SQL

MSET (Multivariate State Estimation Technique) in Oracle 20c

Posted on

Oracle 20c Database comes with some new in-database Machine Learning algorithms.

The short name for one of these is called MSET or Multivariate State Estimation Technique. That’s the simple short name. The more complete name is Multivariate State Estimation Technique – Sequential Probability Ratio Test.  That is a long name, and the reason is it consists of two algorithms. The first part looks at creating a model of the training data, and the second part looks at how new data is statistical different to the training data.

 

What are the use cases for this algorithm?  This algorithm can be used for anomaly detection.

Anomaly Detection, using algorithms, is able identifying unexpected items or events in data that differ to the norm. It can be easy to perform some simple calculations and graphics to examine and present data to see if there are any patterns in the data set. When the data sets grow it is difficult for humans to identify anomalies and we need the help of algorithms.

The images shown here are easy to analyze to spot the anomalies and it can be relatively easy to build some automated processing to identify these. Most of these solutions can be considered AI (Artificial Intelligence) solutions as they mimic human behaviors to identify the anomalies, and these example don’t need deep learning, neural networks or anything like that.

Other types of anomalies can be easily spotted in charts or graphics, such as the chart below.

There are many different algorithms available for anomaly detection, and the Oracle Database already has an algorithm called the One-Class Support Vector Machine. This is a variant of the main Support Vector Machine (SVD) algorithm, which maps or transforms the data, using a Kernel function, into space such that the data belonging to the class values are transformed by different amounts. This creates a Hyperplane between the mapped/transformed values and hopefully gives a large margin between the mapped/transformed points. This is what makes SVD very accurate, although it does have some scaling limitations. For a One-Class SVD, a similar process is followed. The aim is for anomalous data to be mapped differently to common or non-anomalous data, as shown in the following diagram.

 

Getting back to the MSET algorithm. Remember it is a 2-part algorithm abbreviated to MSET. The first part is a non-linear, nonparametric anomaly detection algorithm that calibrates the expected behavior of a system based on historical data from the normal sequence of monitored signals. Using data in time series format (DATE, Value) the training data set contains data consisting of “normal” behavior of the data. The algorithm creates a model to represent this “normal”/stationary data/behavior. The second part of the algorithm compares new or live data and calculates the differences between the estimated and actual signal values (residuals). It uses Sequential Probability Ratio Test (SPRT) calculations to determine whether any of the signals have become degraded. As you can imagine the creation of the training data set is vital and may consist of many iterations before determining the optimal training data set to use.

MSET has its origins in computer hardware failures monitoring. Sun Microsystems have been were using it back in the late 1990’s-early 2000’s to monitor and detect for component failures in their servers. Since then MSET has been widely used in power generation plants, airplanes, space travel, Disney uses it for equipment failures, and in more recent times has been extensively used in IOT environments with the anomaly detection focused on signal anomalies.

How does MSET work in Oracle 20c?

An important point to note before we start is, you can use MSET on your typical business data and other data stored in the database. It isn’t just for sensor, IOT, etc data mentioned above and can be used in many different business scenarios.

The first step you need to do is to create the time series data. This can be easily done using a view, but a Very important component is the Time attribute needs to be a DATE format. Additional attributes can be numeric data and these will be used as input to the algorithm for model creation.

-- Create training data set for MSET
CREATE OR REPLACE VIEW mset_train_data
AS SELECT time_id, 
          sum(quantity_sold) quantity,
          sum(amount_sold) amount 
FROM (SELECT * FROM sh.sales WHERE time_id <= '30-DEC-99’)
GROUP BY time_id 
ORDER BY time_id;

The example code above uses the SH schema data, and aggregates the data based on the TIME_ID attribute. This attribute is a DATE data type. The second import part of preparing and formatting the data is Ordering of the data. The ORDER BY is necessary to ensure the data is fed into or processed by the algorithm in the correct time series order.

The next step involves defining the parameters/hyper-parameters for the algorithm. All algorithms come with a set of default values, and in most cases these are suffice for your needs. In that case, you only need to define the Algorithm Name and to turn on Automatic Data Preparation. The following example illustrates this and also includes examples of setting some of the typical parameters for the algorithm.

