Scalable Prediction Services with R

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• Real-time fraud detection service using social and online data.

• Predictive R models.

• Latency SLA with customers.

• Model versioning.

• Zero-downtime updates.

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Challenges• R not dev-ops friendly.

• Enterprise prediction services a large commitment.

• Enterprise prediction services offer limited model types.

• Transferability and transparency of models.

• Vendor lock-in.

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Solution• Embed R models within dev-op friendly middleware.

• Management, deployment, integration leverages existing dev-op processes.

• Service scaling using established strategies and methods.

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<file>gen_20150215.rds

saveRDS()

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<model>name = generic version = 20150215

<file>gen_20150215.rds

readRDS()

saveRDS()

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Rookhttp://…./model/20150215

<model>name = generic version = 20150215

name version

model 20150215

Model Map

<file>gen_20150215.rds

readRDS()

saveRDS()

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Rookhttp://…./model/20150215

<model>name = generic version = 20150215

name version

model 20150215

Model Map

predict()

<file>gen_20150215.rds

readRDS()

saveRDS()

JSON

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POST generic/20150215

Rook Rook Rook Rook

fork()

……..

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pmml

http://…./generic/20150215

org.jpmml.evaluator ModelEvaluator doPost()

Servlet

evaluate()

unmarshalPMML()pmml.gbm()

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ServletServletServletServlet

POST generic/20150215

……..

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Virtual Machine

Docker Public Repository ECSElasticBeanStalk

R R RR R R

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http://…./generic/20150215

ElasticBeanStalk

Prediction ServicePrediction

ServicePrediction Service

US-EAST-1A

Prediction ServicePrediction

ServicePrediction Service

US-EAST-1A

Prediction ServicePrediction

ServicePrediction Service

US-EAST-1A

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#RstatsNYC @Socure

#RstatsNYC @Socure

#RstatsNYC @Socure

Conclusions• Rapid deployment of R models in a scalable robust environment.

• Directly leverage R models developed by data scientists and analysts.

• Apply existing dev-ops processes for testing, monitoring, scaling, alerting of predictive models.

• Possible use of PMML to serialize models in future for compliance.

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GitHub

https://github.com/Socure/moduleR

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We’re Hiring

http://www.socure.com/hiring

Director of Data Science Senior Data Scientist

Director of Engineering