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BUILDING	
  A	
  SMARTER	
  APPLICATION	
  
Tom	
  Kraljevic	
  
tomk@h2o.ai	
  
H2O	
  World	
  2015	
  
Nov.	
  9,	
  2015	
  
	
  
(+	
  help	
  from	
  Amy	
  and	
  Prithvi)	
  
BUILDING	
  A	
  SMARTER	
  APPLICATION	
  
Q:	
   	
  What	
  is	
  a	
  Smarter	
  ApplicaKon?	
  
A:	
   	
  An	
  applicaKon	
  that	
  learns	
  from	
  data	
  
	
   	
  [From	
  rules-­‐based	
  to	
  model-­‐based]	
  
	
  
Topics:	
  
o Combining	
  applicaKons	
  with	
  models	
  
o Deploying	
  models	
  into	
  producKon	
  
	
  
Target	
  audience:	
  
o  Developers	
  adding	
  Machine	
  Learning	
  to	
  apps	
  
o  Data	
  Scien0sts/DevOps	
  puYng	
  models	
  into	
  producKon	
  
RESOURCES	
  ON	
  THE	
  WEB	
  
•  Slides	
  and	
  material	
  for	
  this	
  talk	
  
o GitHub	
  h2oai/h2o-­‐world-­‐2015-­‐training	
  
•  tutorials/building-­‐a-­‐smarter-­‐applicaKon	
  
•  Source	
  code	
  
o GitHub	
  h2oai/app-­‐consumer-­‐loan 	
  	
  
•  H2O	
  Tibshirani	
  release	
  (on	
  USB)	
  
o h^p://h2o.ai/download	
  
•  Generated	
  POJO	
  model	
  Javadoc	
  
o h^p://h2o-­‐release.s3.amazonaws.com/h2o/rel-­‐
Kbshirani/3/docs-­‐website/h2o-­‐genmodel/javadoc/
index.html	
  
A	
  CONCRETE	
  USE	
  CASE	
  
•  We’re	
  building	
  a	
  consumer	
  loan	
  app	
  
•  The	
  end-­‐user	
  is	
  applying	
  for	
  a	
  loan	
  
•  Imagine	
  the	
  website	
  is	
  a	
  lender	
  
•  Should	
  a	
  loan	
  be	
  offered?	
  
•  Two	
  predicKve	
  models	
  
o Is	
  the	
  loan	
  predicted	
  to	
  be	
  bad	
  (yes/no)	
  
o If	
  no,	
  what	
  is	
  the	
  interest	
  rate	
  to	
  be	
  offered?	
  

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Machine Learning Interpretability - Mateusz Dymczyk - H2O AI World London 2018
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This talk was recorded in London on Oct 30, 2018 and can be viewed here: https://youtu.be/p4iAnxwC_Eg The good news is building fair, accountable, and transparent machine learning systems is possible. The bad news is it��s harder than many blogs and software package docs would have you believe. The truth is nearly all interpretable machine learning techniques generate approximate explanations, that the fields of eXplainable AI (XAI) and Fairness, Accountability, and Transparency in Machine Learning (FAT/ML) are very new, and that few best practices have been widely agreed upon. This combination can lead to some ugly outcomes! This talk aims to make your interpretable machine learning project a success by describing fundamental technical challenges you will face in building an interpretable machine learning system, defining the real-world value proposition of approximate explanations for exact models, and then outlining the following viable techniques for debugging, explaining, and testing machine learning models Mateusz is a software developer who loves all things distributed, machine learning and hates buzzwords. His favourite hobby data juggling. He obtained his M.Sc. in Computer Science from AGH UST in Krakow, Poland, during which he did an exchange at L’ECE Paris in France and worked on distributed flight booking systems. After graduation he move to Tokyo to work as a researcher at Fujitsu Laboratories on machine learning and NLP projects, where he is still currently based.

