Collection of Oracle 21c posts on new Machine Learning and Statistical functions

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Oracle 21c was officially released a few days about and this post contains links to some blog posts I’ve written on new machine learning and statistical functions in the new Oracle 21c.

I also have posts on new OML4Py and AutoML too, and I’ll have a different set of posts for those, so look out them.

Also check out my previous blog post that covers new machine learning feature introduced in Oracle 19c.

Measuring Kurtosis of Data in Oracle (21c)

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Kurtosis is a new analytics function in Oracle 21c (20c) and is one of a set of commonly used statistical functions used to evaluate data to see and understand the behavior of the data.

[See my previous post where I give examples of the new Skewness functions]

Kurtosis is the measurement of the tails of the data distribution and its comparison with that of normal distribution. The Kurtosis of the normal distribution is said to be 3. To make interpenetrating results easier (a Zero) kurtosis measure for gaussian/normal distribution by subtracting 3 from its value, this is called Excess Kurtosis. Kurtosis can be used to describe the height or the breath of the distributions, when compared to a normal distributions, although this is not theoretically correct, it gives a simpler explanation and visualization of it. The following diagram gives an example of a normal distribution, a plot of Positive Kurtosis and Negative Kurtosis.

Prior to the new Kurtosis SQL functions (KURTOSIS_POP and KURTOSIS_SAMP), you had to calculate the Kurtosis value manually using something like the following SQL. These use the same data and attributes set used for the Skewness examples.

select avg(KV) K_value
from (select power((age - avg(age) over ())/stddev(age) over (), 4) KV 
      from cust_data)
union all
select avg(KV) K_value
from (select power((duration - avg(duration) over ())/stddev(duration) over (), 4) KV 
      from cust_data);


These don’t include the subtraction of 3 to give a zero kurtosis, and these values can be compared to the data distribution charts shown in the Skewness post.

Now with the new Kurtosis functions it simplifies the tasks of getting these values.

SELECT kurtosis_pop(age), kurtosis_samp(age) 
FROM bank_additional
union all
SELECT kurtosis_pop(duration), kurtosis_samp(duration) 
FROM bank_additional;

------------------   -----------------------------------------
 0.791069803527387    0.79131153115443467194451597661213420763
20.245334438614832   20.24793801497878942299945619307526969226

As you can see the Kurtosis function have the subtraction include.

As with the Skewness functions, the SAMP version works on a sample of the data values and as the number inputs increases, and differences between the POP and SAMP will reduce.







Measuring Skewness of Data in Oracle (21c)

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When analyzing data you will look at using a variety of different statistical functions to explore variable data insights.

One of these is the Skewness of the data.

Skewness is a measure of the asymmetry of the probability distribution about its mean. This looks a the tail of the data, with a positive value indicating the tail on the right side of the distribution, and a negative value when the tail is on the left hand side. A zero value indicates the tails on both side balance out, as shown in the following image.

Depiction of positive skewness, skewness, and negative skewness.

Most SQL dialects support Skewness using with an inbuilt function. But if it doesn’t then you would need to write your own version of the calculation, for example using the following.

SELECT avg(SV) S_value
FROM   (SELECT  power((age – avg(age) over ())/stddev(age) over (), 3) SV
        FROM    cust_data)

Here are charts illustrating the data in my table. These include the distributions for the AGE and DURATION attributes.

We can see the data is skewed. When we run the above code we get the following values.

Age = 0.78

Duration = 3.26

We can see the skewness of Duration is significantly longer, giving a positive value as the skewness is to the right.

In Oracle 21s we now have new Skewness functions called SKEWNESS_POP and SKEWNESS_SAMP.  The POP version of the function considers all records, where as the SAMP function considers a sample of the records. When your data set grows into many millions of records the SKEWNESS_SAMP will give a quicker response as it works with a sample of the data set

Both functions will give similar values but at the number of input records the returned values will returned will converge.

SELECT skewness_pop(age), skewness_samp(age) 
FROM cust_data;
SELECT skewness_pop(duration), skewness_samp(duration) 
FROM cust_data;

Enhanced Window Clause functionality in Oracle 21c (20c)

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Updated: Changed 20c to Oracle 21c, as Oracle 20c Database never really existed 🙂

The Oracle Database has had advanced analytical functions for some time now and with each release we get to have some new additions or some enhancements to existing functionality.

One new enhancement, available and documented in 21c (not yet released at time of writing this), is changing in the way the Window Clause can be defined for analytic functions. Oracle 21c is available on Oracle Cloud as a pre-release for evaluation purposes (but it won’t be available for much longer!). The examples shown below are based on using this 21c pre-release of the database.

NOTE: At this point, no one really knows when or if 20c will be released. I’m sure all the documented 20c new features will be rolled into 21c, whenever that will be released.

Before giving some examples of the new Window Clause functionality, lets have a quick recap on how we could use it up to now (up to 19c database). Here is a simple example of windowing the data by creating partitions based on the distinct values in DEPTNO column

select deptno,
       avg (salary) over (partition by DEPTNO) avg_sal
from employee
order by deptno;













Here we get to see the average salary being calculated for each window partition and being reset for the next windwo partition.

