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-- In-Database Machine Learning (Ch.6)
-- CLO6: ML bằng SQL, Feature Store, Model Drift Detection
-- ==============================================================================
-- Syntax: BigQuery ML compatible (dùng cho presentation/documentation)
-- PostgreSQL equivalent comments included
-- ==============================================================================
-- ============================================================
-- 1. FEATURE STORE TABLE
-- ============================================================
CREATE TABLE IF NOT EXISTS feature_store_customer (
customer_key INTEGER PRIMARY KEY,
-- RFM features
recency_days INTEGER,
frequency INTEGER,
monetary DECIMAL(12, 2),
-- Behavioral features
avg_order_value DECIMAL(10, 2),
avg_delivery_days DECIMAL(5, 1),
late_delivery_pct DECIMAL(5, 4),
avg_review_score DECIMAL(3, 2),
pct_credit_card DECIMAL(5, 4),
avg_installments DECIMAL(4, 1),
avg_items_per_order DECIMAL(4, 1),
-- Temporal features
days_since_first INTEGER,
preferred_hour SMALLINT,
preferred_day SMALLINT,
weekend_order_pct DECIMAL(5, 4),
-- Segment
rfm_segment VARCHAR(30),
-- Metadata
feature_version VARCHAR(10) DEFAULT 'v1.0',
computed_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
);
-- Populate feature store
INSERT INTO feature_store_customer (
customer_key, recency_days, frequency, monetary,
avg_order_value, avg_delivery_days, late_delivery_pct, avg_review_score,
pct_credit_card, avg_installments, avg_items_per_order,
days_since_first, preferred_hour, preferred_day, weekend_order_pct
)
SELECT
f.customer_key,
-- RFM
EXTRACT(DAY FROM (MAX(f.purchase_timestamp) -
(SELECT MAX(purchase_timestamp) FROM fact_orders)))::INTEGER * -1 AS recency_days,
COUNT(DISTINCT f.order_id) AS frequency,
SUM(f.total_price + f.total_freight) AS monetary,
-- Behavioral
AVG(f.total_price + f.total_freight) AS avg_order_value,
AVG(f.delivery_days) AS avg_delivery_days,
SUM(CASE WHEN f.is_late_delivery THEN 1 ELSE 0 END)::DECIMAL / NULLIF(COUNT(*), 0) AS late_delivery_pct,
AVG(f.review_score) AS avg_review_score,
SUM(CASE WHEN f.payment_type = 'credit_card' THEN 1 ELSE 0 END)::DECIMAL / NULLIF(COUNT(*), 0) AS pct_credit_card,
AVG(f.payment_installments) AS avg_installments,
AVG(f.item_count) AS avg_items_per_order,
-- Temporal
EXTRACT(DAY FROM (MAX(f.purchase_timestamp) - MIN(f.purchase_timestamp)))::INTEGER AS days_since_first,
MODE() WITHIN GROUP (ORDER BY EXTRACT(HOUR FROM f.purchase_timestamp)) AS preferred_hour,
MODE() WITHIN GROUP (ORDER BY EXTRACT(DOW FROM f.purchase_timestamp)) AS preferred_day,
SUM(CASE WHEN EXTRACT(DOW FROM f.purchase_timestamp) IN (0, 6) THEN 1 ELSE 0 END)::DECIMAL
/ NULLIF(COUNT(*), 0) AS weekend_order_pct
FROM fact_orders f
WHERE f.customer_key IS NOT NULL
GROUP BY f.customer_key
ON CONFLICT (customer_key) DO UPDATE SET
recency_days = EXCLUDED.recency_days,
frequency = EXCLUDED.frequency,
monetary = EXCLUDED.monetary,
computed_at = CURRENT_TIMESTAMP;
-- ============================================================
-- 2. IN-DATABASE ML: Satisfaction Prediction (BigQuery ML syntax)
-- ============================================================
-- Train logistic regression model
-- BigQuery ML:
/*
CREATE OR REPLACE MODEL `ecommerce.satisfaction_model`
OPTIONS(
model_type = 'LOGISTIC_REG',
input_label_cols = ['is_satisfied'],
auto_class_weights = TRUE,
max_iterations = 20,
l2_reg = 0.01
) AS
SELECT
delivery_days,
delivery_delay_days,
CAST(is_late_delivery AS INT64) AS is_late,
total_price,
total_freight,
total_freight / NULLIF(total_price, 0) AS freight_ratio,
item_count,
payment_installments,
CASE WHEN review_score >= 4 THEN 1 ELSE 0 END AS is_satisfied
FROM `ecommerce.fact_orders`
WHERE delivery_days IS NOT NULL AND review_score IS NOT NULL;
-- Evaluate
SELECT * FROM ML.EVALUATE(MODEL `ecommerce.satisfaction_model`);
-- Predict on new orders
SELECT
order_id,
predicted_is_satisfied,