BEGIN
  DELETE FROM mset_settings;

  -- Select MSET-SPRT as the algorithm
  INSERT  INTO mset_sh_settings (setting_name, setting_value)
  VALUES(dbms_data_mining.algo_name, dbms_data_mining.algo_mset_sprt);

  -- Turn on automatic data preparation
  INSERT INTO mset_sh_settings (setting_name, setting_value)
  VALUES(dbms_data_mining.prep_auto, dbms_data_mining.prep_auto_on);

  -- Set alert count
  INSERT INTO mset_sh_settings (setting_name, setting_value)
  VALUES(dbms_data_mining.MSET_ALERT_COUNT, 3);

  -- Set alert window
  INSERT INTO mset_sh_settings (setting_name, setting_value)
  VALUES(dbms_data_mining.MSET_ALERT_WINDOW, 5);

  -- Set alpha
  INSERT INTO mset_sh_settings (setting_name, setting_value)
  VALUES(dbms_data_mining.MSET_ALPHA_PROB, 0.1);

  COMMIT;
END;

To create the MSET model using the MST_TRAIN_DATA view created above, we can run:

BEGIN
--   DBMS_DATA_MINING.DROP_MODEL(MSET_MODEL');

   DBMS_DATA_MINING.CREATE_MODEL (
      model_name          => 'MSET_MODEL',
      mining_function     => dbms_data_mining.classification,
      data_table_name     => 'MSET_TRAIN_DATA',
      case_id_column_name => 'TIME_ID',
      target_column_name  => '',
      settings_table_name => 'MSET_SETTINGS');
END;

The SELECT statement below is an example of how to call and run the MSET model to label the data to find anomalies. The PREDICTION function will return a values of 0 (zero) or 1 (one) to indicate the predicted values. If the predicted values is 0 (zero) the MSET model has predicted the input record to be anomalous, where as a predicted values of 1 (one) indicates the value is typical. This can be used to filter out the records/data you will want to investigate in more detail.

-- display all dates with Anomalies
SELECT time_id, pred
FROM (SELECT time_id, prediction(mset_sh_model using *) over (ORDER BY time_id) pred 
      FROM mset_test_data)
WHERE pred = 0;

Storing and processing Unicode characters in Oracle

Posted on Updated on

Unicode is a computing industry standard for the consistent encoding, representation, and handling of text expressed in most of the world’s writing systems (Wikipedia). The standard is maintained by the Unicode Consortium, and contains over 137,994 characters (137,766 graphic characters, 163 format characters and 65 control characters).

The NVARCHAR2 is Unicode data type that can store Unicode characters in an Oracle Database. The character set of the NVARCHAR2 is national character set specified at the database creation time. Use the following to determine the national character set for your database.

SELECT *
FROM nls_database_parameters
WHERE PARAMETER = 'NLS_NCHAR_CHARACTERSET';

For my database I’m using an Oracle Autonomous Database. This query returns the character set AL16UTF16. This character set encodes Unicode data in the UTF-16 encoding and uses 2 bytes to store a character.

When creating an attribute with this data type, the size value (max 4000) determines the number of characters allowed. The actual size of the attribute will be double.

Let’s setup some data to test this data type.

CREATE TABLE demo_nvarchar2 (
   attribute_name NVARCHAR2(100));

INSERT INTO demo_nvarchar2 
VALUES ('This is a test for nvarchar2');

The string is 28 characters long. We can use the DUMP function to see the details of what is actually stored.

SELECT attribute_name, DUMP(attribute_name,1016)
FROM demo_nvarchar2;

The DUMP function returns a VARCHAR2 value that contains the datatype code, the length in bytes, and the internal representation of a value.

 

You can see the difference in the storage size of the NVARCHAR2 and the VARCHAR2 attributes.

Valid values for the return_format are 8, 10, 16, 17, 1008, 1010, 1016 and 1017. These values are assigned the following meanings:


8 – octal notation
10 – decimal notation
16 – hexadecimal notation
17 – single characters
1008 – octal notation with the character set name
1010 – decimal notation with the character set name
1016 – hexadecimal notation with the character set name
1017 – single characters with the character set name

The returned value from the DUMP function gives the internal data type representation. The following table lists the various codes and their description.

