Machine learning (ML) pipelines for model training and validation typically include preprocessing, such as data cleaning and feature engineering, prior to training an ML model. Preprocessing combines relational algebra and user-defined functions (UDFs), while model training uses iterations and linear algebra. Current systems are tailored to either of the two. As a consequence, preprocessing and ML steps are optimized in isolation. To enable holistic optimization of ML training pipelines, we present Lara, a declarative domainspecific language for collections and matrices. Lara's intermediate representation (IR) re ects on the complete program, i.e., UDFs, control ow, and both data types. Two views on the IR enable diverse optimizations. Monads enable operator pushdown and fusion across type and loop boundaries. Combinators provide the semantics of domainspecific operators and optimize data access and cross-validation of ML algorithms. Our experiments on preprocessing pipelines and selected ML algorithms show the effects of our proposed optimizations on dense and sparse data, which achieve speedups of up to an order of magnitude.

Advanced data analysis typically requires some form of preprocessing in order to extract and transform data before processing it with machine learning and statistical analysis techniques. Pre-processing pipelines are naturally expressed in dataflow APIs (e.g., MapReduce, Flink, etc.), while machine learning is expressed in linear algebra with iterations. Programmers therefore perform end-to-end data analysis utilizing multiple programming paradigms and systems. This impedance mismatch not only hinders productivity but also prevents optimization opportunities, such as sharing of physical data layouts (e.g., partitioning) and data structures among different parts of a data analysis program. The goal of this work is twofold. First, it aims to alleviate the impedance mismatch by allowing programmers to author complete end-to-end programs in one engine-independent language that is automatically parallelized. Second, it aims to enable joint optimizations over both relational and linear algebra. To achieve this goal, we present the design of Lara, a deeply embedded language in Scala which enables authoring scalable programs using two abstract data types (DataBag and Matrix) and control flow constructs. Programs written in Lara are compiled to an intermediate representation (IR) which enables optimizations across linear and relational algebra. The IR is finally used to compile code for different execution engines.