Knowing the performance of an AI model is key to confidently delivering superior AI products. As such, it’s common practice for supervised learning models to set aside a specific dataset for evaluation during the training phase of our model.
While this evaluation process is quite valuable and usually helps determine if the model is good enough, it’s not without its drawbacks.
The primary issue here is that the evaluation might not provide accurate performance metrics. Moreover, there’s a wide array of data errors that could come into play, for instance, leaking information either through features or over time. Consequently, if such data errors occur, they could quickly lead to inaccurate performance metrics, making the evaluation reports misleading or invalid. As a result, the most precise way to gauge a model’s performance is through monitoring it in production.
However, evaluating the model performance in production can often be down-prioritized or an afterthought. Potentially ending up in a situation where we never add evaluation in production.
Yet, the concept of evaluating models in production is, in essence, straightforward.
What is needed?
There are two things needed to measure performance in production.
- The predictions
- The ground truths
We will already have the ground truth stored somewhere for most classification and regression models, as it is likely that we have trained a model ourselves using some version of a decision tree or regression model.
Furthermore, we hopefully have the predictions stored somewhere as we will need to serve them to the end user. However, the predictions and ground truths can be stored in different locations or data sources if using a microservice architecture, making it a bit more tricky.
One solution will be to ingest the predictions in a data warehouse or data lake. However, we must still set up data loaders and create processes that combine the data.
Another solution would be to use something like gantry.io that generates evaluation reports for you. However, this means you must send your data to a third-party service, which is not always possible or acceptable.
Therefore, I wanted to create a solution that enables easy evaluation of AI models in production using the business’s existing infrastructure.
Taxi ETA model
Let’s look at an example of a Taxi ETA model and how we could evaluate performance in production.
Imagine we have a PostgreSQL table that contains a list of trips taken, where they started, where they ended, and the duration of the trip. Therefore, we can use the duration as the ground truth.
Furthermore, we store the predictions in another table containing the predicted duration, a timestamp of when it was predicted, and the model used. Therefore, we now have the location of our predictions as well.
But how should we model this?
I will use aligned
for this, so let’s start modeling the ground truth.
from aligned import PostgreSQLConfig, UUID, Int32
db = PostgreSQLConfig(env_var="PSQL_URL")
@feature_view(
name="trip",
batch_source=db.table("trips")
)
class Trip:
trip_id = UUID().as_entity()
duration = Int32()
number_of_passengers = Int32()
The code above defines the schema we have stored in the Postgres database named trips
. At the same time, we have specified that we will select the features using trip_id
as the “identifier” or entity.
However, we have not yet defined our duration
column as the ground truth. Mapping the ground truth is done in our model definition.
from aligned import model_contract, Float, UUID, EventTimestamp
from trips import Trip, db
trip = Trip()
@model_contract(
name="trip_duration",
features=[trip.number_of_passengers, ...],
predictions_source=db.table("trip_predictions")
)
class PredictedTrips:
trip_id = UUID().as_entity()
predicted_duration = trip.duration.as_regression_label()
Again, the above code defines a model contract where we list the features that we use as input to the model, the table used to store the predictions in, that we will query the predictions using the trip_id
, and that the trip.duration
column is the label that we predict.
Evaluate the model
The above code has everything that we need. We have defined where we store our ground truths, predictions and that the duration
column is the target for our regression model. However, now we need to evaluate the predictions.
from sklearn.metrics import mean_squared_error
from aligned import FeatureStore, PostgreSQLConfig
store = FeatureStore.from_dir(".")
db = PostgreSQLConfig("PSQL_URL")
entities = db.fetch("""
SELECT trip_id
FROM finished_trips_view
""")
eval = await store.model("trip_duration")\
.with_labels()\
.predictions_for(entities)\
.to_pandas()
mse = mean_square_error(eval.predictions, eval.ground_truths)
In the above example, will we select the instances where a ground truth exists, join the predictions for them, and the ground truths themselves.
Our response from the database contains all of the data in one data frame but nicely separates the different information for us. They make it easy to compute metrics using the attributes of ground_truths
and predictions
.
Conclusion
Evaluation is an essential part of AI applications. However, evaluating how well our models perform in production can often be down-prioritised, even though this is the most accurate metric for our model, as data leakage is way less likely in such an environment.
Furthermore, using the aligned
package makes it easy to define the relationship between our ground truths and predictions. While also defining where we to fetch the different information. Such a setup makes it easier to load the data needed to evaluate our models living in production.