Code Data Type
1 VARCHAR2(size [BYTE | CHAR])
1 NVARCHAR2(size)
2 NUMBER[(precision [, scale]])
8 LONG
12 DATE
21 BINARY_FLOAT
22 BINARY_DOUBLE
23 RAW(size)
24 LONG RAW
69 ROWID
96 CHAR [(size [BYTE | CHAR])]
96 NCHAR[(size)]
112 CLOB
112 NCLOB
113 BLOB
114 BFILE
180 TIMESTAMP [(fractional_seconds)]
181 TIMESTAMP [(fractional_seconds)] WITH TIME ZONE
182 INTERVAL YEAR [(year_precision)] TO MONTH
183 INTERVAL DAY [(day_precision)] TO SECOND[(fractional_seconds)]
208 UROWID [(size)]
231 TIMESTAMP [(fractional_seconds)] WITH LOCAL TIMEZONE

 

Reading Data from Oracle Table into Python Pandas – How long & Different arraysize

Posted on

Here are some results from a little testing I recent did on extracting data from an Oracle database and what effect the arraysize makes and which method might be the quickest.

The arraysize determines how many records will be retrieved in each each batch. When a query is issued to the database, the results are returned to the calling programme in batches of a certain size. Depending on the nature of the application and the number of records being retrieved, will determine the arraysize value. The value of this can have a dramatic effect on your query and application response times. Sometimes a small value works very well but sometimes you might need a larger value.

My test involved using an Oracle Database Cloud instance, using Python and the following values for the arraysize.

arraysize = (5, 50, 500, 1000, 2000, 3000, 4000, 5000) 

The first test was to see what effect these arraysizes have on retrieving all the data from a table. The in question has 73,668 records. So not a large table. The test loops through this list of values and fetches all the data, using the fetchall function (part of cx_Oracle), and then displays the time taken to retrieve the results.

# import the Oracle Python library
import cx_Oracle
import datetime
import pandas as pd
import numpy as np

# setting display width for outputs in PyCharm
desired_width = 280
pd.set_option('display.width', desired_width)
np.set_printoptions(linewidth=desired_width)
pd.set_option('display.max_columns',30)

# define the login details
p_username = "************"
p_password = "************"
p_host = "************"
p_service = "************"
p_port = "1521"

print('--------------------------------------------------------------------------')
print(' Testing the time to extract data from an Oracle Database.')
print('    using different approaches.')
print('---')
# create the connection
con = cx_Oracle.connect(user=p_username, password=p_password, dsn=p_host+"/"+p_service+":"+p_port)

print('')
print(' Test 1: Extracting data using Cursor for different Array sizes')
print('    Array Size = 5, 50, 500, 1000, 2000, 3000, 4000, 5000')
print('')
print('   Starting test at : ', datetime.datetime.now())

beginTime = datetime.datetime.now()
cur_array_size = (5, 50, 500, 1000, 2000, 3000, 4000, 5000)
sql = 'select * from banking_marketing_data_balance_v'

for size in cur_array_size:
    startTime = datetime.datetime.now()
    cur = con.cursor()
    cur.arraysize = size
    results = cur.execute(sql).fetchall()
    print('      Time taken : array size = ', size, ' = ', datetime.datetime.now()-startTime, ' seconds,  num of records = ', len(results))
    cur.close()

print('')
print('   Test 1: Time take = ', datetime.datetime.now()-beginTime)
print('')

And here are the results from this first test.

Starting test at :  2018-11-14 15:51:15.530002
      Time taken : array size =  5  =  0:36:31.855690  seconds,  num of records =  73668
      Time taken : array size =  50  =  0:05:32.444967  seconds,  num of records =  73668
      Time taken : array size =  500  =  0:00:40.757931  seconds,  num of records =  73668
      Time taken : array size =  1000  =  0:00:14.306910  seconds,  num of records =  73668
      Time taken : array size =  2000  =  0:00:10.182356  seconds,  num of records =  73668
      Time taken : array size =  3000  =  0:00:20.894687  seconds,  num of records =  73668
      Time taken : array size =  4000  =  0:00:07.843796  seconds,  num of records =  73668
      Time taken : array size =  5000  =  0:00:06.242697  seconds,  num of records =  73668

As you can see the variation in the results.

