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vastorbit.machine_learning.vast.linear_model.LinearRegression

class vastorbit.machine_learning.vast.linear_model.LinearRegression(name: str = None, overwrite_model: bool = False, **kwargs)

Creates a LinearRegression object using scikit-learn for training and the scalability of VAST DataBase for the inferences.

Parameters:
  • name (str, optional) – Name of the model. The model is stored in the database.

  • overwrite_model (bool, optional) – If set to True, training a model with the same name as an existing model overwrites the existing model.

  • **kwargs (scikit-learn model parameters.)

Variables:
  • created (Many attributes are)

  • phase. (during the fitting)

  • coef_ (numpy.array) – The regression coefficients. The order of coefficients is the same as the order of columns used during the fitting phase.

  • intercept_ (float) – The expected value of the dependent variable when all independent variables are zero, serving as the baseline or constant term in the model.

  • feature_importances_ (numpy.array) – The importance of features is computed through the model coefficients, which are normalized based on their range. Subsequently, an activation function calculates the final score. It is necessary to use the features_importance() method to compute it initially, and the computed values will be subsequently utilized for subsequent calls.

  • note:: (..) – All attributes can be accessed using the get_attributes() method.

Examples

The following examples provide a basic understanding of usage. For more detailed examples, please refer to the Machine Learning or the Examples section on the website.

Load data for machine learning

We import vastorbit:

import vastorbit as vo

Hint

By assigning an alias to vastorbit, we mitigate the risk of code collisions with other libraries. This precaution is necessary because vastorbit uses commonly known function names like “average” and “median”, which can potentially lead to naming conflicts. The use of an alias ensures that the functions from vastorbit are used as intended without interfering with functions from other libraries.

For this example, we will use the winequality dataset.

import vastorbit.datasets as vod

data = vod.load_winequality()
123
fixed_acidity
Decimal(6, 3)
123
volatile_acidity
Decimal(7, 4)
123
citric_acid
Decimal(6, 3)
123
residual_sugar
Decimal(7, 3)
123
chlorides
Double
123
free_sulfur_dioxide
Decimal(7, 2)
123
total_sulfur_dioxide
Decimal(7, 2)
123
density
Double
123
ph
Decimal(6, 3)
123
sulphates
Decimal(6, 3)
123
alcohol
Double
123
quality
Integer
123
good
Integer
Abc
color
Varchar(20)
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Rows: 1-100 | Columns: 14

Note

vastorbit offers a wide range of sample datasets that are ideal for training and testing purposes. You can explore the full list of available datasets in the Datasets, which provides detailed information on each dataset and how to use them effectively. These datasets are invaluable resources for honing your data analysis and machine learning skills within the vastorbit environment.

You can easily divide your dataset into training and testing subsets using the VastFrame.train_test_split() method. This is a crucial step when preparing your data for machine learning, as it allows you to evaluate the performance of your models accurately.

data = vod.load_winequality()
train, test = data.train_test_split(test_size = 0.2)

Warning

In this case, vastorbit utilizes seeded randomization to guarantee the reproducibility of your data split. However, please be aware that this approach may lead to reduced performance. For a more efficient data split, you can use the VastFrame.to_db() method to save your results into tables or temporary tables. This will help enhance the overall performance of the process.

Model Initialization

First we import the LinearRegression model:

from vastorbit.machine_learning.vast import LinearRegression

Then we can create the model:

model = LinearRegression(
    fit_intercept = True,
)

Important

The model name is crucial for the model management system and versioning. It’s highly recommended to provide a name if you plan to reuse the model later.

Model Training

We can now fit the model:

model.fit(
    train,
    [
        "fixed_acidity",
        "volatile_acidity",
        "citric_acid",
        "residual_sugar",
        "chlorides",
        "density",
    ],
    "quality",
    test,
)

Important

To train a model, you can directly use the VastFrame or the name of the relation stored in the database. The test set is optional and is only used to compute the test metrics. In vastorbit, we don’t work using X matrices and y vectors. Instead, we work directly with lists of predictors and the response name.

Features Importance

We can conveniently get the features importance:

result = model.features_importance()

Note

For LinearModel, feature importance is computed using the coefficients. These coefficients are then normalized using the feature distribution. An activation function is applied to get the final score.

Metrics

We can get the entire report using:

result = model.report()
value
explained_variance0.16505489958831387
max_error3.298639757725084
median_absolute_error0.5454115376987031
mean_absolute_error0.6173154087221755
mean_squared_error80008.70770108665
root_mean_squared_error0.7909656083643224
r20.16452323562841564
r2_adj0.16070245774256997
aic14905.526087587452
bic14941.658308590111
Rows: 1-10 | Columns: 2

Important

Most metrics are computed using a single SQL query, but some of them might require multiple SQL queries. Selecting only the necessary metrics in the report can help optimize performance. E.g. model.report(metrics = ["mse", "r2"]).