STEPS	
  TO	
  BUILDING	
  A	
  SMARTER	
  APP	
  
Step	
  1:	
  	
  Picking	
  the	
  quesKon	
  your	
  model	
  will	
  answer	
  
Step	
  2:	
  	
  Using	
  your	
  data	
  to	
  build	
  a	
  model	
  
Step	
  3:	
  	
  ExporKng	
  the	
  generated	
  model	
  as	
  a	
  Java	
  POJO	
  
Step	
  4:	
  	
  Compiling	
  the	
  model	
  
Step	
  5:	
  	
  HosKng	
  the	
  model	
  in	
  a	
  servlet	
  container	
  
Step	
  6:	
  	
  Running	
  the	
  JavaScript	
  app	
  in	
  a	
  browser	
  
Step	
  7:	
  	
  Using	
  a	
  REST	
  API	
  to	
  make	
  predicKons	
  
Step	
  8:	
  	
  IncorporaKng	
  the	
  predicKon	
  into	
  your	
  applicaKon	
  
THE	
  DATA	
  
•  Lending	
  club	
  loans	
  from	
  2007	
  to	
  June	
  2015	
  
•  Only	
  loans	
  that	
  have	
  a	
  known	
  good	
  or	
  bad	
  
outcome	
  are	
  used	
  to	
  build	
  the	
  model	
  
•  163,987	
  rows	
  
•  15	
  columns	
  
DATA	
  DICTIONARY	
  
Predictor	
  Variable	
   DescripBon	
   Units	
  
loan_amnt	
   Requested	
  loan	
  amount	
   US	
  dollars	
  
term	
   Loan	
  term	
  length	
   months	
  
emp_length	
   Employment	
  length	
   years	
  
home_ownership	
   Housing	
  status	
   categorical	
  
annual_inc	
   Annual	
  income	
   US	
  dollars	
  
verificaKon_status	
   Income	
  verificaKon	
  status	
   categorical	
  
purpose	
   Purpose	
  for	
  the	
  loan	
   categorical	
  
addr_state	
   State	
  of	
  residence	
   categorical	
  
dK	
   Debt	
  to	
  income	
  raKo	
   %	
  
delinq_2yrs	
   Number	
  of	
  delinquencies	
  in	
  the	
  past	
  2	
  years	
   integer	
  
revol_uKl	
   Revolving	
  credit	
  line	
  uKlized	
   %	
  
total_acc	
   Total	
  accounts	
  (number	
  of	
  credit	
  lines)	
   integer	
  
longest_credit_length	
   Age	
  of	
  oldest	
  acKve	
  account	
   years	
  
Response	
  Variable	
   DescripBon	
   Model	
  Category	
  
bad_loan	
   Is	
  this	
  loan	
  likely	
  to	
  be	
  bad?	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
  	
   Binomial	
  classificaKon	
  
int_rate	
   What	
  should	
  the	
  interest	
  rate	
  be?	
  	
  	
  	
  	
  	
   Regression	
  
WORKFLOW	
  FOR	
  THIS	
  APP	
  
Edit	
  form	
  
field	
  value	
  
Get	
  
PredicKons	
  
Bad	
  
Loan?	
  
Visit	
  web	
  
page	
  
Declined	
  
Accepted:	
  Show	
  
Interest	
  Rate	
  
Start	
  
Yes No
New data point
(e.g. loan amount, income)
Is the loan predicted to be bad?
What is the interest rate?

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 *
APP	
  ARCHITECTURE	
  DIAGRAM	
  
Back-end
/	
  
	
  	
  	
  	
  	
  (webapp)	
  
	
  	
  	
  	
  	
  html,	
  css,	
  js	
  
	
  
/predict	
  
	
  	
  	
  	
  	
  (servlet)	
  
	
  	
  	
  	
  	
  java	
  
.war file
Jetty servlet container
Front-end
Web browser
Javascript	
  
applicaKon	
  
Port
8080
1. HTTP GET with query parameters (loan_amt, annual_inc, etc.)
1
2
2. JSON response with predictions
MODEL	
  INFORMATION	
  
Bad	
  Loan	
  Model	
  
	
  
Algorithm:	
   	
   	
  GBM	
  
Model	
  category: 	
  Binary	
  
	
   	
   	
   	
  ClassificaKon	
  
ntrees: 	
   	
   	
  100	
  
max_depth: 	
   	
  5	
  
learn_rate: 	
   	
  0.05	
  
AUC	
  on	
  valid: 	
  .685	
  
max	
  F1: 	
   	
