Machine learning in OCaml or Haskell?
I'm hoping to use either Haskell or OCaml on a new project because R is too slow. I need to be able to use support vectory machines, ideally separating out each execution to run in parallel. I want to use a functional language and I have the feeling that these two are the best so far as performance and elegance are concerned (I like Clojure, but it wasn't as fast in a short test). I am leaning towards OCaml because there appears to be more support for integration with other languages so it could be a better fit in the long run (e.g. OCaml-R).
Does anyone know of a good tutorial for this kind of analysis, or a code example, in either Haskell or OCaml?
Solution 1:
Hal Daume has written several major machine learning algorithms during his Ph.D. (now he is an assistant professor and rising star in machine learning community)
On his web page, there are a SVM, a simple decision tree and a logistic regression all in OCaml. By reading these code, you can have a feeling how machine learning models are implemented in OCaml.
Another good example of writing basic machine learning models is Owl library for scientific and numeric computations in OCaml.
I'd also like to mention F#, a new .Net language similar to OCaml. Here's a factor graph model written in F# analyzing Chess play data. This research also has a NIPS publication.
While FP is suitable for implementing machine learning and data mining models. But what you can get here most is NOT performance. It is right that FP supports parallel computing better than imperative languages, like C# or Java. But implementing a parallel SVM, or decision tree, has very little relation to do with the language! Parallel is parallel. The numerical optimizations behind machine learning and data mining are usually imperative, writing them pure-functionally is usually hard and less efficient. Making these sophisticated algorithms parallel is very hard task in the algorithm level, not in the language level. If you want to run 100 SVM in parallel, FP helps here. But I don't see the difficulty running 100 libsvm parallel in C++, not to consider that the single thread libsvm is more efficient than a not-well-tested haskell svm package.
Then what do FP languages, like F#, OCaml, Haskell, give?
Easy to test your code. FP languages usually have a top-level interpreter, you can test your functions on the fly.
Few mutable states. This means that passing the same parameter to a function, this function always gives the same result, thus debugging is easy in FPs.
Code is succinct. Type inference, pattern matching, closures, etc. You focus more on the domain logic, and less on the language part. So when you write the code, your mind is mainly thinking about the programming logic itself.
Writing code in FPs is fun.
Solution 2:
The only problem I can see is that OCaml doesn't really support multicore parallelism, while GHC has excellent support and performance. If you're looking to use multiple threads of execution, on multiple calls, GHC Haskell will be a lot easier.
Secondly, the Haskell FFI is more powerful (that is, it does more with less code) than OCaml's, and more libraries are avaliable (via Hackage: http://hackage.haskell.org ) so I don't think foreign interfaces will be a deciding factor.
Solution 3:
As far as multi-language integration goes, combining C and Haskell is remarkably easy, and I say this as someone who is (unlike dons) not really much of an expert on either. Any other language that integrates well with C shouldn't be much trickier; you can always fall back to a thin interface layer in C if nothing else. For better or worse, C is still the lingua franca of programming, so Haskell is more than acceptable for most cases.
...but. You say you're motivated by performance issues, and want to use "a functional language". From this I infer you're not previously familiar with the languages you ask about. Among Haskell's defining features are that it, by default, uses non-strict evaluation and immutable data structures--which are both incredibly useful in many ways, but it also means that optimizing Haskell for performance is often dramatically different from other languages, and well-honed instincts may lead you astray in baffling ways. You may want to browse performance-related topics on the Haskell wiki to get a feel for the issues.
Which isn't to say that you can't do what you want in Haskell--you certainly can. Both laziness and immutability can in fact be exploited for performance benefits (Chris Okasaki's thesis provides some nice examples). But be aware that there'll be a bit of a learning curve when it comes to dealing with performance.
Both Haskell and OCaml provide the lovely benefits of using an ML-family language, but for most programmers, OCaml is likely to offer a gentler learning curve and better immediate results.