You may get different performance results based on your location, network connectivity and proximity of the database. I was at home (Ireland) using wifi and my database was located somewhere in USA. I ran the rest a number of times and the timings varied by +/- 15%, which is a lot!

When the data is retrieved in this manner you can process the data set in the returned results set. Or what is more traditional you will want to work with the data set as a panda. The next two test look at a couple of methods of querying the data and storing the result sets in a panda.

For these two test, I’ll set the arraysize = 3000. Let’s see what happens.

For the second test I’ll again use the fetchall() function to retrieve the data set. From that I extract the names of the columns and then create a panda combining the results data set and the column names.

startTime = datetime.datetime.now()
print('   Starting test at : ', startTime)
cur = con.cursor()
cur.arraysize = cur_array_size
results = cur.execute(sql).fetchall()
print('   Fetched ', len(results), ' in ', datetime.datetime.now()-startTime, ' seconds at ', datetime.datetime.now())
startTime2 = datetime.datetime.now()
col_names = []
for i in range(0, len(cur.description)):
    col_names.append(cur.description[i][0])
print(' Fetched data & Created the list of Column names in ', datetime.datetime.now()-startTime, ' seconds at ', datetime.datetime.now())

The results from this are.

      Fetched  73668  in  0:00:07.778850  seconds at  2018-11-14 16:35:07.840910
      Fetched data & Created the list of Column names in  0:00:07.779043  seconds at  2018-11-14 16:35:07.841093
      Finished creating Dataframe in  0:00:07.975074  seconds at  2018-11-14 16:35:08.037134

Test 2: Total Time take =  0:00:07.975614

Now that was quick. Fetching the data set in just over 7.7788 seconds. Creating the column names as fractions of a millisecond, and then the final creation of the panda took approx 0.13 seconds.

For the third these I used the pandas library function called read_sql(). This function takes two inputs. The first is the query to be processed and the second the name of the database connection.

print(' Test 3: Test timing for read_sql into a dataframe')
cur_array_size = 3000
print('   will use arraysize = ', cur_array_size)
print('')
startTime = datetime.datetime.now()
print('   Starting test at : ', startTime)

df2 = pd.read_sql(sql, con)

print('      Finished creating Dataframe in ', datetime.datetime.now()-startTime, ' seconds at ', datetime.datetime.now())
# close the connection at end of experiments
con.close()

and the results from this are.

   Test 3: Test timing for read_sql into a dataframe will use arraysize =  3000

   Starting test at :  2018-11-14 16:35:08.095189
      Finished creating Dataframe in  0:02:03.200411  seconds at  2018-11-14 16:37:11.295611

You can see that it took just over 2 minutes to create the panda data frame using the read_sql() function, compared to just under 8 seconds using the previous method.

It is important to test the various options for processing your data and find the one that works best in your environment. As with most languages there can be many ways to do the same thing. The challenge is to work out which one you should use.

OUG Ireland 2017 Presentation

Posted on

Here are the slides from my presentation at OUG Ireland 2017. All about running R using SQL.

Formatting results from ORE script in a SELECT statement

Posted on

This blog post looks at how to format the output or the returned returns from an Oracle R Enterprise (ORE), user defined R function, that is run using a SELECT statement in SQL.

Sometimes this can be a bit of a challenge to work out, but it can be relatively easy once you have figured out how to do it. The following examples works through some scenarios of different results sets from a user defined R function that is stored in the Oracle Database.

To run that user defined R function using a SELECT statement I can use one of the following ORE SQL functions.

  • rqEval
  • rqTableEval
  • rqGroupEval
  • rqRowEval

For simplicity we will just use the first of these ORE SQL functions to illustrate the problem and how to go about solving it. The rqEval ORE SQL function is a generate purpose function to call a user defined R script stored in the database. The function does not require any input data set and but it will return some data. You could use this to generate some dummy/test data or to find some information in the database. Here is noddy example that returns my name.

BEGIN
   --sys.rqScriptDrop('GET_NAME');
   sys.rqScriptCreate('GET_NAME',
      'function() {
         res<-data.frame("Brendan")
         res
         } ');
END;

To call this user defined R function I can use the following SQL.

select *
from table(rqEval(null,
                  'select cast(''a'' as varchar2(50))  from dual',
                  'GET_NAME') );  

For text strings returned you need to cast the returned value giving a size.