   	
  0.202	
  
Interest	
  Rate	
  Model	
  
	
  
Algorithm: 	
   	
  GBM	
  
Model	
  category: 	
  Regression	
  
	
  
ntrees: 	
   	
   	
  100	
  
max_depth: 	
   	
  5	
  
learn_rate: 	
   	
  0.05	
  
	
  
MSE: 	
   	
   	
  11.1	
  
R2: 	
   	
   	
   	
  0.424	
  
SOFTWARE	
  PIECES	
  
•  Offline	
  
o  Gradle 	
  (build)	
  
o  R	
  +	
  H2O	
  (model	
  building)	
  
•  Front-­‐end	
  
o  Web	
  browser	
  
o  JavaScript	
  applicaKon	
  (run	
  in	
  the	
  browser)	
  
•  Back-­‐end	
  
o  Je^y	
  servlet	
  container	
  
o  H2O-­‐generated	
  model	
  POJO	
  (hosted	
  by	
  servlet	
  container)	
  
WHAT	
  YOU	
  NEED	
  FOR	
  HANDS-­‐ON	
  
•  R	
  and	
  the	
  H2O	
  R	
  package	
  (from	
  USB)	
  
•  gradle	
  (from	
  USB)	
  
•  app-­‐consumer-­‐loan	
  (from	
  USB)	
  
o Code	
  and	
  data	
  is	
  self-­‐contained	
  in	
  this	
  directory	
  
I have R
installed
I have H2O
Installed

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HANDS-­‐ON	
  DEMONSTRATION	
  
If	
  you	
  are	
  already	
  running	
  H2O	
  on	
  your	
  laptop,	
  please	
  stop	
  it	
  so	
  the	
  gradle	
  
script	
  runs	
  properly!	
  
	
  
STEP	
  1:	
  	
  Compile	
  and	
  run	
  (From	
  the	
  command	
  line)	
  
	
  
C:>	
  cd	
  pathtoH2OWorld2015USBimage	
  
C:>	
  cd	
  app-­‐consumer-­‐loan	
  
C:>	
  ..gradle-­‐2.8bingradle	
  je^yRunWar	
  
	
  
STEP	
  2:	
  	
  Use	
  the	
  app	
  (In	
  a	
  web	
  browser)	
  
	
  
h^p://localhost:8080	
  
	
  
(Future)	
  STEP	
  3:	
  	
  Rerun	
  without	
  rebuilding	
  the	
  models	
  or	
  recompiling	
  
	
  
C:>	
  ..gradle-­‐2.8bingradle	
  je^yRunWar	
  -­‐x	
  war	
  
	
  
COMMON	
  HANDS-­‐ON	
  ERRORS	
  
•  Common	
  R	
  errors	
  
o R	
  not	
  on	
  PATH	
  
•  Gradle	
  needs	
  to	
  invoke	
  R	
  
o Another	
  H2O	
  is	
  already	
  running	
  
•  the	
  R	
  script	
  can’t	
  find	
  the	
  data	
  in	
  h2o.importFile()	
  
	
  
•  Common	
  Java	
  errors	
  
o Java	
  not	
  installed	
  at	
  all	
  
•  Also,	
  must	
  install	
  a	
  JDK	
  (Java	
  Development	
  Kit)	
  so	
  that	
  the	
  
Java	
  compiler	
  is	
  available	
  (JRE	
  is	
  not	
  sufficient)	
  
o Not	
  connected	
  to	
  the	
  internet	
  
•  Gradle	
  needs	
  to	
  fetch	
  some	
  dependencies	
  from	
  the	
  internet	
  
KEY	
  FILES	
  
•  Offline	
  
o  build.gradle	
  
o  data/loan.csv	
  
o  script.R	
  
•  Front-­‐end	
  
o  src/main/webapp/index.html	
  
o  src/main/webapp/app.js	
  
•  Back-­‐end	
  
o  src/main/java/org/gradle/PredictServlet.java	
  
o  lib/h2o-­‐genmodel.jar	
  (downloaded)	
  
o  src/main/java/org/gradle/BadLoanModel.java	
  (generated)	
  
o  src/main/java/org/gradle/InterestRateModel.java	
  (generated)	
  
