When working with data it’s important to understand when it is correct. If there is a time dimension, then it can be difficult to know when variation is normal. Anomaly detection is a useful tool to address these challenges, but a difficult one to do well. In this episode Smit Shah and Sayan Chakraborty share the work they have done on Luminaire to make anomaly detection easier to work with. They explain the complexities inherent to working with time series data, the strategies that they have incorporated into Luminaire, and how they are using it in their data pipelines to identify errors early. If you are working with any kind of time series then it’s worth giving Luminaure a look.
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- Your host as usual is Tobias Macey and today I’m interviewing Smit Shah and Sayan Chakraborty about Luminaire, a machine learning based package for anomaly detection on timeseries data
- How did you get introduced to Python?
- Can you start by describing what Luminaire is and how the project got started?
- Where does the name come from?
- How does Luminaire compare to other frameworks for working with timeseries data such as Prophet?
- What are the main use cases that Luminaire is powering at Zillow?
- What are some of the complexities inherent to anomaly detection that are non-obvious at first glance?
- How are you addressing those challenges in Luminaire?
- Can you describe how Luminaire is implemented?
- How has the design of the project evolved since it was first started?
- What was the motivation for releasing Luminaire as open source?
- For someone who is using Luminaire, what is the process for training and deploying a model with it?
- What are some common ways that it is used within a larger system?
- How do sustained anomalies such as the current pandemic affect the work of identifying other sources of meaningful outliers?
- What are some of the most interesting, innovative, or unexpected ways that you have seen Luminaire being used?
- What are some of the most interesting, unexpected, or challening lessons that you have learned while building and using Luminaire?
- When is Luminaire the wrong choice?
- What do you have planned for the future of the project?
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- Anomaly Detection
- Facebook Prophet
- IEEE Big Data Conference
- Unsupervised Learning
- ARIMA (Autoregressive Integrated Moving Average) Model