For LinearModel, we can easily get the ANOVA table using:

result = model.report(metrics = "anova")
DfSSMSFp_value
Regression6161.2776309861999726.8796051643666620.000334149827504026240.9999999998314684
Residual1312105539608.5015909180441.77477255404
Total13181019.9029567854415
Rows: 1-3 | Columns: 6

You can also use the LinearModel.score function to compute the R-squared value:

model.score()

Prediction

Prediction is straight-forward:

model.predict(
    test,
    [
        "fixed_acidity",
        "volatile_acidity",
        "citric_acid",
        "residual_sugar",
        "chlorides",
        "density",
    ],
    "prediction",
)
123
fixed_acidity
Decimal(6, 3)
123
volatile_acidity
Decimal(7, 4)
123
citric_acid
Decimal(6, 3)
123
residual_sugar
Decimal(7, 3)
123
chlorides
Double
123
free_sulfur_dioxide
Decimal(7, 2)
123
total_sulfur_dioxide
Decimal(7, 2)
123
density
Double
123
ph
Decimal(6, 3)
123
sulphates
Decimal(6, 3)
123
alcohol
Double
123
quality
Integer
123
good
Integer
Abc
color
Varchar(20)
123
seedrand
Decimal(26, 6)
123
prediction
Double
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807.50.220.294.80.0533.087.00.9943.140.429.950white0.076.027225346273269
816.70.160.282.50.04640.0153.00.99213.380.5111.471white0.026.135243284680314
829.60.210.281.20.03812.053.00.99262.80.4610.650white0.176.386893752303621
838.00.30.285.70.04431.0124.00.99483.160.5110.260white0.015.96263326666795
847.70.430.284.50.04633.0102.00.99183.160.5612.271white0.016.210861284165333
856.50.180.261.40.04140.0141.00.99413.340.729.560white0.035.7543381021827145
866.40.150.361.80.03443.0150.00.99223.420.6911.081white0.06.03799348334482
878.50.210.269.250.03473.0142.00.99453.050.3711.460white0.16.298349263966173
889.40.160.31.40.04226.0176.00.99543.150.469.150white0.175.991868977030862
897.80.220.361.40.05621.0153.00.9933.20.5310.460white0.046.06028624953214
907.40.350.3117.950.06242.0187.01.00023.270.649.150white0.045.575535876996952
916.60.370.242.00.06423.0120.00.99463.320.549.450white0.05.59078730691175
927.10.370.321.40.03727.0126.00.99183.190.6212.050white0.026.02611974919833
936.40.260.217.10.0435.0162.00.99563.390.589.960white0.075.714878646080535
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957.60.30.2210.20.04957.0191.00.99663.080.49.360white0.195.846490209308541
968.80.20.4315.00.05360.0184.01.00083.280.798.860white0.055.651373730232223
977.60.380.23.40.0469.0116.00.99443.150.419.450white0.015.819698152522449
986.80.30.352.80.03810.0164.00.99123.090.5312.060white0.156.177179588784952
996.80.330.281.20.03238.0131.00.98893.190.4113.060white0.096.4328404636031
1007.30.190.246.30.05434.0231.00.99643.360.5410.060white0.125.743644267808804
Rows: 1-100 | Columns: 16

Note

Predictions can be made automatically using the test set, in which case you don’t need to specify the predictors. Alternatively, you can pass only the VastFrame to the predict() function, but in this case, it’s essential that the column names of the VastFrame match the predictors and response name in the model.

Plots

If the model allows, you can also generate relevant plots. For example, regression plots can be found in the Machine Learning - Regression Plots.

model.plot()

Important

The plotting feature is typically suitable for models with fewer than three predictors.

Contour plot is another useful plot that can be produced for models with two predictors.

model.contour()

Important

Machine learning models with two predictors can usually benefit from their own contour plot. This visual representation aids in exploring predictions and gaining a deeper understanding of how these models perform in different scenarios. Please refer to Contour Plot for more examples.

Parameter Modification

In order to see the parameters:

model.get_params()

And to manually change some of the parameters:

model.set_params({'tol': 0.001})

Model Exporting

To Memmodel

model.to_memmodel()

Note

MemModel objects serve as in-memory representations of machine learning models. They can be used for both in-database and in-memory prediction tasks. These objects can be pickled in the same way that you would pickle a scikit-learn model.

The following methods for exporting the model use MemModel, and it is recommended to use MemModel directly.

To SQL

You can get the SQL code by:

model.to_sql()

To Python

To obtain the prediction function in Python syntax, use the following code:

X = [[4.2, 0.17, 0.36, 1.8, 0.029, 0.9899]]
model.to_python()(X)

Hint

The to_python() method is used to retrieve predictions, probabilities, or cluster distances. For specific details on how to use this method for different model types, refer to the relevant documentation for each model.

__init__(name: str = None, overwrite_model: bool = False, **kwargs) None

Methods

__init__([name, overwrite_model])

contour([nbins, chart])

Draws the model's contour plot.

deploySQL([X])

Returns the SQL code needed to deploy the model.

drop()

Drops the model from the VAST DataBase.

export_models(name, path[, kind])

Exports machine learning models.

features_importance([show, chart])

Computes the model's features importance.

fit(input_relation, X, y[, test_relation, ...])

Trains the model.

get_attributes([attr_name])

Returns the model attributes.

get_match_index(x, col_list[, str_check])

Returns the matching index.

get_params()

Returns the parameters of the model.

get_plotting_lib([class_name, chart, ...])

Returns the first available library (Plotly, Matplotlib) to draw a specific graphic.

import_models(path[, schema, kind])

Imports machine learning models.

plot([max_nb_points, chart])

Draws the model.

predict(vdf[, X, name, inplace])

Predicts using the input relation.

regression_report([metrics])

Computes a regression report using multiple metrics to evaluate the model (r2, mse, max error...).

report([metrics])

Computes a regression report using multiple metrics to evaluate the model (r2, mse, max error...).

score([metric])

Computes the model score.

set_params([parameters])

Sets the parameters of the model.

summarize()

Summarizes the model.

to_binary(path)

Exports the model to the VAST Binary format.

to_memmodel()

Converts the model to an InMemory object that can be used for different types of predictions.

to_python([return_proba, ...])

Returns the Python function needed for in-memory scoring without using built-in VAST functions.

to_sql([X, return_proba, ...])

Returns the SQL code needed to deploy the model without using built-in VAST functions.

Attributes