POST-­‐DEMO	
  POINTERS	
  
•  POJO	
  Javadoc	
  
o h^p://h2o-­‐release.s3.amazonaws.com/h2o/rel-­‐
Kbshirani/3/docs-­‐website/h2o-­‐genmodel/
javadoc/index.html	
  

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NEXT	
  STEPS:	
  CLOSING	
  THE	
  FEEDBACK	
  LOOP	
  
•  Scoring	
  
o Judging	
  how	
  good	
  the	
  predicKons	
  really	
  are	
  
o Need	
  to	
  get	
  the	
  correct	
  answers	
  from	
  somewhere	
  
•  Storing	
  predicKons	
  (and	
  the	
  correct	
  answers)	
  
o Ouen	
  Hadoop	
  
o This	
  can	
  be	
  a	
  lot	
  of	
  work	
  to	
  organize	
  
NEXT	
  STEPS:	
  RETRAINING	
  AND	
  DEPLOYING	
  
•  Model	
  update	
  frequency	
  
o Need	
  depends	
  on	
  the	
  use	
  case	
  
o Hourly,	
  daily,	
  monthly?	
  
o Time	
  cost	
  of	
  training	
  the	
  model	
  is	
  a	
  factor	
  
•  Hot	
  swapping	
  the	
  model	
  
o SeparaKng	
  front-­‐end	
  and	
  back-­‐end	
  makes	
  this	
  easier	
  
o Java	
  reflecKon	
  for	
  in-­‐process	
  hot-­‐swap	
  
o Load	
  balancer	
  for	
  servlet	
  container	
  hot-­‐swap	
  
RELATED	
  EXAMPLES	
  
•  H2O	
  Generated	
  Model	
  POJO	
  in	
  a	
  Storm	
  bolt	
  
o GitHub:	
  	
  h2oai/h2o-­‐world-­‐2015-­‐training	
  
o tutorials/streaming/storm	
  
•  H2O	
  Generated	
  Model	
  POJO	
  in	
  Spark	
  Streaming	
  
o GitHub:	
  h2oai/sparkling-­‐water	
  
o examples/src/main/scala/org/apache/spark/
examples/h2o/CraigslistJobTitlesStreamingApp.scala	
  
BONUS	
  APP	
  
•  “Ask	
  Craig”	
  app	
  
•  h^p://classify.h2o.ai	
  
•  Uses	
  Spark	
  word2vec,	
  H2O	
  gbm	
  
•  MulKnomial	
  classificaKon	
  problem	
  
o Given	
  the	
  words	
  for	
  a	
  new	
  job	
  posKng,	
  figure	
  out	
  the	
  
right	
  category	
  for	
  the	
  job	
  
•  See	
  H2O.ai	
  blog	
  about	
  this	
  Sparkling	
  Water	
  app	
  
o Do	
  a	
  web	
  search	
  for	
  “h2o	
  ask	
  craig”	
  
•  GitHub:	
  h2oai/app-­‐ask-­‐craig	
  

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Q	
  &	
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•  Thanks	
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•  Send	
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H2O World - Building a Smarter Application - Tom Kraljevic

