The CREATE MODEL statement for autoencoder models

This document describes the CREATE MODEL statement for creating autoencoder models in BigQuery.

You can use autoencoder models with the ML.PREDICT or ML.GENERATE_EMBEDDING functions to embed data into a lower-dimensional space, and with the ML.DETECT_ANOMALIES function to perform anomaly detection.

For information about the supported SQL statements and functions for each model type, see End-to-end user journey for each model.

CREATE MODEL syntax

{CREATE MODEL | CREATE MODEL IF NOT EXISTS | CREATE OR REPLACE MODEL} model_name
OPTIONS(model_option_list)
AS query_statement

model_option_list:
MODEL_TYPE = { 'AUTOENCODER' } ]
    [, L1_REG = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, L2_REG = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, L1_REG_ACTIVATION = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, LEARN_RATE = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, OPTIMIZER = { { 'ADAGRAD' | 'ADAM' | 'FTRL' | 'RMSPROP' | 'SGD' } | HPARAM_CANDIDATES([candidates]) } ]
    [, ACTIVATION_FN = { 'RELU' | 'RELU6' | 'ELU' | 'SELU' | 'SIGMOID' | 'TANH' } | HPARAM_CANDIDATES([candidates]) } ]
    [, BATCH_SIZE = { int64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, DROPOUT = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, HIDDEN_UNITS = { int_array | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, TF_VERSION = { '1.15' | '2.8.0' } ]
    [, EARLY_STOP = { TRUE | FALSE } ]
    [, MIN_REL_PROGRESS = float64_value ]
    [, MAX_ITERATIONS = int64_value ]
    [, WARM_START = { TRUE | FALSE } ]
    [, NUM_TRIALS = int64_value ]
    [, MAX_PARALLEL_TRIALS = int64_value ]
    [, HPARAM_TUNING_ALGORITHM = { 'VIZIER_DEFAULT' | 'RANDOM_SEARCH' | 'GRID_SEARCH' } ]
    [, HPARAM_TUNING_OBJECTIVES = { MEAN_SQUARED_ERROR | ... } ]
    [, KMS_KEY_NAME = string_value ]

CREATE MODEL

Creates and trains a new model in the specified dataset. If the model name exists, CREATE MODEL returns an error.

CREATE MODEL IF NOT EXISTS

Creates and trains a new model only if the model doesn't exist in the specified dataset.

CREATE OR REPLACE MODEL

Creates and trains a model and replaces an existing model with the same name in the specified dataset.

model_name

The name of the model you're creating or replacing. The model name must be unique in the dataset: no other model or table can have the same name. The model name must follow the same naming rules as a BigQuery table. A model name can:

• Contain up to 1,024 characters
• Contain letters (upper or lower case), numbers, and underscores

model_name is not case-sensitive.

If you don't have a default project configured, then you must prepend the project ID to the model name in the following format, including backticks:

`[PROJECT_ID].[DATASET].[MODEL]`

For example, `myproject.mydataset.mymodel`.

MODEL_TYPE

Syntax

MODEL_TYPE = { 'AUTOENCODER' }

Description

The model type. This option is required.

L1_REG

Syntax

L1_REG = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) }

Description

The L1 regularization strength of the OPTIMIZER. You can only use this option when OPTIMIZER is set to one of the following values:

• ADAGRAD — Implements the ProximalAdagradOptimizer algorithm
• FTRL — Implements the FtrlOptimizer algorithm
• SGD — Implements the ProximalGradientDescentOptimizer algorithm

Arguments

If you aren't running hyperparameter tuning, then you can specify a FLOAT64 value. The default value is 0.

If you are running hyperparameter tuning, then you can use one of the following options:

• The HPARAM_RANGE keyword and two FLOAT64 values that define the range to use for the hyperparameter. For example, L1_REG = HPARAM_RANGE(0, 5.0).
• The HPARAM_CANDIDATES keyword and an array of FLOAT64 values that provide discrete values to use for the hyperparameter. For example, L1_REG = HPARAM_CANDIDATES([0, 1.0, 3.0, 5.0]).

When running hyperparameter tuning, the valid range is (0, ∞), the default range is (0, 10.0], and the scale type is LOG.

L2_REG

Syntax

L2_REG = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) }

Description

The L2 regularization strength of the OPTIMIZER. You can only use this option when OPTIMIZER is set to one of the following values:

• ADAGRAD — Implements the ProximalAdagradOptimizer algorithm
• FTRL — Implements the FtrlOptimizer algorithm
• SGD — Implements the ProximalGradientDescentOptimizer algorithm

Arguments

If you aren't running hyperparameter tuning, then you can specify a FLOAT64 value. The default value is 0.

