev Procedures R Coding Standards
mangoUtils
Knowledge Mgment
Case Studies
Case Studies
• These are examples of applications we’ve built that use R in some way
• We’re presented a range of information about each including: • Business Reason for the application
• Technical Approach
• Some Technical Detail where applicable
• Things that worked well / things that didn’t
Case Studies
• Ranges from information we can fully disclose to only being able to say vague things about the customer
• Only so much info we can give today – please see us after or contact us and we can step through things in more detail
Richard Pugh = rpugh@mango-solutions.com
Andy Nicholls = anicholls@mango-solutions.com
Chris Campbell = ccampbell@mango-solutions.com
Case Studies
• PKPD Web Modelling Platform
• M&S Workflow Platform
• Non-Compartmental Analysis Application
• Coffee Blend Optimisation Tool
• Pipeline Corrosion Forecasting Application
• Backtesting Application
CASE STUDY PKPD WEB PLATFORM
Case Study: PKPD Modelling Overview • Pharmacokinetics-
pharmacodynamics (PKPD) is the study of the manner in which a drug transitions through the body and its impact on a target disease
• PK is highly complex, involving sophisticated non-linear mixed effects modelling approaches
Case Study: PKPD Modelling Overview • Modellers use “NONMEM” software in order to fit
these models
• Inputs and outputs to NONMEM are a mixture of structured and unstructured textual files
• R often used to analyse the outputs in order to assess model fit (see “xpose4” library)
Case Study: PKPD Modelling Overview • PKPD is an evolving and exciting area, with
modellers needing flexibility and a variety of tools
• However, being within life sciences, rigour around workflows is key in order to satisfy regulatory requirements
Case Study: PKPD Modelling The Challenge • Build a modern modelling platform that provides rigour
whilst allowing the modellers the flexibility they need
• Range of technical users from “everything is a shell script” to “which button do I click”
• Execution of third party tools (NONMEM, R, SAS, PsN, …) in a controlled manner
• Interface to generate reproducible graphics, tables and reports
Case Study: PKPD Modelling The “R” bit • Where does R fit in?
• Many users use R and want to be able to develop scripts and execute them on an internal grid
• R used as the graphics engine to support the model evaluation and reporting processes
• Users want to be able to execute R interactively with objects in their project
The App
App Server
Execution Server(s)
MIF MIF Queue
Cloud
Grid
+ Others
+ Others
RPool Mgr
Case Study: PKPD Modelling What is a “Report Item Definition” • Definition of a graph or table that can be executed
from Navigator
• Consists of snippet of R code, options that may be presented to the user, required columns, and a few other bits
• Can be used in a number of situations in the application
• Originally XML then stored in Db (XML shown to give a feel for structure on next slide)
Report Options
Source Data
Command Definition
The App / RPool Manager
Data Graph Table Text
Data Item
Graph Item
Table Item
Text Item
Data Frame Graphics Table
Object Character
xml Method
xml Method
xml Method
xml Method
Execution Engine (Java)
Command Definitions
Command Results Ve
rsio
n Con
trol
Case Study: PKPD Modelling How are “RIDs” used? • Created, managed by Super Users (under version control)
• Called in a few places in the application:
• Directly (create this graph with this data)
• In “Run Views” (reports)
• In “Comparison Views” (reports that compare models)
• In “Template Reports” (tagged docx files)
Case Study: PKPD Modelling Outcome • The app in general was a big success
• The “R” part was created as a separate service that we have since reused in a number of other applications (e.g. Lloyds Risk Platform!)
• Shame that regulatory rules forced some design which we’re now building alternatives too
• Next: interactive graphical presentation
CASE STUDY M&S WORKFLOW PLATFORM
Case Study: M&S Workflow Platform Overview • Exciting project for major pharmaceutical company
• Possibly the closest we’ve come to deploying an analysts workflow in a scalable platform
• Hundreds of pre-clinical (animal) studies are run by a team of ~400 scientists
• Analysis performed by roughly 15 advanced modellers
• Outcome: most studies not analysed!
