R at Microsoft Joseph Rickert 9/15/2018 1:13 PM

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Presentation transcript:

R at Microsoft Joseph Rickert jrickert@Microsoft.com 9/15/2018 1:13 PM © Microsoft Corporation. All rights reserved.

Microsoft Integrates R

One R to Rule them All Link 9/15/2018 1:13 PM © Microsoft Corporation. All rights reserved.

Predictive Analytics with Microsoft 9/15/2018 1:13 PM Predictive Analytics with Microsoft Data SQL Server 2016 Big-data R analytics integrated with SQL Server database HDInsight Cloud-based Hadoop clusters Develop Microsoft R Server Big-data R with distributed and in-database computing Visual Studio R Tools for Visual Studio: integrated development environment for R Deploy Azure ML Studio ML, Python and R in cloud-based Experiment workflows Cortana Analytics Suite Cloud-based R APIs and Virtual Machines Consume PowerBI Computations and charts from R scripts in dashboards Excel With Azure ML Web Services plug-in © Microsoft Corporation. All rights reserved.

SQL Server

Microsoft R Server is the Bridge 9/15/2018 1:13 PM Microsoft R Server is the Bridge MRS Components MRS Azure Cloud Azure Machine Learning HD Insights SQL Server Power BI © 2013 Microsoft Corporation. All rights reserved. Microsoft, Windows, and other product names are or may be registered trademarks and/or trademarks in the U.S. and/or other countries. The information herein is for informational purposes only and represents the current view of Microsoft Corporation as of the date of this presentation. Because Microsoft must respond to changing market conditions, it should not be interpreted to be a commitment on the part of Microsoft, and Microsoft cannot guarantee the accuracy of any information provided after the date of this presentation. MICROSOFT MAKES NO WARRANTIES, EXPRESS, IMPLIED OR STATUTORY, AS TO THE INFORMATION IN THIS PRESENTATION.

R in SQL Server 2016 … on Linux! 9/15/2018 1:13 PM R in SQL Server 2016 … on Linux! https://www.microsoft.com/en-us/server-cloud/products/sql-server-2016/ © Microsoft Corporation. All rights reserved.

Server & Tools Business 9/15/2018 1:13 PM SQL Server 2016 Built-in in-database analytics Example Solutions Fraud detection Sales forecasting Warehouse efficiency Predictive maintenance Extensibility ? R R Integration Microsoft Azure Machine Learning Marketplace New R scripts 010010 100100 010101 010010 100100 010101 Data Scientist Analytic Library Interact directly with data 010010 100100 010101 010010 100100 010101 Data Developer/DBA Manage data and analytics together T-SQL Interface Relational Data Built-in to SQL Server © 2012 Microsoft Corporation. All rights reserved. Microsoft, Windows, and other product names are or may be registered trademarks and/or trademarks in the U.S. and/or other countries. The information herein is for informational purposes only and represents the current view of Microsoft Corporation as of the date of this presentation. Because Microsoft must respond to changing market conditions, it should not be interpreted to be a commitment on the part of Microsoft, and Microsoft cannot guarantee the accuracy of any information provided after the date of this presentation. MICROSOFT MAKES NO WARRANTIES, EXPRESS, IMPLIED OR STATUTORY, AS TO THE INFORMATION IN THIS PRESENTATION.

Microsoft R Server

ScaleR Functions & Algorithms Data Step Statistical Tests Variable Selection Data import – Delimited, Fixed, SAS, SPSS, OBDC Variable creation & transformation Recode variables Factor variables Missing value handling Sort, Merge, Split Aggregate by category (means, sums) Chi Square Test Kendall Rank Correlation Fisher’s Exact Test Student’s t-Test Stepwise Regression Simulation Sampling Simulation (e.g. Monte Carlo) Parallel Random Number Generation Subsample (observations & variables) Random Sampling Cluster Analysis Descriptive Statistics Predictive Models K-Means Min / Max, Mean, Median (approx.) Quantiles (approx.) Standard Deviation Variance Correlation Covariance Sum of Squares (cross product matrix for set variables) Pairwise Cross tabs Risk Ratio & Odds Ratio Cross-Tabulation of Data (standard tables & long form) Marginal Summaries of Cross Tabulations Sum of Squares (cross product matrix for set variables) Multiple Linear Regression Generalized Linear Models (GLM) exponential family distributions: binomial, Gaussian, inverse Gaussian, Poisson, Tweedie. Standard link functions: cauchit, identity, log, logit, probit. User defined distributions & link functions. Covariance & Correlation Matrices Logistic Regression Classification & Regression Trees Predictions/scoring for models Residuals for all models New in v7.3 Classification Decision Trees Decision Forests Gradient Boosted Decision Trees Naïve Bayes Coming in v7.4 Combination PEMA-R API rxDataStep rxExec

