Off-policy evaluation can leverage logged data to estimate the effectiveness of new policies in e-commerce, search engines, media streaming services, or automatic diagnostic tools in healthcare. However, the performance of baseline off-policy estimators like IPS deteriorates when the logging policy significantly differs from the evaluation policy. Recent work proposes sharing information across similar actions to mitigate this problem. In this work, we propose an alternative estimator that shares information across similar contexts using clustering. We study the theoretical properties of the proposed estimator, characterizing its bias and variance under different conditions. We also compare the performance of the proposed estimator and existing approaches in various synthetic problems, as well as a real-world recommendation dataset. Our experimental results confirm that clustering contexts improves estimation accuracy, especially in deficient information settings.

Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not provide well-calibrated predictive uncertainties, which prevents their use for decision making in high-risk applications. The Bayesian treatment is known to improve predictive uncertainty calibration, but previously proposed Bayesian GBM methods are either computationally expensive, or resort to crude approximations. Variational inference is often used to implement Bayesian neural networks, but is difficult to apply to GBMs, because the decision trees used as weak learners are non-differentiable. In this paper, we propose to implement Bayesian GBMs using variational inference with soft decision trees, a fully differentiable alternative to standard decision trees introduced by Irsoy et al. Our experiments demonstrate that variational soft trees and variational soft GBMs provide useful uncertainty estimates, while retaining good predictive performance. The proposed models show higher test likelihoods when compared to the state-of-the-art Bayesian GBMs in 7/10 tabular regression datasets and improved out-of-distribution detection in 5/10 datasets.

Modern companies and institutions rely on data to guide every single decision. Missing or incorrect information seriously compromises any decision process. In previous work, we presented Deequ, a Spark-based library for automating the verification of data quality at scale. Deequ provides a declarative API, which combines common quality constraints with user-defined validation code, and thereby enables "unit tests for data". However, we found that the previous computational model of Deequ is not flexible enough for many scenarios in modern data pipelines, which handle large, partitioned datasets. Such scenarios require the evaluation of dataset-level quality constraints after individual partition updates, without having to re-read already processed partitions. Additionally, such scenarios often require the verification of data quality on select combinations of partitions. We therefore present a differential generalization of the computational model of Deequ, based on algebraic states with monoid properties. We detail how to efficiently implement the corresponding operators and aggregation functions in Apache Spark. Furthermore, we show how to optimize the resulting workloads to minimize the required number of passes over the data, and empirically validate that our approach decreases the runtimes for updating data metrics under data changes and for different combinations of partitions.

Modern companies and institutions rely on data to guide every single decision. Missing or incorrect information seriously compromises any decision process. We demonstrate "Deequ", an Apache Spark-based library for automating the verification of data quality at scale. This library provides a declarative API, which combines common quality constraints with user-defined validation code, and thereby enables "unit tests for data". Deequ is available as open source, meets the requirements of production use cases at Amazon, and scales to datasets with billions of records if the constraints to evaluate are chosen carefully. Our demonstration walks attendees through a fictitious business use case of validating daily product reviews from a public dataset, and is executed in a proprietary interactive notebook environment. We show attendees how to define data unit tests from automatically suggested constraints and how to create customized tests. Additionally, we demonstrate how to apply Deequ to validate incrementally growing datasets, and give examples of how to configure anomaly detection algorithms on time series of data quality metrics to further automate the data validation.

With the growing importance of machine learning (ML) algorithms for practical applications, reducing data quality problems in ML pipelines has become a major focus of research. In many cases missing values can break data pipelines which makes completeness one of the most impactful data quality challenges. Current missing value imputation methods are focusing on numerical or categorical data and can be difficult to scale to datasets with millions of rows. We release DataWig, a robust and scalable approach for missing value imputation that can be applied to tables with heterogeneous data types, including unstructured text. DataWig combines deep learning feature extractors with automatic hyperparameter tuning. This enables users without a machine learning background, such as data engineers, to impute missing values with minimal effort in tables with more heterogeneous data types than supported in existing libraries, while requiring less glue code for feature engineering and offering more flexible modelling options. We demonstrate that DataWig compares favourably to existing imputation packages. Source code, documentation, and unit tests for this package are available at: https://github.com/awslabs/datawig

The success of applications that process data critically depends on the quality of the ingested data. Completeness of a data source is essential in many cases. Yet, most missing value imputation approaches suffer from severe limitations. They are almost exclusively restricted to numerical data, and they either offer only simple imputation methods or are difficult to scale and maintain in production. Here we present a robust and scalable approach to imputation that extends to tables with non-numerical values, including unstructured text data in diverse languages. Experiments on public data sets as well as data sets sampled from a large product catalog in different languages (English and Japanese) demonstrate that the proposed approach is both scalable and yields more accurate imputations than previous approaches. Training on data sets with several million rows is a matter of minutes on a single machine. With a median imputation F1 score of 0.93 across a broad selection of data sets our approach achieves on average a 23-fold improvement compared to mode imputation. While our system allows users to apply state-of-the-art deep learning models if needed, we find that often simple linear n-gram models perform on par with deep learning methods at a much lower operational cost. The proposed method learns all parameters of the entire imputation pipeline automatically in an end-to-end fashion, rendering it attractive as a generic plugin both for engineers in charge of data pipelines where data completeness is relevant, as well as for practitioners without expertise in machine learning who need to impute missing values in tables with non-numerical data.

Modern companies and institutions rely on data to guide every single business process and decision. Missing or incorrect information seriously compromises any decision process downstream. Therefore, a crucial, but tedious task for everyone involved in data processing is to verify the quality of their data. We present a system for automating the verification of data quality at scale, which meets the requirements of production use cases. Our system provides a declarative API, which combines common quality constraints with user-defined validation code, and thereby enables 'unit tests' for data. We efficiently execute the resulting constraint validation workload by translating it to aggregation queries on Apache Spark. Our platform supports the incremental validation of data quality on growing datasets, and leverages machine learning, e.g., for enhancing constraint suggestions, for estimating the 'predictability' of a column, and for detecting anomalies in historic data quality time series. We discuss our design decisions, describe the resulting system architecture, and present an experimental evaluation on various datasets.