XGBoost on SQLFlow Tutorial

This is a tutorial on train/predict XGBoost model in SQLFLow, you can find more SQLFlow usage from the Language Guide, in this tutorial you will learn how to:

Train a XGBoost model to fit the boston housing dataset; and
Predict the housing price using the trained model;

The Dataset

This tutorial would use the Boston Housing as the demonstration dataset. The database contains 506 lines and 14 columns, the meaning of each column is as follows:

Column	Explain
crim	per capita crime rate by town.
zn	proportion of residential land zoned for lots over 25,000 sq.ft.
indus	proportion of non-retail business acres per town.
chas	Charles River dummy variable (= 1 if tract bounds river; 0 otherwise).
nox	nitrogen oxides concentration (parts per 10 million).
rm	average number of rooms per dwelling.
age	proportion of owner-occupied units built prior to 1940.
dis	weighted mean of distances to five Boston employment centres.
rad	index of accessibility to radial highways.
tax	full-value property-tax rate per $10,000.
ptratio	pupil-teacher ratio by town.
black	1000(Bk - 0.63)^2 where Bk is the proportion of blacks by town.
lstat	lower status of the population (percent).
medv	median value of owner-occupied homes in $1000s.

We separated the dataset into train/test dataset, which is used to train/predict our model. SQLFlow would automatically split the training dataset into train/validation dataset while training progress.

%%sqlflow
describe boston.train;

%%sqlflow
describe boston.test;

Fit Boston Housing Dataset

First, let’s train an XGBoost regression model to fit the boston housing dataset, we prefer to train the model for 30 rounds, and using squarederror loss function that the SQLFLow extended SQL can be like:

TO TRAIN xgboost.gbtree
WITH
    train.num_boost_round=30,
    objective="reg:squarederror"

xgboost.gbtree is the estimator name, gbtree is one of the XGBoost booster, you can find more information from here.

We can specify the training data columns in COLUMN clause, and the label by LABEL keyword:

COLUMN crim, zn, indus, chas, nox, rm, age, dis, rad, tax, ptratio, b, lstat
LABEL medv

To save the trained model, we can use INTO clause to specify a model name:

INTO sqlflow_models.my_xgb_regression_model

Second, let’s use a standard SQL to fetch the training data from table boston.train:

SELECT * FROM boston.train

Finally, the following is the SQLFlow Train statement of this regression task, you can run it in the cell:

%%sqlflow
SELECT * FROM boston.train
TO TRAIN xgboost.gbtree
WITH
    objective="reg:squarederror",
    train.num_boost_round = 30
COLUMN crim, zn, indus, chas, nox, rm, age, dis, rad, tax, ptratio, b, lstat
LABEL medv
INTO sqlflow_models.my_xgb_regression_model;

Predict the Housing Price

After training the regression model, let’s predict the house price using the trained model.

First, we can specify the trained model by USING clause:

USING sqlflow_models.my_xgb_regression_model

Than, we can specify the prediction result table by TO PREDICT clause:

TO PREDICT boston.predict.medv

And using a standard SQL to fetch the prediction data:

SELECT * FROM boston.test

Finally, the following is the SQLFLow Prediction statement:

%%sqlflow
SELECT * FROM boston.test
TO PREDICT boston.predict.medv
USING sqlflow_models.my_xgb_regression_model;

Let’s have a glance at prediction results.

%%sqlflow
SELECT * FROM boston.predict;