Write Once  Deploy Anywhere Set the desired compute context for code execution….. Local System (default)  rxSetComputeContext("local") # DEFAULT!!  rxSetComputeContext(RxLsfCluster(<data, server environment arguments>))  rxSetComputeContext(RxHpcServer(<data, server environment arguments>))  rxSetComputeContext(RxHadoopMR(<data, server environment arguments>))  rxSetComputeContext(RxTeradata(<data, server environment arguments>)) Same code to be run anywhere ….. # Summarize and calculate descriptive statistics from the data airDS data set adsSummary <- rxSummary(~ArrDelay+CRSDepTime+DayOfWeek, data = airDS) # Fit Linear Model arrDelayLm1 <- rxLinMod(ArrDelay ~ DayOfWeek, data = airDS) summary(arrDelayLm1)

Azure ML

Azure Cloud Infrastructure North Europe Ireland West Europe Netherlands Central US Iowa North Central US Illinois China North * Beijing US Gov Iowa East US Virginia Japan East Saitama China South * Shanghai West US California East US 2 Virginia Japan West Osaka India East TBD India West TBD US Gov Virginia South Central US Texas East Asia Hong Kong Over the last few years we’ve truly delivered a huge infrastructure to enable us to grow our services at scale around the globe. Whether it’s our flagship facilities in Quincy, Washington or Boydton, Virginia, or some of the newly announced facilities in Shanghai, Australia and Brazil, it really is key for us to make smart investments around the world to deliver services in a resilient and reliable fashion.   A lot of people ask, what goes into site selection at Microsoft and how do we decide where to place our datacenter investments? There are over thirty-five factors in our site selection criteria. But really, the top elements are around proximity to customers and energy and fiber infrastructure, insuring that we have the capacity and the growth platforms to be able to grow our services. Another key element is about skilled workforce. We need to insure that we have the right people to run and operate our datacenters on a day to day basis. SE Asia Singapore Australia East Sydney Brazil South Sao Paulo Australia West Melbourne 100+ datacenters One of the top 3 networks in the world (coverage, speed, connections) 2 x AWS and 6x Google number of offered regions G Series – Largest VM available in the market – 32 cores, 448GB Ram, SSD… Operational Announced * Operated by 21Vianet

R in Azure ML Studio 9/15/2018 1:13 PM https://studio.azureml.net/ © Microsoft Corporation. All rights reserved.

Aircraft Maintenance : Training Historical black box sensor records and maintenance events for many aircraft Train and compare various models to predict maintenance events Scoring rules to predict likely maintenance events from sensor data

R as an Azure Web Service 9/15/2018 1:13 PM R as an Azure Web Service https://github.com/RevolutionAnalytics/AzureML © Microsoft Corporation. All rights reserved.

Excel

9/15/2018 1:13 PM R in Excel Details: http://blog.revolutionanalytics.com/2016/03/scoring-r-models-with-excel.html © Microsoft Corporation. All rights reserved.

Jupyter Notebooks

R in Jupyter Notebooks in Azure ML

PowerBI

R in PowerBI: Aircraft Predictive Maintenance 9/15/2018 1:13 PM R in PowerBI: Aircraft Predictive Maintenance https://powerbi.microsoft.com/en-us/industries/airline © Microsoft Corporation. All rights reserved.

Visual Studio: RTVS

R in Visual Studio: RTVS 9/15/2018 1:13 PM R in Visual Studio: RTVS https://www.visualstudio.com/en-us/features/rtvs-vs.aspx © Microsoft Corporation. All rights reserved.

Microsoft Supports the R Project

200 Local R User Groups Worldwide Get sponsored, or find a user group near you: msdsug.microsoft.com

Working with the R Foundation Supporting the R user community Continuing the growth of the R Project Linux Foundation collaborative project Non-profit trade organization

Thank you Download Revolution R Open: mran.revolutionanalytics.com More at: blog.revolutionanalytics.com Joseph Rickert @revojoe jrickert@microsoft.com