Towards Expectation-Maximization by SQL in RDBMS

Abstract: Integrating machine learning techniques into RDBMSs is an important task since there are many real applications that require modeling (e.g., business intelligence, strategic analysis) as well as querying data in RDBMSs. In this paper, we provide an SQL solution that has the potential to support different machine learning modelings. As an example, we study how to support unsupervised probabilistic modeling, that has a wide range of applications in clustering, density estimation and data summarization, and focus on Expectation-Maximization (EM) algorithms, which is a general technique for finding maximum likelihood estimators. To train a model by EM, it needs to update the model parameters by an E-step and an M-step in a while-loop iteratively until it converges to a level controled by some threshold or repeats a certain number of iterations. To support EM in RDBMSs, we show our answers to the matrix/vectors representations in RDBMSs, the relational algebra operations to support the linear algebra operations required by EM, parameters update by relational algebra, and the support of a while-loop. It is important to note that the SQL'99 recursion cannot be used to handle such a while-loop since the M-step is non-monotonic. In addition, assume that a model has been trained by an EM algorithm, we further design an automatic in-database model maintenance mechanism to maintain the model when the underlying training data changes.We have conducted experimental studies and will report our findings in this paper.