predicted_is_satisfied_probs
FROM ML.PREDICT(
MODEL `ecommerce.satisfaction_model`,
(SELECT * FROM `ecommerce.new_orders_features`)
);
-- Feature importance
SELECT * FROM ML.WEIGHTS(MODEL `ecommerce.satisfaction_model`)
ORDER BY ABS(weight) DESC;
*/
-- PostgreSQL equivalent: Use PL/Python or external model
-- Here we simulate with a scoring function:
CREATE OR REPLACE FUNCTION predict_satisfaction(
p_delivery_days DECIMAL,
p_price DECIMAL,
p_freight_ratio DECIMAL,
p_is_late BOOLEAN
) RETURNS DECIMAL AS $$
DECLARE
score DECIMAL;
BEGIN
-- Simple logistic regression approximation
-- (In production, load sklearn model via PL/Python)
score := 1.0 / (1.0 + EXP(-(
2.5
- 0.05 * LEAST(p_delivery_days, 30)
- 0.001 * LEAST(p_price, 1000)
- 1.5 * LEAST(p_freight_ratio, 1.0)
- 1.0 * CASE WHEN p_is_late THEN 1 ELSE 0 END
)));
RETURN ROUND(score, 4);
END;
$$ LANGUAGE plpgsql;
-- Usage: Score all orders
-- SELECT order_id, delivery_days, total_price,
-- predict_satisfaction(delivery_days, total_price,
-- total_freight/NULLIF(total_price,0), is_late_delivery) AS satisfaction_prob
-- FROM fact_orders
-- WHERE satisfaction_prob < 0.3; -- Flag at-risk orders
-- ============================================================
-- 3. MODEL DRIFT DETECTION
-- ============================================================
CREATE TABLE IF NOT EXISTS model_monitoring (
monitoring_id SERIAL PRIMARY KEY,
model_name VARCHAR(50),
check_date DATE,
metric_name VARCHAR(50),
metric_value DECIMAL(10, 4),
baseline_value DECIMAL(10, 4),
drift_detected BOOLEAN DEFAULT FALSE,
alert_message TEXT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
);
-- Monthly drift check: compare feature distributions
-- PSI (Population Stability Index) approximation
/*
WITH baseline AS (
-- Training period features
SELECT
AVG(delivery_days) AS avg_delivery,
STDDEV(delivery_days) AS std_delivery,
AVG(total_price) AS avg_price,
AVG(CASE WHEN is_late_delivery THEN 1 ELSE 0 END) AS late_rate
FROM fact_orders
WHERE purchase_timestamp < '2018-06-01'
),
current_period AS (
-- Recent period
SELECT
AVG(delivery_days) AS avg_delivery,
STDDEV(delivery_days) AS std_delivery,
AVG(total_price) AS avg_price,
AVG(CASE WHEN is_late_delivery THEN 1 ELSE 0 END) AS late_rate
FROM fact_orders
WHERE purchase_timestamp >= '2018-06-01'
)
INSERT INTO model_monitoring (model_name, check_date, metric_name, metric_value, baseline_value, drift_detected, alert_message)
SELECT
'satisfaction_model', CURRENT_DATE, 'delivery_days_mean',
c.avg_delivery, b.avg_delivery,
ABS(c.avg_delivery - b.avg_delivery) / NULLIF(b.std_delivery, 0) > 2,
CASE WHEN ABS(c.avg_delivery - b.avg_delivery) / NULLIF(b.std_delivery, 0) > 2
THEN 'DRIFT DETECTED: delivery_days shifted by ' ||
ROUND(ABS(c.avg_delivery - b.avg_delivery), 1) || ' days'
ELSE 'OK'
END
FROM baseline b, current_period c;
*/
-- ============================================================
-- 4. AUTOML STYLE: Try multiple model types
-- ============================================================
-- BigQuery ML supports auto model selection:
/*
CREATE OR REPLACE MODEL `ecommerce.auto_satisfaction_model`
OPTIONS(
model_type = 'AUTOML_CLASSIFIER',
input_label_cols = ['is_satisfied'],
budget_hours = 1.0,
optimization_objective = 'MAXIMIZE_AU_ROC'
) AS
SELECT ... FROM training_data;
*/
-- ============================================================
-- 5. DEPLOY AS UDF
-- ============================================================
-- The predict_satisfaction function above serves as UDF
-- Can be used directly in SQL queries:
-- SELECT order_id, customer_key,
-- predict_satisfaction(delivery_days, total_price,
-- total_freight / NULLIF(total_price, 0), is_late_delivery) AS sat_prob
-- FROM fact_orders
-- WHERE order_status = 'shipped' -- Score in-flight orders
-- ORDER BY sat_prob ASC
-- LIMIT 50;
-- → Top 50 orders likely to get bad reviews → proactive customer service
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