Case Study: M&S Workflow Platform The Challenge • Idea to create a truly scalable platform to allow bench
scientists to run their own analysis
• Modeller publishes an analysis “protocol” containing analysis paths, code, and support documentation
• Desktop application pulls from central set of protocols and “derives” the interface which is presented to the user
• Modelling can put in checks to ensure things look right (e.g. data is of right format, model fit is particularly poor but user seems keep to create predictions from it)
Case Study: M&S Workflow Platform The Solution • Eclipse RCP application executing R and NONMEM scripts on
an internal LSF grid, with protocols and code held in SVN
• Generated workflow “protocol” definition (XML) detailing possible paths in a step, linked to R scripts and NONMEM model code with corresponding dialog
• Built “Protocol Developer” Eclipse interface onto repository
• RCP application derives analysis paths, UI, options and commentary to guide the end user
Protocol Metadata
Workflow
Analysis Step Data Check Step Commentary
R Script
R Script
NM Model File
Options Options
Modeller Scientist
NONMEM
NONMEM
LSF Grid Protocol Server
File System
Possible Models Derived Options Commentary
Case Study: M&S Workflow Platform How did it go • Technical solution was very strong and applicable to
other areas
• RCP good technology, but steep learning curve
• Testing was complex
• Agile project – pros and cons
• Ultimately, not deployed (site closure)
CASE STUDY NON-COMPARTMENTAL ANALYSIS
RapidNCA, the non-compartmental analysis workflow tool • Need for RapidNCA
• Using .NET
• RapidNCA Structure
• Code Quality
• Connections with R.NET
• Complete & Deploy RapidNCA
Need for RapidNCA
• Customer needed to send monthly reports to dozens of trial centres
• Small team, so time limited
• Predefined non-compartmental analysis
• Standardized report
Using .NET What is .NET?
• Object-oriented environment to develop applications
• Safe execution environment
• Choice of programming languages
• Framework consisting of:
• runtime
• class library
• Developed with Visual Studio
Using .NET Visual Studio
• A graphical programming tool (IDE)
• Visual Studio Express - free version
Using .NET Choice of languages
• C# is the main one
• F# is a functional language (similar concepts to OCaml)
• XAML (a Microsoft declarative XML language) for interactive graphics
• C++/CLI useful for legacy and bespoke parallel processing (including GPGPU)
• Other possibilities...
• Vb.Net is very like C# (no advantage over it)
• Third parties have added languages to the CLI platform
Using .NET “Ajar Source” Platform
• Not exactly open source, but…
• Most CLI third party languages are open
• C# and VB.Net are not, but many open source projects based on them
• Microsoft have made F# open source
• Compiler is free
• Other editors / IDEs are available
Using .NET Performance
• Performance is very good
• On graphics (millions of data points will plot with ease and zoom smoothly)
• Computation is fast enough in C#, calling R adds little overhead
• Standard Maths library is limited; third parties and MS maths for “drawing” are better
• Data parallel computation is possible on the desktop (GPGPU)
• F# provides further “big data” capabilities
User Interface
Data
Analytic Outputs
Data Storage
Analytic Code
Code Mgment
Analytic Engine
Data Service
RapidNCA Structure
RapidNCA Structure MangoNca Analytic Code
Analyse Element
Do Analysis
Get Analysis
Unit Tests
Data Checks
RapidNCA Structure MangoNca Analytic Code
Code Quality Unit Tests
• Ensure product works!
• User/Customer/Payer trust
• Ease of maintenance/extension
Code Quality Run Code, Check Output
• Working Cases
•
> test1 <- ncaAnalysis(Conc = c(4, 9, 8, 6, 4:1, 1), + Time = 0:8, Dose = 100, Dof = 2) > checkEquals(test1[1, "ROutput_adjr2"], 0.9714937901, + tol = 1e-8) [1] TRUE
> require(RUnit) > # there are other automated test packages!
Code Quality Error Case Unit Tests
• Use try
•
• Handled Error Cases
> test7 <- try(AUCLast(Conc = 1:10, Time = 9:0), + silent = TRUE) > checkEquals(test7, + "Error in checkOrderedVector(Time, ... ") [1] TRUE
> test26 <- ncaAnalysis(Conc = c(4, 9, 8, 6, 4:1, 1), + Time = 0:8, Dof = 1) > checkEquals(test26[, "ROutput_Error"], + "Error in checkSingleNumeric(Dose, ... ") [1] TRUE
Connections with R.NET
• What will be provided to R?
• What will be returned from R?
• What happens if something goes wrong?
