用类似SQL的语法自动生成预测模型训练数据,省去人工提取标签的麻烦。
Predictive Query Language: A Domain-Specific Language for Predictive Modeling on Relational Databases
- 通过声明式查询直接定义预测任务,自动计算训练标签。
- 支持分类、回归、时序预测等多类任务,已在金融反欺诈等场景落地。
- 提供小规模低延迟与大规模处理两种实现,适应不同场景需求。
在关系型数据库上进行预测建模的目的是预测未来或缺失的数值,例如用户的未来购买行为、患者的再入院风险或金融交易是否为欺诈。这类预测通常依赖机器学习方法,广泛应用于推荐系统、金融反欺诈、供应链优化等场景,每天产生数十亿次预测。然而,训练机器学习模型需手动从数据库中提取训练样本(预测对象与目标标签),过程耗时、繁琐且易出错。本文提出预测查询语言(Predictive Query Language, PQL),一种类SQL的声明式语言,用于在关系型数据库上定义预测任务。PQL允许通过单一声明式查询指定预测任务,自动计算各类机器学习任务(如回归、分类、时间序列预测、推荐系统)的训练标签。PQL已成功集成并应用于多个实际案例,涵盖金融欺诈检测、商品推荐和工作负载预测等。其设计灵活性通过两种实现验证:一种适用于小规模低延迟场景,另一种可处理大规模数据库。
原文摘要 · Abstract (English)
The purpose of predictive modeling on relational data is to predict future or missing values in a relational database, for example, future purchases of a user, risk of readmission of the patient, or the likelihood that a financial transaction is fraudulent. Typically powered by machine learning methods, predictive models are used in recommendations, financial fraud detection, supply chain optimization, and other systems, providing billions of predictions every day. However, training a machine learning model requires manual work to extract the required training examples - prediction entities and target labels - from the database, which is slow, laborious, and prone to mistakes. Here, we present the Predictive Query Language (PQL), an SQL-inspired declarative language for defining predictive tasks on relational databases. PQL allows specifying a predictive task in a single declarative query, enabling the automatic computation of training labels for a large variety of machine learning tasks, such as regression, classification, time-series forecasting, and recommender systems. PQL is already successfully integrated and used in a collection of use cases as part of a predictive AI platform. The versatility of the language can be demonstrated through its many ongoing use cases, including financial fraud, item recommendations, and workload prediction. We demonstrate its versatile design through two implementations; one for small-scale, low-latency use and one that can handle large-scale databases.
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