sklearn and large datasets

Question

I have a dataset of 22 GB. I would like to process it on my laptop. Of course I can\'t load it in memory.

I use a lot sklearn but for much smaller datasets.

In

Answer 1

I find it interesting that you have chosen to use Python for statistical analysis rather than R however, I would start by putting my data into a format that can handle such large datasets. The python h5py package is fantastic for this kind of storage - allowing very fast access to your data. You will need to chunk up your data in reasonable sizes say 1 million element chunks e.g. 20 columns x 50,000 rows writing each chunk to the H5 file. Next you need to think about what kind of model you are running - which you haven't really specified.

The fact is that you will probably have to write the algorithm for model and the machine learning cross validation because the data is large. Start by writing an algorithm to summarize the data, so that you know what you am looking at. Then once you decide what model you want to run you will need to think about what the cross validation will be. Put in a "column" into each chunk of the data set that denotes which validation set each row belongs to. You many choose to label each chunk to a particular validation set.

Next you will need to write a map reduce style algorithm to run your model on the validation subsets. The alternative is simply to run models on each chunk of each validation set and average the result (consider the theoretical validity of this approach).

Consider using spark, or R and rhdf5 or something similar. I haven't supplied any code because this is a project rather than just a simple coding question.

Answer 2

I've used several scikit-learn classifiers with out-of-core capabilities to train linear models: Stochastic Gradient, Perceptron and Passive Agressive and also Multinomial Naive Bayes on a Kaggle dataset of over 30Gb. All these classifiers share the partial_fit method which you mention. Some behave better than others though.

You can find the methodology, the case study and some good resources in of this post: http://www.opendatascience.com/blog/riding-on-large-data-with-scikit-learn/

Answer 3

I think sklearn is fine for larger data. If your chosen algorithms support partial_fit or an online learning approach then you're on track. One thing to be aware of is that your chunk size may influence your success.

This link may be useful... Working with big data in python and numpy, not enough ram, how to save partial results on disc?

I agree that h5py is useful but you may wish to use tools that are already in your quiver.

Another thing you can do is to randomly pick whether or not to keep a row in your csv file...and save the result to a .npy file so it loads quicker. That way you get a sampling of your data that will allow you to start playing with it with all algorithms...and deal with the bigger data issue along the way(or not at all! sometimes a sample with a good approach is good enough depending on what you want).

Answer 4

You may want to take a look at Dask or Graphlab

• http://dask.pydata.org/en/latest/

• https://turi.com/products/create/

They are similar to pandas but working on large scale data (using out-of-core dataframes). The problem with pandas is all data has to fit into memory.

Both frameworks can be used with scikit learn. You can load 22 GB of data into Dask or SFrame, then use with sklearn.