Magpie: Python at Speed and Scale using Cloud Backends

Python has become overwhelmingly popular for ad-hoc data analysis, and Pandas dataframes have quickly become the de facto standard  API for data science. However, performance and scaling to large datasets remain significant challenges. This is in stark contrast with the  world of databases, where decades of investments have led to both sub-millisecond latencies for small queries and many orders of  magnitude better scalability for large analytical queries. Furthermore, databases offer enterprise-grade features (e.g., transactions, fine-grained access control, tamper-proof logging, encryption) as well as a mature ecosystem of tools in modern clouds. In this paper, we bring together the ease of use and versatility of Python environments with the enterprise-grade, high-performance query processing of cloud database systems. We describe a system we are building, coined Magpie, which exposes the popular Pandas API while lazily pushing large chunks of computation into scalable, efficient, and secured database engines. Magpie assists the data scientist by automatically selecting the most efficient engine (e.g., SQL DW, SCOPE, Spark) in cloud environments that offer multiple engines atop a data lake. Magpie’s common data layer virtually eliminates data transfer costs across potentially many such engines. We describe experiments pushing Python dataframe programs into the SQL DW, Spark, and SCOPE query engines. An initial analysis of our production workloads suggest that over a quarter of the computations in our internal analytics clusters could be optimized through Magpie by picking the optimal backend.