Bayesian models and half a million cores - what're you waiting for?
The Ampersand Data Science team had a challenge: their Bayesian statistical models needed more than half a million core-hours of runtime, regularly, if they were to get an answer fast enough for it to be useful to their customers.
Scaling to a million core or more isn’t really a challenge now (thanks to Amazon EC2). The hard part is all the code pipelines and plumbing - and the management of the entire thing when it’s in flight.
Daniel Gerlanc (Senior Director for Data Science) and Jeffrey Enos (Senior Machine Learning Engineer) swung by the Tech Shorts virtual watercooler to tell us how it worked, what was most surprising, and which bits made all the difference.
There’s also a blog that was posted last week which talks to some of this too. Worth a read: https://aws.amazon.com/blogs/hpc/bayesian-ml-models-at-scale-with-aws-batch/
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