If you are running hyperparameter tuning, then you can use one of the following options:

• The HPARAM_RANGE keyword and two FLOAT64 values that define the range to use for the hyperparameter. For example, L2_REG = HPARAM_RANGE(1.5, 5.0).
• The HPARAM_CANDIDATES keyword and an array of FLOAT64 values that provide discrete values to use for the hyperparameter. For example, L2_REG = HPARAM_CANDIDATES([0, 1.0, 3.0, 5.0]).

When running hyperparameter tuning, the valid range is (0, ∞), the default range is (0, 10.0], and the scale type is LOG.

L1_REG_ACTIVATION

Syntax

L1_REG_ACTIVATION = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]

Description

The L1 regularizer to apply a penalty on the activations at the latent space. This is a common approach to to achieve high sparsity of data representations after dimensionality reduction.

Arguments

If you aren't running hyperparameter tuning, then you can specify a FLOAT64 value. The default value is 0.

If you are running hyperparameter tuning, use one of the following options:

• The HPARAM_RANGE keyword and two FLOAT64 values that define the range of the hyperparameter. For example, L1_REG_ACTIVATION = HPARAM_RANGE(0.01, 1.0).
• The HPARAM_CANDIDATES keyword and an array of FLOAT64 values that provide discrete values to use for the hyperparameter. For example, L1_REG_ACTIVATION = HPARAM_CANDIDATES([0, 0.001, 0.01, 0.1, 1.0]).

When running hyperparameter tuning, the valid range is (0, ∞), the default range is (0, 10.0], and the scale type is LOG.

LEARN_RATE

Syntax

LEARN_RATE = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) }

Description

The initial learn rate for training.

Arguments

If you aren't running hyperparameter tuning, then you can specify a FLOAT64 value. The default value is 0.001.

If you are running hyperparameter tuning, use one of the following options:

• Use the HPARAM_RANGE keyword and specify two FLOAT64 values that define the range to use for the hyperparameter. For example, LEARN_RATE = HPARAM_RANGE(0.001, 0.005).
• Use the HPARAM_CANDIDATES keyword and specify an array of FLOAT64 values to provide discrete values to use for the hyperparameter. For example, LEARN_RATE = HPARAM_CANDIDATES([0, 0.001, 0.01, 0.1]).

When running hyperparameter tuning, the valid range is [0, 1.0], the default range is [0, 1.0], and the scale type is LOG.

OPTIMIZER

Syntax

OPTIMIZER = { { 'ADAGRAD' | 'ADAM' | 'FTRL' | 'RMSPROP' | 'SGD' } | HPARAM_CANDIDATES([candidates]) }

Description

The optimizer for training the model.

Arguments

This option accepts the following values:

• ADAM — Implements the Adam algorithm. This is the default.
• ADAGRAD — Implements the Adagrad algorithm
• FTRL — Implements the FTRL algorithm
• RMSPROP — Implements the RMSProp algorithm
• SGD — Implements the gradient descent algorithm

If you are running hyperparameter training, you can provide more than one value for this option by using HPARAM_CANDIDATES and specifying an array. For example, OPTIMIZER = HPARAM_CANDIDATES(['ADAM', 'FTRL', 'SGD']).

ACTIVATION_FN

Syntax

ACTIVATION_FN = { { 'RELU' | 'RELU6' | 'ELU' | 'SELU' | 'SIGMOID' | 'TANH' } | HPARAM_CANDIDATES([candidates]) }

Description

The activation function of the neural network.

Arguments

This option accepts the following values:

• RELU — Rectified linear. This is the default.
• RELU6 — Rectified linear 6
• ELU — Exponential linear
• SELU — Scaled exponential linear
• SIGMOID — Sigmoid activation
• TANH — Tanh activation

If you are running hyperparameter training, then you can provide more than one value for this option by using HPARAM_CANDIDATES and specifying an array. For example, ACTIVATION_FN = HPARAM_CANDIDATES(['RELU', 'RELU6', 'TANH']).

BATCH_SIZE

Syntax

BATCH_SIZE = { int64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) }

Description

The mini batch size of samples that are fed to the neural network.

Arguments

If you aren't running hyperparameter tuning, specify an INT64 value that is positive and is less than or equal to 8192. The default value is 32 or the number of samples, whichever is smaller.

If you are running hyperparameter tuning, use one of the following options:

• The HPARAM_RANGE keyword and two FLOAT64 values that define the range to use for the hyperparameter. For example, BATCH_SIZE = HPARAM_RANGE(16, 64).
• The HPARAM_CANDIDATES keyword and an array of FLOAT64 values that provide discrete values to use for the hyperparameter. For example, BATCH_SIZE = HPARAM_CANDIDATES([32, 64, 256, 1024]).