  • 1. BUILDING  A  SMARTER  APPLICATION   Tom  Kraljevic   tomk@h2o.ai   H2O  World  2015   Nov.  9,  2015     (+  help  from  Amy  and  Prithvi)  
  • 2. BUILDING  A  SMARTER  APPLICATION   Q:    What  is  a  Smarter  ApplicaKon?   A:    An  applicaKon  that  learns  from  data      [From  rules-­‐based  to  model-­‐based]     Topics:   o Combining  applicaKons  with  models   o Deploying  models  into  producKon     Target  audience:   o  Developers  adding  Machine  Learning  to  apps   o  Data  Scien0sts/DevOps  puYng  models  into  producKon  
  • 3. RESOURCES  ON  THE  WEB   •  Slides  and  material  for  this  talk   o GitHub  h2oai/h2o-­‐world-­‐2015-­‐training   •  tutorials/building-­‐a-­‐smarter-­‐applicaKon   •  Source  code   o GitHub  h2oai/app-­‐consumer-­‐loan     •  H2O  Tibshirani  release  (on  USB)   o h^p://h2o.ai/download   •  Generated  POJO  model  Javadoc   o h^p://h2o-­‐release.s3.amazonaws.com/h2o/rel-­‐ Kbshirani/3/docs-­‐website/h2o-­‐genmodel/javadoc/ index.html  
  • 4. A  CONCRETE  USE  CASE   •  We’re  building  a  consumer  loan  app   •  The  end-­‐user  is  applying  for  a  loan   •  Imagine  the  website  is  a  lender   •  Should  a  loan  be  offered?   •  Two  predicKve  models   o Is  the  loan  predicted  to  be  bad  (yes/no)   o If  no,  what  is  the  interest  rate  to  be  offered?  
  • 5. STEPS  TO  BUILDING  A  SMARTER  APP   Step  1:    Picking  the  quesKon  your  model  will  answer   Step  2:    Using  your  data  to  build  a  model   Step  3:    ExporKng  the  generated  model  as  a  Java  POJO   Step  4:    Compiling  the  model   Step  5:    HosKng  the  model  in  a  servlet  container   Step  6:    Running  the  JavaScript  app  in  a  browser   Step  7:    Using  a  REST  API  to  make  predicKons   Step  8:    IncorporaKng  the  predicKon  into  your  applicaKon  
  • 6. THE  DATA   •  Lending  club  loans  from  2007  to  June  2015   •  Only  loans  that  have  a  known  good  or  bad   outcome  are  used  to  build  the  model   •  163,987  rows   •  15  columns  
  • 7. DATA  DICTIONARY   Predictor  Variable   DescripBon   Units   loan_amnt   Requested  loan  amount   US  dollars   term   Loan  term  length   months   emp_length   Employment  length   years   home_ownership   Housing  status   categorical   annual_inc   Annual  income   US  dollars   verificaKon_status   Income  verificaKon  status   categorical   purpose   Purpose  for  the  loan   categorical   addr_state   State  of  residence   categorical   dK   Debt  to  income  raKo   %   delinq_2yrs   Number  of  delinquencies  in  the  past  2  years   integer   revol_uKl   Revolving  credit  line  uKlized   %   total_acc   Total  accounts  (number  of  credit  lines)   integer   longest_credit_length   Age  of  oldest  acKve  account   years   Response  Variable   DescripBon   Model  Category   bad_loan   Is  this  loan  likely  to  be  bad?                                   Binomial  classificaKon   int_rate   What  should  the  interest  rate  be?             Regression  
  • 8. WORKFLOW  FOR  THIS  APP   Edit  form   field  value   Get   PredicKons   Bad   Loan?   Visit  web   page   Declined   Accepted:  Show   Interest  Rate   Start   Yes No New data point (e.g. loan amount, income) Is the loan predicted to be bad? What is the interest rate?
  • 9. APP  ARCHITECTURE  DIAGRAM   Back-end /            (webapp)            html,  css,  js     /predict            (servlet)            java   .war file Jetty servlet container Front-end Web browser Javascript   applicaKon   Port 8080 1. HTTP GET with query parameters (loan_amt, annual_inc, etc.) 1 2 2. JSON response with predictions
  • 10. MODEL  INFORMATION   Bad  Loan  Model     Algorithm:      GBM   Model  category:  Binary          ClassificaKon   ntrees:      100   max_depth:    5   learn_rate:    0.05   AUC  on  valid:  .685   max  F1:      0.202   Interest  Rate  Model     Algorithm:    GBM   Model  category:  Regression     ntrees:      100   max_depth:    5   learn_rate:    0.05     MSE:      11.1   R2:        0.424  
