A/B Analysis for a Recommendation Model

Estimated completion time: 14 min.

Overview

In this tutorial, you will learn how to retrospectively compare the behavior of two different models.

By the end of this tutorial you will know how to:

  • Set up an A/B application

  • Analyze production data

Prerequisites

Set Up an A/B Application

Prepare a model for uploading

requirements.txt
lightfm==1.15
numpy~=1.18
joblib~=0.15
train_model.py
import sys
import joblib
from lightfm import LightFM
from lightfm.datasets import fetch_movielens
if __name__ == "__main__":
no_components = int(sys.argv[1])
print(f"Number of components is set to {no_components}")
# Load the MovieLens 100k dataset. Only five
# star ratings are treated as positive.
data = fetch_movielens(min_rating=5.0)
# Instantiate and train the model
model = LightFM(no_components=no_components, loss='warp')
model.fit(data['train'], epochs=30, num_threads=2)
# Save the model
joblib.dump(model, "model.joblib")
src/func_main.py
import joblib
import numpy as np
from lightfm import LightFM
# Load model once
model: LightFM = joblib.load("/model/files/model.joblib")
# Get all item ids
item_ids = np.arange(0, 1682)
def get_top_rank_item(user_id):
# Calculate scores per item id
y = model.predict(user_ids=[user_id], item_ids=item_ids)
# Pick top 3
top_3 = y.argsort()[:-4:-1]
# Return {'top_1': ..., 'top_2': ..., 'top_3': ...}
return dict([(f"top_{i + 1}", item_id) for i, item_id in enumerate(top_3)])
setup_runtime.sh
apt install --yes gcc
pip install -r requirements.txt
serving.yaml
kind: Model
name: movie_rec
runtime: hydrosphere/serving-runtime-python-3.7:2.3.2
install-command: chmod a+x setup_runtime.sh && ./setup_runtime.sh
payload:
- src/
- requirements.txt
- model.joblib
- setup_runtime.sh
contract:
name: get_top_rank_item
inputs:
user_id:
shape: scalar
type: int64
outputs:
top_1:
shape: scalar
type: int64
top_2:
shape: scalar
type: int64
top_3:
shape: scalar
type: int64

Upload Model A

We train and upload our model with 5 components as movie_rec:v1

python train_model.py 5
hs upload

Upload Model B

Next, we train and upload a new version of our original model with 20 components as movie_rec:v2

python train_model.py 20
hs upload

We can check that we have multiple versions of our model by running:

hs model list

Create an Application

To create an A/B deployment we need to create an Application with a single execution stage consisting of two model variants. These model variants are our Model A and Model B correspondingly.

The following code will create such an application:

from hydrosdk import ModelVersion, Cluster
from hydrosdk.application import ApplicationBuilder, ExecutionStageBuilder
cluster = Cluster('http://localhost')
model_a = ModelVersion.find(cluster, "movie_rec", 1)
model_b = ModelVersion.find(cluster, "movie_rec", 2)
stage_builder = ExecutionStageBuilder()
stage = stage_builder.with_model_variant(model_version=model_a, weight=50). \
with_model_variant(model_version=model_b, weight=50). \
build()
app = ApplicationBuilder(cluster, "movie-ab-app").with_stage(stage).build()

Invoking movie-ab-app

We'll simulate production data flow by repeatedly asking our model for recommendations.

import numpy as np
from hydrosdk import Cluster, Application
from tqdm.auto import tqdm
cluster = Cluster("http://localhost", grpc_address="localhost:9090")
app = Application.find(cluster, "movie-ab-app")
predictor = app.predictor()
user_ids = np.arange(0, 943)
for uid in tqdm(np.random.choice(user_ids, 2000, replace=True)):
result = predictor.predict({"user_id": uid})

Analyze production data

Read Data from parquet

Each request-response pair is stored in S3 (or in minio if deployed locally) in parquet files. We'll use fastparquet package to read these files and use s3fs package to connect to S3.

