A finance company has developed a machine learning (ML) model to enhance its investment strategy. The model uses various sources of data about stock, bond, and commodities markets. The model has been approved for production. A data engineer must ensure that the data being used to run ML decisions is accurate, complete, and trustworthy. The data engineer must automate the data preparation for the model’s production deployment. possible solutions?
To meet the requirements of ensuring accurate, complete, and trustworthy data for the machine learning (ML) model used in the finance company’s investment strategy, as well as automating data preparation for production deployment, several components need to be considered. Here’s a solution that encompasses these aspects:
- Data Pipeline with Data Quality Checks:
- Develop a data pipeline using AWS Glue, which is a fully managed extract, transform, and load (ETL) service.
- Use AWS Glue to automate the extraction, transformation, and loading of data from various sources (stock markets, bond markets, commodities markets) into a data lake or data warehouse.
- Implement data quality checks within the AWS Glue ETL jobs to ensure the accuracy and completeness of the data.
- Data quality checks can include validation of data types, checking for missing values, detecting outliers, and ensuring consistency across datasets.
- Utilize AWS Glue’s built-in capabilities or custom Python scripts for implementing these data quality checks.
- Data Catalog and Metadata Management:
- Leverage AWS Glue’s Data Catalog to catalog and organize metadata about the datasets used in the ML model.
- The Data Catalog provides a centralized metadata repository that facilitates data discovery, lineage tracking, and governance.
- Automatically populate the Data Catalog with metadata extracted from the data sources during the ETL process using AWS Glue crawlers.
- Maintain comprehensive metadata such as data schema, data lineage, and data ownership to ensure transparency and traceability.
- Scheduled ETL Jobs and Monitoring:
- Schedule AWS Glue ETL jobs to run at regular intervals to keep the data up-to-date for ML model training and inference.
- Set up monitoring and alerting mechanisms to track the execution of ETL jobs and detect any anomalies or failures.
- Use AWS CloudWatch metrics and alarms to monitor the health and performance of the data pipeline, including job completion status and data quality metrics.
- Integration with ML Pipeline:
- Integrate the data pipeline with the ML pipeline for seamless data flow from data ingestion to model training and inference.
- Use AWS services such as Amazon SageMaker for building, training, and deploying ML models.
- Ensure that the ML pipeline consumes the curated and validated datasets prepared by the data pipeline for making investment decisions.
By implementing this solution, the finance company can automate the data preparation process, ensure the accuracy and completeness of the data used by the ML model, and maintain trustworthiness in the investment strategy. The combination of AWS Glue’s ETL capabilities, Data Catalog, and integration with ML pipelines provides a robust solution for managing data for ML-based investment strategies.