Nikhil Muralidhar, Sathappan Muthiah, Patrick Butler, Naren Ramakrishnan

Abstract

We describe lessons learned from developing and deploying machine learning models at scale across the enterprise in a range of financial analytics applications. These lessons are presented in the form of antipatterns. Just as design patterns codify best software engineering practices, antipatterns provide a vocabulary to describe defective practices and methodologies. Here we catalog and document numerous antipatterns in financial ML operations (MLOps). Some antipatterns are due to technical errors, while others are due to not having sufficient knowledge of the surrounding context in which ML results are used. By providing a common vocabulary to discuss these situations, our intent is that antipatterns will support better documentation of issues, rapid communication between stakeholders, and faster resolution of problems. In addition to cataloging antipatterns, we describe solutions, best practices, and future directions toward MLOps maturity.

People

Patrick Butler


Nikhil Muralidhar


Naren Ramakrishnan


Publication Details

Date of publication:
June 30, 2021
Journal:
Cornell University
Publication note:

Nikhil Muralidhar, Sathappan Muthiah, Patrick Butler, Manish Jain, Yu Yu, Katy Burne, Weipeng Li, David Jones, Prakash Arunachalam, Hays 'Skip' McCormick, Naren Ramakrishnan: Using AntiPatterns to avoid MLOps Mistakes. CoRR abs/2107.00079 (2021)