import fastparquet as fp
import s3fs
s3 = s3fs.S3FileSystem(client_kwargs={'endpoint_url': 'http://localhost:9000'},
key='minio', secret='minio123')
# The data is stored in `feature-lake` bucket by default
# Lets print files in this folder
s3.ls("feature-lake/")

The only file in the feature-lake folder is ['feature-lake/movie_rec']. Data stored in S3 is stored under the following path: feature-lake/MODEL_NAME/MODEL_VERSION/YEAR/MONTH/DAY/*.parquet

# We fetch all parquet files with glob
version_1_paths = s3.glob("feature-lake/movie_rec/1/*/*/*/*.parquet")
version_2_paths = s3.glob("feature-lake/movie_rec/2/*/*/*/*.parquet")
myopen = s3.open
# use s3fs as the filesystem to read parquet files into a pandas dataframe
fp_obj = fp.ParquetFile(version_1_paths, open_with=myopen)
df_1 = fp_obj.to_pandas()
fp_obj = fp.ParquetFile(version_2_paths, open_with=myopen)
df_2 = fp_obj.to_pandas()

Now that we have loaded the data, we can start analyzing it.

Compare production data with new labeled data

To compare differences between model versions we'll use two metrics:

  1. Latency - we compare the time delay between the request received and the response produced.

  2. Mean Top-3 Hit Rate - we compare recommendations to those the user has rated. If they match then increase the hit rate by 1. Do this for the complete test set to get the hit rate.

Latencies

Let's calculate the 95th percentile of our latency distributions per model version and plot them. Latencies are stored in the _hs_latency column in our dataframes.

latency_v1 = df_1._hs_latency
latency_v2 = df_2._hs_latency
p95_v1 = latency_v1.quantile(0.95)
p95_v2 = latency_v2.quantile(0.95)

In our case, the output was 13.0ms against 12.0ms. Results may differ.

Furthermore, we can visualize our data. To plot latency distribution we'll use the Matplotlib library.

import matplotlib.pyplot as plt
# Resize the canvas
plt.gcf().set_size_inches(10, 5)
# Plot latency histograms
plt.hist(latency_v1, range=(0, 20),
normed=True, bins=20, alpha=0.6, label="Latency Model v1")
plt.hist(latency_v2, range=(0, 20),
normed=True, bins=20, alpha=0.6, label="Latency Model v2")
# Plot previously computed percentiles
plt.vlines(p95_v1, 0, 0.1, color="#1f77b4",
label="95th percentile for model version 1")
plt.vlines(p95_v2, 0, 0.1, color="#ff7f0e",
label="95th percentile for model version 2")
plt.legend()
plt.title("Latency Comparison between v1 and v2")

Mean Top-3 Hit Rate

Next, we'll calculate hit rates. To do so, we need new labeled data. For recommender systems, this data is usually available after a user has clicked\watched\liked\rated the item we've recommended to him. We'll use the test part of movielens as labeled data.

To measure how well our models were recommending movies we'll use a hit rate metric. It calculates how many movies users have watched and rated with 4 or 5 out of 3 movies recommended to him.

from lightfm.datasets import fetch_movielens
test_data = fetch_movielens(min_rating=5.0)['test']
test_data = test_data.toarray()
# Dict with model version as key and mean hit rate as value
mean_hit_rate = {}
for version, df in {"v1": df_1, "v2": df_2}.items():
# Dict with user id as key and hit rate as value
hit_rates = {}
for x in df.itertuples():
hit_rates[x.user_id] = 0
for top_x in ("top_1", "top_2", "top_3"):
hit_rates[x.user_id] += test_data[x.user_id, getattr(x, top_x)] >= 4
mean_hit_rate[version] = round(sum(hit_rates.values()) / len(hit_rates), 3)

In our case the mean_hit_rate variable is {'v1': 0.137, 'v2': 0.141} . Which means that the second model version is better in terms of hit rate.

You have successfully completed the tutorial! 🚀

Now you know how to read and analyze automatically stored data.