Connections with R.NET Using the R Service
• R.NET allows R calls to be submitted to an R service
• R.NET connects to R down to Expression level
• Data from return objects passed back into .NET
Connections with R.NET Data Checks
• Function may be passed data outside its anticipated structure
> checkOrderedVector(c(0, 1, 3, 2, 4), + description = "Time") Error in checkOrderedVector(c(0, 1, 3, 2, 4), description = "Time") : Error: Time is not ordered. Actual value is 0 1 3 2 4 >
Connections with R.NET Data Checks
• The tool expects a certain return object
• An error in an R call should be trapped by the communicating function
• Return object passed as normal
• An error checking element of the return object can report information about the error
> check01 <- try(checkOrderedVector(Time, + description = "Time"), silent = TRUE) > if (is(check01, "try-error")) { return(object) }
Connections with R.NET
_pluginsManager = new RPluginManager(PluginLocation, RLocation); _pluginsManager.SetActivePlugin(); _session = _pluginsManager.GetSession(); bool sessionOk = _pluginsManager.TryMakeSession(out _session);
• R is efficiently accessed, via R.Net (as pictured in Visual Studio) via a Plugin (as above)
Connections with R.NET
User Interface
Data
Analytic Outputs
Data Storage
Analytic Code
Code Mgment
Analytic Engine
Data Service
R.NET
Analysis Display
Get PK Params
Data Service
Dialog Service
App Logger
Status Bar Service
App Config
Mgment
Data Importers
Project Wizard
Validators
Receive R Output
Create R Expressns
Connections with R.NET .NET Data Service
R.NET
Connections with R.NET Using the framework
_pluginsManager = new RPluginManager(PluginLocation, RLocation); _pluginsManager.SetActivePlugin(); _session = _pluginsManager.GetSession(); bool sessionOk = _pluginsManager.TryMakeSession(out _session);
_session.SetNumericSymbol("TimePtVector", CheckTimePointData(toAnalyse)); _session.SetNumericSymbol("ConcVector", CheckConcentrationPointData(toAnalyse));
var evalString = string.Format("ncaAnalysis(TimePtVector, ConcVector, …
MathEngineDataRowDto<double> ncaGetBack = _session.PerformNumericEvaluation(evalString, "ROutput_Error"); _lastErrors = ncaGetBack.ErrorStrings;
_session.FlushConsole(); _pluginsManager.RelinquishSession();
Complete & Deploy RapidNCA
• Can users understand how to use tool?
• How confident are we in tool output?
• On-going code review
• Independent test team
• Installation Qualification
• Operational Qualification
• Performance Qualification
Deploy Tool
Data Import
Map Variables
Review Analysis
Review Grouping
Generate Report
Select Report Type
Add Group Comments
View Report
Conclusions
• Great graphical interfaces can be built using .NET
• Intuitive interactive features are available
• R.NET allows R analysis to be accessed as a service
• Good coding practice will ensure application is robust
• Work on a well engineered framework will be rewarded with desktop solutions created at high speed
CASE STUDY COFFEE BLEND OPTIMIZATION
Company Background
• A global chocolatier, biscuit baker, candy maker and maker of gum.
Business /Technical Situation
• The client was using a desktop SPLUS application to simulate and optimise coffee blends for their manufacturing teams
• Hugely successful application saving the company $millions
• They wanted to make improvements and expand the usage beyond Global Statistics and beyond coffee
• Also keen to remove the license fee
Application Workflow
Import Data from Excel
Graphical Visualisations
Export Data
Run Blend Optimiser
Simulate Blends
Audit Log
System Architecture
Functions for GUI
Functions for Analysis
R Package
Optimizer
Data Import
Data Export
Approach • Development phase split into three separate pieces:
• Code conversion
• GUI creation
• Development and integration of a new optimiser
• Each required the generation of unit and system tests and appropriate documentation, including help files
• Design specifications captured prior to development
• Project estimated at c90 man days over 3 months
Creation of new GUI
GUI Choices Some R/R-based technologies we could have used...
• tcltk is R’s ‘recommended’ menu builder
• Glade, RGtk2
• gWidgets
• rpanel • Deducer • manipulate (Rstudio)
• ...
GUI Choices
Other options:
• Choice is almost limitless
• Often they require a knowledge of other languages such as Java or C
• Possibly warrants a standalone talk...
Creation of a New GUI using RGtk2
• RGtk2 adapter for R of the GTK+ engine
• Gimp Toolkit
• Glade can be used to trial new features
• GTK allows for automated testing of the GUI
• Huge time saving
Code Conversion
Mango took a test-based approach for the code conversion (RUnit)
• Allows for automated testing in future revisions
• Simple PASS/FAIL reporting
• SPLUS knowledge not required for R code development
Optimization
• The original SPLUS application used the SPLUS NuOpt optimizer
• R NuOpt exists but only on license
• Mango used an open source optimiser that we integrated into the R GUI
• Mango implemented a ‘quick run’ option to allow quick comparisons with the simulation piece
Primary Benefits
• New departments are now benefitting from the application
• The application is now in the hands of the manufacturing teams, reducing the burden on Global Statistics
• Test-based approach facilitates future development of the application
CASE STUDY PIPELINE CORROSION APP
Background
• One of the biggest companies in the world with thousands of staff
• Oilfield Exploration Team based in the UK but with responsibility for complex exploration areas
• Alaska, shale fields etc
Business Situation
• Thousands of miles of pipeline corroding in freezing, isolated areas
• How do you choose how often to inspect them?