If we have a numeric value being returned we can don’t have to use the cast and instead use ‘1’ as shown in the following example. This second example extends our user defined R function to return my name and a number.

BEGIN
   sys.rqScriptDrop('GET_NAME');
   sys.rqScriptCreate('GET_NAME',
      'function() {
         res<-data.frame(NAME="Brendan", YEAR=2017)
         res
         } ');
END;

To call the updated GET_NAME function we now have to process two returned columns. The first is the character string and the second is a numeric.

select *
from table(rqEval(null,
                  'select cast(''a'' as varchar2(50)) as "NAME", 1 AS YEAR  from dual',
                  'GET_NAME') );                  

These example illustrate how you can process character strings and numerics being returned by the user defined R script.

The key to setting up the format of the returned values is knowing the structure of the data frame being returned by the user defined R script. Once you know that the rest is (in theory) easy.

Explicit Semantic Analysis setup using SQL and PL/SQL

Posted on Updated on

In my previous blog post I introduced the new Explicit Semantic Analysis (ESA) algorithm and gave an example of how you can build an ESA model and use it. Check out this link for that blog post.

In this blog post I will show you how you can manually create an ESA model. The reason that I’m showing you this way is that the workflow (in ODMr and it’s scheduler) may not be for everyone. You may want to automate the creation or recreation of the ESA model from time to time based on certain business requirements.

In my previous blog post I showed how you can setup a training data set. This comes with ODMr 4.2 but you may need to expand this data set or to use an alternative data set that is more in keeping with your domain.

Setup the ODM Settings table

As with all ODM algorithms we need to create a settings table. This settings table allows us to store the various parameters and their values, that will be used by the algorithm.

-- Create the settings table
CREATE TABLE ESA_settings (
    setting_name VARCHAR2(30),
    setting_value VARCHAR2(30));

-- Populate the settings table
-- Specify ESA. By default, Naive Bayes is used for classification.
-- Specify ADP. By default, ADP is not used. Need to turn this on.
BEGIN
    INSERT INTO ESA_settings (setting_name, setting_value)
    VALUES (dbms_data_mining.algo_name,       
           dbms_data_mining.algo_explicit_semantic_analys);
   
    INSERT INTO ESA_settings (setting_name, setting_value)
    VALUES (dbms_data_mining.prep_auto,dbms_data_mining.prep_auto_on);
  
    INSERT INTO ESA_settings (setting_name, setting_value)
    VALUES (odms_sampling,odms_sampling_disable);
  
    commit;
END; 

These are the minimum number of parameter setting needed to run the ESA algorithm. The other ESA algorithm setting include:

NewImage

Setup the Oracle Text Policy

You also need to setup an Oracle Text Policy and a lexer for the Stopwords.

DECLARE
   v_policy_name  varchar2(30);
   v_lexer_name   varchar2(3)
BEGIN
    v_policy_name  := 'ESA_TEXT_POLICY';
    v_lexer_name   := 'ESA_LEXER';
    ctx_ddl.create_preference(v_lexer_name, 'BASIC_LEXER');
    v_stoplist_name := 'CTXSYS.DEFAULT_STOPLIST';  -- default stop list
    ctx_ddl.create_policy(policy_name => v_policy_name, lexer => v_lexer_name, stoplist => v_stoplist_name);
END;

Create the ESA model

Once we have the settings table created with the parameter values set for the algorithm and the Oracle Text policy created, we can now create the model.

To ensure that the Oracle Text Policy is applied to the text we want to analyse we need to create a transformation list and add the Text Policy to it.

We can then pass the text transformation list as a parameter to the CREATE_MODEL, procedure.