The SQL:2011 standard support the defining of the Window clause in the query block, after defining the list tables for the query. This allows us to define the window clause one and then reference this for analytic function that need it. The following example illustrate this. I’ve take the able query and altered it to have the newer syntax. I’ve highlighted the new or changed code in blue. In the analytic function, the w1 refers to the Window clause defined later, and is more in keeping with how a query is logically processed.

select deptno, 
sum(sal) over (w1) sum_sal
from emp
window w1 as (partition by deptno);

As you would expect we get the same results returned.

This newer syntax is particularly useful when we have many more analytic function in our queries, and some of these are using slightly different windowing. To me it makes it easier to read and to make edits, allowing an edit to be preformed once instead of for each analytic function, and avoids any errors. But making it easier to read and understand is by far the greatest benefit. Here is another example which uses different window clauses using the previous syntax.

SELECT deptno, 
AVG(sal) OVER (PARTITION BY deptno ORDER BY sal) AS avg_dept_sal,
AVG(sal) OVER (PARTITION BY deptno ) AS avg_dept_sal2,
SUM(sal) OVER (PARTITION BY deptno ORDER BY sal desc) AS sum_dept_sal
FROM emp;

Using the newer syntax this gets transformed into the following.

SELECT deptno, 
      AVG(sal) OVER (w1) AS avg_dept_sal,
AVG(sal) OVER (w2) AS avg_dept_sal2,
SUM(sal) OVER (w2) AS avg_dept_sal
FROM emp
window w1 as (PARTITION BY deptno ORDER BY sal),
w2 as (PARTITION BY deptno),
w3 as (PARTITION BY deptno ORDER BY sal desc);

XGBoost in Oracle 20c

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Updated: Changed 20c to Oracle 21c, as Oracle 20c Database never really existed 🙂

Another of the new machine learning algorithms in Oracle 21c Database is called XGBoost. Most people will have come across this algorithm due to its recent popularity with winners of Kaggle competitions and other similar events.

XGBoost is an open source software library providing a gradient boosting framework in most of the commonly used data science, machine learning and software development languages. It has it’s origins back in 2014, but the first official academic publication on the algorithm was published in 2016 by Tianqi Chen and Carlos Guestrin, from the University of Washington.

The algorithm builds upon the previous work on Decision Trees, Bagging, Random Forest, Boosting and Gradient Boosting. The benefits of using these various approaches are well know, researched, developed and proven over many years. XGBoost can be used for the typical use cases of Classification including classification, regression and ranking problems. Check out the original research paper for more details of the inner workings of the algorithm.

Regular machine learning models, like Decision Trees, simply train a single model using a training data set, and only this model is used for predictions. Although a Decision Tree is very simple to create (and very very quick to do so) its predictive power may not be as good as most other algorithms, despite providing model explainability. To overcome this limitation ensemble approaches can be used to create multiple Decision Trees and combines these for predictive purposes. Bagging is an approach where the predictions from multiple DT models are combined using majority voting. Building upon the bagging approach Random Forest uses different subsets of features and subsets of the training data, combining these in different ways to create a collection of DT models and presented as one model to the user. Boosting takes a more iterative approach to refining the models by building sequential models with each subsequent model is focused on minimizing the errors of the previous model. Gradient Boosting uses gradient descent algorithm to minimize errors in subsequent models. Finally with XGBoost builds upon these previous steps enabling parallel processing, tree pruning, missing data treatment, regularization and better cache, memory and hardware optimization. It’s commonly referred to as gradient boosting on steroids.

The following three images illustrates the differences between Decision Trees, Random Forest and XGBoost.

The XGBoost algorithm in Oracle 20c has over 40 different parameter settings, and with most scenarios the default settings with be fine for most scenarios. Only after creating a baseline model with the details will you look to explore making changes to these. Some of the typical settings include:

  • Booster =  gbtree
  • #rounds for boosting = 10
  • max_depth = 6
  • num_parallel_tree = 1
  • eval_metric = Classification error rate  or  RMSE for regression


As with most of the Oracle in-database machine learning algorithms, the setup and defining the parameters is really simple. Here is an example of minimum of parameter settings that needs to be defined.

   -- delete previous setttings
   DELETE FROM banking_xgb_settings;

   INSERT INTO BANKING_XGB_SETTINGS (setting_name, setting_value)
   VALUES (dbms_data_mining.algo_name, dbms_data_mining.algo_xgboost);

   -- For 0/1 target, choose binary:logistic as the objective.
   INSERT INTO BANKING_XGB_SETTINGS (setting_name, setting_value)
   VALUES (dbms_data_mining.xgboost_objective, 'binary:logistic);



To create an XGBoost model run the following.

      model_name          => 'BANKING_XGB_MODEL',
      mining_function     => dbms_data_mining.classification,
      data_table_name     => 'BANKING_72K',
      case_id_column_name => 'ID',
      target_column_name  => 'TARGET',
      settings_table_name => 'BANKING_XGB_SETTINGS');

That’s all nice and simple, as it should be, and the new model can be called in the same manner as any of the other in-database machine learning models using functions like PREDICTION, PREDICTION_PROBABILITY, etc.

One of the interesting things I found when experimenting with XGBoost was the time it took to create the completed model. Using the default settings the following table gives the time taken, in seconds to create the model.

As you can see it is VERY quick even for large data sets and gives greater predictive accuracy.