Integrating MATLAB Analytics into Business-Critical Applications Marta Wilczkowiak Senior Applications Engineer MathWorks

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Transcription:

Integrating MATLAB Analytics into Business-Critical Applications Marta Wilczkowiak Senior Applications Engineer MathWorks 2015 The MathWorks, Inc. 1

Problem statement Democratization: Is it possible to make the results and insights from these analytics available to all stakeholders in an organization? Agility: Is it possible to accelerate the development of data analytics? Production: Is it possible to build data analytics algorithms in a scalable manner that is suitable for production usage and rigor? 2

Nothing new In 1454 Gutenberg put his press to commercial use The printing press was an important step towards the democratization of knowledge [ ] Now that more people had access to knowledge both new and old, more people could discuss these works [ ] On the other hand, the printing press was criticized for allowing the dissemination of information which may have been incorrect. https://en.wikipedia.org/wiki/printing_press 3

Taking MATLAB analytics into production Development Lightweight processes Visualization Access to data Expressive language Integration with best-in-class tools 4

Taking MATLAB analytics into production Development Production Lightweight processes Visualization Access to data Expressive language Integration with best-in-class tools Reliability Maintainability Usability Extendibility Portability Readability 5

Taking MATLAB analytics into production Development Code preparation Testing Production 6

Taking MATLAB analytics into production Development Code preparation Testing Production 7

Example: code preparation Task: Make analytics developed in MATLAB available to Excel users Input: Time series from race track - Time stamp - Latitude - Longitude - RPM - Forward acceleration - Lateral acceleration Output: Lap statistics - Lap number, start and duration - Statistics per lap: max RPM, max forward acceleration, max lateral acceleration 8

Example: code preparation What needs to be deployed? Access to initial data: NO Exploratory calculations: NO Exploratory visualisation: NO Interactive parameter tuning: NO Computation of lap stats: YES 9

Example: code preparation Still to address: Interleaved data access, processing and visualisation What should be the input/output of the deployed functions? What are the code dependencies? Performance optimisation 10

Code preparation step 1: decouple code layers Presentation (Client) Logic (Algorithm) Data 11

Code preparation step 2: fit into production context Presentation (Client) Logic (Algorithm) Microsoft Excel Web Layers tools, scale, performance Interfaces types, scale, performance Dependencies state, configuration Data 13

Taking MATLAB analytics into production Development Code preparation Testing Production 14

Testing: is it just a stage? Development Code preparation Testing Production Check whether results look correct Write a script to check if results are within predicted bands Write code to check whether results stay the same after code optimization Write a formal suite of tests covering your code Run tests automatically User acceptance Operations 15

Example: testing Source Control Report - Test results - Coverage - Comments - 16

Taking MATLAB analytics into production Prototyping Code preparation Testing Production 17

MATLAB deployment targets MATLAB MATLAB Compiler MATLAB Compiler SDK Standalone Application Excel Add-in C/C ++.NET MATLAB Production Server Hadoop Python Java MATLAB Compiler enables sharing MATLAB programs without integration programming MATLAB Compiler SDK provides implementation and platform flexibility for software developers MATLAB Production Server provides the most efficient development path for secure and scalable web and enterprise applications 18

The range of application platforms 19

What is MATLAB Production Server? Web Applications Web Server MATLAB Production Server Portfolio Optimization Excel Desktop Applications Application Server Pricing Risk Analytics Database Server 20

MATLAB analytics with Microsoft Excel Microsoft Excel Microsoft Excel Microsoft Excel MATLAB Production Server MATLAB Develop MATLAB Refine Analytics Test 21

Reference Architecture MATLAB analytics with TIBCO Spotfire 22

MATLAB analytics with TIBCO Spotfire 23

Reference diagram Mobile Web Desktop MathWorks. MPSExtension TIBCO Spotfire Web Player MathWorks. MPSExtension HTTP(s) MATLAB Production Server MATLAB Analytics TIBCO Spotfire Server 24

Reference Architecture MATLAB analytics with Microsoft SQL Server 25

MATLAB analytics with Microsoft SQL Server Microsoft SQL Server Off-Database ODBC/JDBC Driver On-Database Processes Transactions ODBC JDBC C# Common Language Runtime(CLR) Database Toolbox.NET Assembly MATLAB Component Runtime MPS Client Library MATLAB MATLABProduction Server Devel op MATLAB Refin Analytics e Test MATLAB Compiler SDK 26

Integration with production systems: benefits Rapid development and deployment of MATLAB analytics MATLAB Analytics expressed in MATLAB with nearly all available toolbox functionality Robust, scalable analytics available to entire organization MATLAB Compiler SDK MATLAB Production Server Microsoft Excel, Spotfire, SQL server MATLAB MATLABProduction Server Devel op MATLAB Refin Analytics e Test 28

Conclusions: MATLAB analytics in production Democratization: Yes. Integrate analytics with enterprise systems Agility: Yes. Access and explore data from within MATLAB during prototype development Establish process allowing rapid iterations between ideas and production system Production Quality: Yes. MATLAB products and services provide a single-stack solution when used with supporting technologies to address production data analytics demands 29

Related talks / demo stations Demo: Web Apps Powered by MATLAB Track 1: Tackling Big Data with MATLAB 30

Taking MATLAB analytics into production Prototyping Code preparation Testing Production Agility Lightweight processes Visualization Access to data Expressive highlevel language Architecture Code optimization Data scalability Class system Error handling Verification and validation Correctness Performance Test-driven development Reliability Maintainability Usability Extendibility Portability Readability Integration with best-in-class tools 31