  • 11. SOFTWARE  PIECES   •  Offline   o  Gradle  (build)   o  R  +  H2O  (model  building)   •  Front-­‐end   o  Web  browser   o  JavaScript  applicaKon  (run  in  the  browser)   •  Back-­‐end   o  Je^y  servlet  container   o  H2O-­‐generated  model  POJO  (hosted  by  servlet  container)  
  • 12. WHAT  YOU  NEED  FOR  HANDS-­‐ON   •  R  and  the  H2O  R  package  (from  USB)   •  gradle  (from  USB)   •  app-­‐consumer-­‐loan  (from  USB)   o Code  and  data  is  self-­‐contained  in  this  directory   I have R installed I have H2O Installed
  • 13. HANDS-­‐ON  DEMONSTRATION   If  you  are  already  running  H2O  on  your  laptop,  please  stop  it  so  the  gradle   script  runs  properly!     STEP  1:    Compile  and  run  (From  the  command  line)     C:>  cd  pathtoH2OWorld2015USBimage   C:>  cd  app-­‐consumer-­‐loan   C:>  ..gradle-­‐2.8bingradle  je^yRunWar     STEP  2:    Use  the  app  (In  a  web  browser)     h^p://localhost:8080     (Future)  STEP  3:    Rerun  without  rebuilding  the  models  or  recompiling     C:>  ..gradle-­‐2.8bingradle  je^yRunWar  -­‐x  war    
  • 14. COMMON  HANDS-­‐ON  ERRORS   •  Common  R  errors   o R  not  on  PATH   •  Gradle  needs  to  invoke  R   o Another  H2O  is  already  running   •  the  R  script  can’t  find  the  data  in  h2o.importFile()     •  Common  Java  errors   o Java  not  installed  at  all   •  Also,  must  install  a  JDK  (Java  Development  Kit)  so  that  the   Java  compiler  is  available  (JRE  is  not  sufficient)   o Not  connected  to  the  internet   •  Gradle  needs  to  fetch  some  dependencies  from  the  internet  
  • 15. KEY  FILES   •  Offline   o  build.gradle   o  data/loan.csv   o  script.R   •  Front-­‐end   o  src/main/webapp/index.html   o  src/main/webapp/app.js   •  Back-­‐end   o  src/main/java/org/gradle/PredictServlet.java   o  lib/h2o-­‐genmodel.jar  (downloaded)   o  src/main/java/org/gradle/BadLoanModel.java  (generated)   o  src/main/java/org/gradle/InterestRateModel.java  (generated)  
  • 16. POST-­‐DEMO  POINTERS   •  POJO  Javadoc   o h^p://h2o-­‐release.s3.amazonaws.com/h2o/rel-­‐ Kbshirani/3/docs-­‐website/h2o-­‐genmodel/ javadoc/index.html  
  • 17. NEXT  STEPS:  CLOSING  THE  FEEDBACK  LOOP   •  Scoring   o Judging  how  good  the  predicKons  really  are   o Need  to  get  the  correct  answers  from  somewhere   •  Storing  predicKons  (and  the  correct  answers)   o Ouen  Hadoop   o This  can  be  a  lot  of  work  to  organize  
  • 18. NEXT  STEPS:  RETRAINING  AND  DEPLOYING   •  Model  update  frequency   o Need  depends  on  the  use  case   o Hourly,  daily,  monthly?   o Time  cost  of  training  the  model  is  a  factor   •  Hot  swapping  the  model   o SeparaKng  front-­‐end  and  back-­‐end  makes  this  easier   o Java  reflecKon  for  in-­‐process  hot-­‐swap   o Load  balancer  for  servlet  container  hot-­‐swap  
  • 19. RELATED  EXAMPLES   •  H2O  Generated  Model  POJO  in  a  Storm  bolt   o GitHub:    h2oai/h2o-­‐world-­‐2015-­‐training   o tutorials/streaming/storm   •  H2O  Generated  Model  POJO  in  Spark  Streaming   o GitHub:  h2oai/sparkling-­‐water   o examples/src/main/scala/org/apache/spark/ examples/h2o/CraigslistJobTitlesStreamingApp.scala  
  • 20. BONUS  APP   •  “Ask  Craig”  app   •  h^p://classify.h2o.ai   •  Uses  Spark  word2vec,  H2O  gbm   •  MulKnomial  classificaKon  problem   o Given  the  words  for  a  new  job  posKng,  figure  out  the   right  category  for  the  job   •  See  H2O.ai  blog  about  this  Sparkling  Water  app   o Do  a  web  search  for  “h2o  ask  craig”   •  GitHub:  h2oai/app-­‐ask-­‐craig  
  • 21. Q  &  A   •  Thanks  for  a^ending!   •  Send  follow  up  quesKons  to:   Tom  Kraljevic   tomk@h2o.ai