| -- ============================================================================== | |
| -- 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 | |