DECLARE
   v_xlst              dbms_data_mining_transform.TRANSFORM_LIST;
   v_policy_name       VARCHAR2(130) := 'ESA_TEXT_POLICY';
   v_model_name        varchar2(50) := 'ESA_MODEL_DEMO_2';
BEGIN
   v_xlst := dbms_data_mining_transform.TRANSFORM_LIST();
   DBMS_DATA_MINING_TRANSFORM.SET_TRANSFORM(v_xlst, '"TEXT"', NULL, '"TEXT"', '"TEXT"', 'TEXT(POLICY_NAME:'||v_policy_name||')(MAX_FEATURES:3000)(MIN_DOCUMENTS:1)(TOKEN_TYPE:NORMAL)');

    DBMS_DATA_MINING.DROP_MODEL(v_model_name, TRUE);
    DBMS_DATA_MINING.CREATE_MODEL(
        model_name          => v_model_name,
        mining_function     => DBMS_DATA_MINING.FEATURE_EXTRACTION,
        data_table_name     => 'WIKISAMPLE',
        case_id_column_name => 'TITLE',
        target_column_name  => NULL,
        settings_table_name => 'ESA_SETTINGS',
        xform_list          => v_xlst);
END;

NOTE: Yes we could have merged all of the above code into one PL/SQL block.

Use the ESA model

We can now use the FEATURE_COMPARE function to use the model we just created, just like I did in my previous blog post.

SELECT FEATURE_COMPARE(ESA_MODEL_DEMO_2
               USING 'Oracle Database is the best available for managing your data' text 
               AND USING 'The SQL language is the one language that all databases have in common' text) similarity 
FROM DUAL;

Go give the ESA algorithm a go and see where you could apply it within your applications.

Auditing Oracle Data Mining model usage

Posted on Updated on

In a previous blog post I talked about how you can rename and comment your Oracle Data Mining models. This is to allow you to easily to see and understand the intended use of the data mining model.

Another feature available to you is to audit the usage of the the data mining models. As your data mining environment grows to many 10s or more typically 100s of models, you will need to have some way of tracking their usage. This can allow you to discover what models are frequently being used and those that are not being used in-frequently. You can then use this information to investigate if there are any issues. Or in some companies I’ve seen an internal charging scheme in place for each time the models are used.

The following outlines the steps required to setup the auditing of your models and how to inspect the usage.

Note: You will need to the AUDIT_ADMIN role to audit the models.

First create an audit policy for the data mining model in a particular schema.

CREATE AUDIT POLICY oaa_odm_audit_usage 
ACTIONS ALL 
ON MINING MODEL dmuser.high_value_churn_clas_svm;

This creates a policy that monitors all activity on the data mining model HIGH_VALUE_CHURN_CLAS_SVM in the DMUSER schema.

Now we need to enable the policy and allow to to tract all activity on the model.

AUDIT POLICY oaa_odm_audit_usage BY oaa_model_user;

This will track all usage of the data mining model by the schema call OAA_MODEL_USER. We can then use the following query to search for the audit records for the OAA_MODEL_USER schema.

SELECT dbusername,
       action_name, 
       systemm_privilege_used, 
       return_code,
       object_schema, 
       object_name, 
       sql_text
FROM  unified_audit_trail
WHERE object_name = 'HIGH_VALUE_CHURN_CLAS_SVM';

But there is a little problem with using what I’ve just shown you above. The problem is that it will track all activity on the data mining model. Perhaps this isn’t what we really want. Perhaps we only want to track only certain activity of the data mining model. Instead of creating the policy using ‘ACTIONS ALL’, we can list out the actions or operations we want to track. For example, we want to tract when it is used in a SELECT. The following shows how you can set this up for just SELECT.

CREATE AUDIT POLICY oaa_odm_audit_select 
ACTIONS SELECT 
ON MINING MODEL dmuser.high_value_churn_clas_svm;

AUDIT POLICY oaa_odm_audit_select BY oaa_model_user;

The list of individual audit events you can use include:

  • AUDIT
  • COMMENT
  • GRANT
  • RENAME
  • SELECT

A policy can be setup to tract one or more of these events. For example, if we wanted a policy to track SELECT and GRANT, we would have list each event separated by a comma.

CREATE AUDIT POLICY oaa_odm_audit_select_grant 
ACTIONS SELECT 
ON MINING MODEL dmuser.high_value_churn_clas_svm,
ACTIONS GRANT 
ON MINING MODEL dmuser.high_value_churn_clas_svm,
;

AUDIT POLICY oaa_odm_audit_select_grant BY oaa_model_user;