When running hyperparameter tuning, the valid range is (0, ∞), the default range is [16, 1024], and the scale type is LOG.

DROPOUT

Syntax

DROPOUT = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) }

Description

The dropout rate of units in the neural network.

Arguments

If you aren't running hyperparameter tuning, then you can specify a FLOAT64 value that is positive and is less than or equal to 1.0. The default value is 0.

If you are running hyperparameter tuning, then you must use one of the following options:

• The HPARAM_RANGE keyword and two FLOAT64 values that define the range to use for the hyperparameter. For example, DROPOUT = HPARAM_RANGE(0, 0.6).
• The HPARAM_CANDIDATES keyword and an array of FLOAT64 values that provide discrete values to use for the hyperparameter. For example, DROPOUT = HPARAM_CANDIDATES([0.1, 0.3, 0.6]).

When running hyperparameter tuning, the valid range is [0, 1.0), the default range is [0, 0.8], and the scale type is LINEAR.

HIDDEN_UNITS

Syntax

HIDDEN_UNITS = { int_array | HPARAM_CANDIDATES([candidates]) }

Description

The hidden layers of the neural network.

Arguments

An array of integers that represents the architecture of the hidden layers. If not specified, BigQuery ML applies a single hidden layer that contains no more than 128 units. The number of units is calculated as [min(128, num_samples / (10 * (num_input_units + num_output_units)))]. The upper bound of the rule ensures that the model isn't over fitting.

The number in the middle of the array defines the shape of the latent space. For example, hidden_units=[128, 64, 4, 64, 128] defines a four-dimensional latent space.

The number of layers in hidden_units must be odd, and we recommend that the sequence be symmetrical.

The following example defines a model architecture that uses three hidden layers with 256, 128, and 64 nodes, respectively.

HIDDEN_UNITS = [256, 128, 64]

If you are running hyperparameter tuning, then you must use the HPARAM_CANDIDATES keyword and specify an array in the form ARRAY<STRUCT<ARRAY<INT64>>> to provide discrete values to use for the hyperparameter. Each struct value in the outer array represents a candidate neural architecture. The array of INT64 values in each struct represents a hidden layer.

The following example represents a neural architecture search with three candidates, which include a single layer of 8 neurons, two layers of neurons with 8 and 16 in sequence, and three layers of neurons with 16, 32 and 64 in sequence, respectively.

hidden_units=hparam_candidates([struct([8]), struct([8, 16]), struct([16, 32, 64])])

The valid range for the INT64 arrays is [1, ∞).

TF_VERSION

Syntax

TF_VERSION = { '1.15' | '2.8.0' }

Description

Specifies the TensorFlow version for model training. The default value is 1.15.

Set TF_VERSION to 2.8.0 to use TensorFlow2 with the Keras API.

EARLY_STOP

Syntax

EARLY_STOP = { TRUE | FALSE }

Description

Determines whether training should stop after the first iteration in which the relative loss improvement is less than the value specified for MIN_REL_PROGRESS.

Arguments

A BOOL value. The default value is TRUE.

MIN_REL_PROGRESS

Syntax

MIN_REL_PROGRESS = float64_value

Description

The minimum relative loss improvement that is necessary to continue training when EARLY_STOP is set to TRUE. For example, a value of 0.01 specifies that each iteration must reduce the loss by 1% for training to continue.

Arguments

A FLOAT64 value. The default value is 0.01.

MAX_ITERATIONS

Syntax

MAX_ITERATIONS = int64_value

Description

The maximum number of training iterations, where one iteration represents a single pass of the entire training data.

Arguments

An INT64 value. The default value is 20.

WARM_START

Syntax

WARM_START = { TRUE | FALSE }

Description

Determines whether to train a model with new training data, new model options, or both. Unless you explicitly override them, the initial options used to train the model are used for the warm start run.

In a warm start run, the iteration numbers are reset to start from zero. Use the training run or iteration information returned by the ML.TRAINING_INFO function to distinguish the warm start run from the original run.

The values of the MODEL_TYPE, the HIDDEN_UNITS options, and the model retraining data schema must all remain the same as they were in the previous training job.

Arguments

A BOOL value. The default value is FALSE.

NUM_TRIALS

Syntax

NUM_TRIALS = int64_value

Description

The maximum number of submodels to train. The tuning stops when NUM_TRIALS submodels are trained, or when the hyperparameter search space is exhausted. You must specify this option in order to use hyperparameter tuning.

Arguments

An INT64 value between 1 and 100, inclusive.

Note: We recommend using at least (number_of_hyperparameters * 10) trials to tune a model.

MAX_PARALLEL_TRIALS

Syntax

MAX_PARALLEL_TRIALS = int64_value

Description

The maximum number of trials to run at the same time. If you specify a value for this option, you must also specify a value for NUM_TRIALS.

