Posts

LSOS experiments: how I learned to stop worrying and love the variability

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by AMIR NAJMI In the previous post we looked at how large scale online services (LSOS) must contend with the high coefficient of variation (CV) of the observations of particular interest to them. In this post we explore why some standard statistical techniques to reduce variance are often ineffective in this “data-rich, information-poor” realm. Despite a very large number of experimental units, the experiments conducted by LSOS cannot presume statistical significance of all effects they deem practically significant. We previously went into some detail as to why observations in an LSOS have particularly high coefficient of variation (CV). The result is that experimenters can’t afford to be sloppy about quantifying uncertainty. Estimating confidence intervals with precision and at scale was one of the early wins for statisticians at Google. It has remained an important area of investment for us over the years. Given the role played by the variability of the underlying observations, the...

Variance and significance in large-scale online services

by AMIR NAJMI Running live experiments on large-scale online services (LSOS) is an important aspect of data science. Unlike  experimentation in  some other areas, LSOS experiments present a surprising challenge to statisticians — even though we operate in the realm of “big data”, the statistical uncertainty in our experiments can be substantial. Because individual observations have so little information, statistical significance remains important to assess. We must therefore maintain statistical rigor in quantifying experimental uncertainty.  In this post we explore how and why we can be  “ data-rich but information-poor ” . There are many reasons for the recent explosion of data and the resulting rise of data science. One big factor in putting data science on the map has been what we might call Large Scale Online Services (LSOS). These are sites and services which rely both on ubiquitous user access to the internet as well as advances in technology to scale t...

Replacing Sawzall — a case study in domain-specific language migration

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by AARON BECKER In a previous post, we described how data scientists at Google used Sawzall to perform powerful, scalable analysis. However, over the last three years we’ve eliminated almost all our Sawzall code, and now the niche that Sawzall occupied in our software ecosystem is mostly filled by Go. In this post, we’ll describe Sawzall’s role in Google’s analysis ecosystem, explain some of the problems we encountered as Sawzall use increased which motivated our migration, and detail the techniques we applied to achieve language-agnostic analysis while maintaining strong access controls and the ability to write fast, scalable analyses. Any successful programming language has its own evolutionary niche, a set of problems that it solves unusually well. Sometimes this niche is created by language features. For example, Erlang has strong tools for constructing distributed systems built into the language. In other cases, features such as standard libraries and a language’s communit...

How to get a job at Google — as a data scientist

by SEAN GERRISH If you are a regular at this blog, thanks for reading. We will continue to bring you posts from the range of data science activities at Google. This post is different. It is for those who are interested enough in our activities to consider joining us. We briefly highlight some of the things we look for in data scientists we hire at Google and give tips on ways to prepare. At Google we’re always looking for talented people, and we’re interested in hiring great data scientists. It’s not easy to find people with enough passion and talent. In this short post, I’ll talk about how to get a job at Google as a data scientist. As you may have heard, the interviews at Google can be pretty tough. We do set our hiring bar high, but this post will give you guidance on what you can do to prepare. Know your stats. Math like linear algebra and calculus are more or less expected of anyone we’d hire as a data scientist, and we look for people who live and breathe probab...

Using Empirical Bayes to approximate posteriors for large "black box" estimators

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by OMKAR MURALIDHARAN Many machine learning applications have some kind of regression at their core, so understanding large-scale regression systems is important. But doing this can be hard, for reasons not typically encountered in problems with smaller or less critical regression systems. In this post, we describe the challenges posed by one problem — how to get approximate posteriors — and an approach that we have found useful. Suppose we want to estimate the number of times an ad will be clicked, or whether a user is looking for images, or the time a user will spend watching a video. All these problems can be phrased as large-scale regressions. We have a collection of items with covariates (i.e. predictive features) and responses (i.e. observed labels), and for each item, we want to estimate a parameter that governs the response. This problem is usually solved by training a big regression system, like a penalized GLM, neural net, or random forest. We often use large regr...

Data scientist as scientist

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by NIALL CARDIN, OMKAR MURALIDHARAN, and AMIR NAJMI When working with complex systems or phenomena, the data scientist must often operate with incomplete and provisional understanding, even as she works to advance the state of knowledge. This is very much what scientists do. Our post describes how we arrived at recent changes to design principles for the Google search page, and thus highlights aspects of a data scientist’s role which involve practicing the scientific method. There has been debate as to whether the term “data science” is necessary. Some don’t see the point. Others argue that attaching the “science” is clear indication of a “wannabe” (think physics, chemistry, biology as opposed to computer science, social science and even creation science ). We’re not going to engage in this debate but in this blog post we do focus on science. Not science pertaining to a presumed discipline of data science but rather science of the domain within which a data scientist operates. ...