-- ============================================================================== -- 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