Arguments

An INT64 value between 1 and 5, inclusive. The default value is 1.

Note: Although specifying larger MAX_PARALLEL_TRIALS values can accelerate the hyperparameter tuning process, acceleration can undermine the final model quality when you specify VIZIER_DEFAULT as the HPARAM_TUNING_ALGORITHM value. This is because the parallel trials can't benefit from concurrent training results.

HPARAM_TUNING_ALGORITHM

Syntax

HPARAM_TUNING_ALGORITHM = { 'VIZIER_DEFAULT' | 'RANDOM_SEARCH' | 'GRID_SEARCH' }

Description

The algorithm used to tune the hyperparameters. If you specify a value for this option, you must also specify a value for NUM_TRIALS.

Arguments

Specify one of the following values:

• VIZIER_DEFAULT: Use the default algorithm in Vertex AI Vizier to tune hyperparameters. This algorithm is the most powerful algorithm of those offered. It performs a mixture of advanced search algorithms, including Bayesian optimization with Gaussian processes. It also uses transfer learning to take advantage of previously tuned models. This is the default, and also the recommended approach.

• RANDOM_SEARCH: Use random search to explore the search space.

• GRID_SEARCH: Use grid search to explore the search space. You can only use this algorithm when every hyperparameter's search space is discrete.

HPARAM_TUNING_OBJECTIVES

Syntax

HPARAM_TUNING_OBJECTIVES = { 'MEAN_ABSOLUTE_ERROR' | 'MEAN_SQUARED_ERROR' | 'MEAN_SQUARED_LOG_ERROR' }

Description

The hyperparameter tuning objective for the model; only one objective is supported. If you specify a value for this option, you must also specify a value for NUM_TRIALS.

Arguments

The possible objectives are a subset of the model evaluation metrics for the model type. If you aren't running hyperparameter tuning, or if you are and you don't specify an objective, the MEAN_SQUARED_ERROR objective is used.

KMS_KEY_NAME

Syntax

KMS_KEY_NAME = string_value

Description

The Cloud Key Management Service customer-managed encryption key (CMEK) to use to encrypt the model.

Arguments

A STRING value containing the fully-qualified name of the CMEK. For example,

'projects/my_project/locations/my_location/keyRings/my_ring/cryptoKeys/my_key'

Internal parameter defaults

BigQuery ML uses the following default values when building models:

loss_reduction = losses_utils.ReductionV2.SUM_OVER_BATCH_SIZE

batch_norm = False

query_statement

The AS query_statement clause specifies the GoogleSQL query used to generate the training data. See the GoogleSQL query syntax page for the supported SQL syntax of the query_statement clause.

Hyperparameter tuning

Autoencoder models support hyperparameter tuning, which you can use to improve model performance for your data. To use hyperparameter tuning, set the NUM_TRIALs option to the number of trials that you want to run. BigQuery ML then trains the model the number of times that you specify, using different hyperparameter values, and returns the model that performs the best.

Hyperparameter tuning defaults to improving the key performance metric for the given model type. You can use the HPARAM_TUNING_OBJECTIVES option to tune for a different metric if you need to.

For more information about the training objectives and hyperparameters supported for autoencoder models, see AUTOENCODER. To try a tutorial that walks you through hyperparameter tuning, see Improve model performance with hyperparameter tuning.

Supported machine learning functions

The following machine learning functions are supported for the Autoencoder model, including:

• ML.EVALUATE for evaluating model metrics.

• ML.FEATURE_INFO for reviewing information about the input features used to train a model.

• ML.PREDICT for dimensionality reduction.

• ML.RECONSTRUCTION_LOSS for anomaly detection and data sanitation purposes.

• ML.TRAINING_INFO for tracking information about the training iterations of a model.

Example

The following example trains an autoencoder model against the table mytable.

CREATE MODEL `project_id.mydataset.mymodel`
OPTIONS(MODEL_TYPE='AUTOENCODER',
        ACTIVATION_FN = 'RELU',
        BATCH_SIZE = 16,
        DROPOUT = 0.1,
        EARLY_STOP = FALSE,
        HIDDEN_UNITS = [128, 64, 8, 64, 128],
        LEARN_RATE=0.001,
        MAX_ITERATIONS = 50,
        OPTIMIZER = 'ADAGRAD')
AS SELECT * FROM `project_id.mydataset.mytable`;

Supported regions

Training Autoencoder models is not supported in all BigQuery ML regions. For a complete list of supported regions and multi-regions, see BigQuery ML locations.

Pricing

Model training does not incur any charges if you are using on-demand pricing. If you are using capacity-based pricing, model training will use reserved slots. All prediction queries are billable, regardless of the pricing model.