• The cost of a leak can run into many billions of £s
Technical Situation
• Customer Team were analysing data using S-PLUS Insightful Miner with many non-analytical workarounds
• Process was messy and took a long time to run
System Architecture • This piece is one of several in a continuous workflow
• All information is fed back into the database
Functions for GUI
Functions for Analysis
R Package
Access Database
General Workflow
Read
Write
Approach • Consulting engagement to improve programming
techniques and statistical methodology
• Create an R package for the code
• Construct a GUI in order to deploy to non-technical users on the frontline
An Interesting Challenge: Converting S-Plus Code to R
This is Easy, Right?
Some (true?) statements:
• R can be considered as a different implementation of S
• There are some important differences, but much code written for S runs unaltered under R
Discuss...
Source: www.r-project.org
Considerations
S+ applications can generally be split into two pieces:
• An underlying library of code
• A set of functions defining the menu system and help pages
Approach
There are essentially two approaches to code conversion:
• Direct Conversion
• Test-based Conversion
Direct Conversion
• Requires knowledge of both languages (stdev vs sd)
• Relatively quick to achieve
• Difficult to prove the new code does what the old code did
Test-based Conversion
• Generating unit tests in S+ requires some S+ knowledge
• Takes some time to generate and document tests but better in the long-run
• Unit tests give a definitive PASS/FAIL result
• Can often be automated
Code Conversion Challenges
• The application upgrade usually coincides with an operating system upgrade
• Windows (or other) version and R version need to be determined in advance
• It is almost guaranteed that the new system will produce different results for the same test data!
What is “different”?
• Often this is simply rounding
• Still require agreement on precision: 0.049782 vs 0.050436
• If simulation is involved this can be VERY difficult to define!!!
• Appearance of graphics may also differ
Other Challenges
As the business owner I want to use the opportunity to improve the application:
• New menu items
• New functionality
• Modifications to existing functionality
All of these require careful planning
Primary Benefits for Customer
• Rationalised code base means the analysis is quicker and extensible by end-users
• Construction of a front-end has enable rollout to users on the font-line in Alaska
• Conversion to R has removed license cost
CASE STUDY BACKTESTING APP FOR HEDGE FUND
Case Study: Backtesting App Overview • Backtesting has a key role to play in the testing of
automated trading strategies
• Asked by a Hedge Fund Manager to build for his team of users (who love Excel)
• Mango were asked to build a backtesting platform that was more sophisticated that what was on offer from other vendors
• Sorry that the details may be occasionally sketchy in this section
Case Study: Backtesting App The Challenge • Key parts of the challenge included:
• Integration with standard finance data streams
• Advanced portfolio optimisation
• Flexibility to define automated strategy
• Transaction-cost based benefit analysis
• Leverage of financial hurdle
• ARCH-style error incorporation
• Advanced reporting
Alpha Storage
Data Storage
Data Flow
.NET Interface
RdotNet
C Interface!
.Rda Files
How I learnt apply functions!! Some hacky code here …
Case Study: Backtesting App The Outcome • Very successful hedge fund
• Convinced the users to use R – UI dropped!
The R Community
IP Considerations
• IP based on R includes: • New libraries & code
• New scripts
• Mango attempt to open source (with client permission) any “R-side” generic functionality
• Also feedback and assist library authors
User Interface
Analytic Code
New R Libraries
Great Example
• MSToolkit library built for Pfizer
• Funded by Pfizer, built by Mango
• Released as open source library
• Since extended by other companies
R Community
• Contribute code where allowed/useful
• Sponsor R conferences and events
• Provide free training courses / webinars
• Organise and fund many R user groups (LondonR, BaselR, ZurichR, ShanghaiR, NewJerseyR, …)
The End!
Summary
• Thank you for the invitation • Hope the discussion was useful
• We could only cover certain amount of detail in time, so ask us for more if interested!
Andy Nicholls anicholls@mango-solutions.com
Chris Campbell ccampbell@mango-solutions.com
Richard Pugh rpugh@mango-solutions.com
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