SAP HANA Predictive Analysis Library (PAL)

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Content 1 What is PAL?. .............................................................. 5 2 Getting Started with PAL. .....................................................7 2.1 Prerequisites. ...............................................................7 2.2 Application Function Library (AFL). ................................................7 2.3 Security. ...................................................................8 2.4 Checking PAL Installation. ......................................................8 2.5 Calling PAL Functions. .........................................................9 Parameter Table Structure. ..................................................11 Exception Handling. ....................................................... 12 2.6 Using PAL in SAP HANA AFM. ...................................................13 3 PAL Functions. .............................................................16 3.1 Clustering Algorithms. ........................................................20 Affinity Propagation. .......................................................20 Agglomerate Hierarchical Clustering. ...........................................25 Anomaly Detection. ....................................................... 32 Cluster Assignment. .......................................................38 DBSCAN. ...............................................................47 Gaussian Mixture Model (GMM). ..............................................53 K-Means. ...............................................................63 K-Medians. ..............................................................77 K-Medoids. ............................................................. 83 LDA Estimation and Inference. ............................................... 90 Self-Organizing Maps. .....................................................103 Slight Silhouette. .........................................................113 Incremental Clustering on SAP HANA Smart Data Streaming. .........................117 3.2 Classification Algorithms. .....................................................118 Area Under Curve (AUC). ...................................................118 Back Propagation Neural Network. ............................................125 C4.5 Decision Tree. .......................................................138 CART Decision Tree. ......................................................144 CHAID Decision Tree. .....................................................150 Confusion Matrix. ........................................................157 KNN. ................................................................. 161 Logistic Regression (with Elastic Net Regularization). ...............................165 Multi-Class Logistic Regression. ..............................................179 2 P U B L I C SAP HANA Predictive Analysis Library (PAL) Content
Naive Bayes. ............................................................193 Parameter Selection and Model Evaluation (PSME). ............................... 202 Predict with Tree Model. ................................................... 215 Random Forest. ......................................................... 219 Support Vector Machine. ...................................................227 Incremental Classification on SAP HANA Smart Data Streaming. ......................240 3.3 Regression Algorithms. ...................................................... 241 Bi-Variate Geometric Regression. .............................................241 Bi-Variate Natural Logarithmic Regression. ......................................249 Exponential Regression. ...................................................256 Multiple Linear Regression. .................................................264 Polynomial Regression. ....................................................277 3.4 Association Algorithms. ......................................................285 Apriori. ............................................................... 285 FP-Growth. ............................................................ 304 K-Optimal Rule Discovery (KORD). ............................................315 3.5 Time Series Algorithms. ......................................................320 ARIMA. ...............................................................320 Auto ARIMA. ........................................................... 339 Brown Exponential Smoothing. ..............................................354 Croston's Method. ....................................................... 361 Forecast Accuracy Measures. ...............................................365 Forecast Smoothing. ..................................................... 369 Linear Regression with Damped Trend and Seasonal Adjust. ......................... 388 Single Exponential Smoothing. .............................................. 394 Double Exponential Smoothing. ..............................................400 Triple Exponential Smoothing. ...............................................407 Seasonality Test. ........................................................ 416 Trend Test. ............................................................ 422 White Noise Test. ........................................................427 3.6 Preprocessing Algorithms. ....................................................431 Binning. ...............................................................431 Binning Assignment. ......................................................437 Convert Category Type to Binary Vector. ....................................... 441 Inter-Quartile Range Test. ..................................................444 Partition. ..............................................................448 Posterior Scaling. ........................................................453 Principal Component Analysis (PCA). ..........................................457 Random Distribution Sampling. ..............................................465 Sampling. ............................................................. 469 Scaling Range. ..........................................................479 SAP HANA Predictive Analysis Library (PAL) Content P U B L I C 3
Page 1: SAP HANA Platform SPS 12 Document V
Page 5 and 6: 1 What is PAL? SAP HANA’s SQLScri
Page 7 and 8: 2 Getting Started with PAL This sec
Page 9 and 10: The result will tell you whether th
Page 11 and 12: ● : The name of the schema where
Page 13 and 14: CREATE COLUMN TABLE PAL_ARIMAX_DATA
Page 15 and 16: For more information on how to use
Page 17 and 18: Category PAL Algorithm Built-in Fun
Page 19 and 20: Category PAL Algorithm Built-in Fun
Page 21 and 22: The procedure name is the same as s
Page 23 and 24: ● USER1 has been assigned the AFL
Page 25 and 26: 3.1.2 Agglomerate Hierarchical Clus
Page 27 and 28: Table 13: Name Data Type Default Va
Page 29 and 30: Name Data Type Default Value Descri
Page 31 and 32: INSERT INTO DATA_TBL VALUES ('17',
Page 33 and 34: Prerequisites ● ● The input dat
Page 35 and 36: Name Data Type Default Value Descri
Page 37 and 38: INSERT INTO PAL_AD_DATA_TBL VALUES
Page 39 and 40: The signature table should contain
Page 41 and 42: CREATE TYPE PAL_KMEANS_CENTERS_T AS
Page 43 and 44: PAL_CLUSTER_ASSIGNED_TBL: For DBSCA
Page 45 and 46: For SOM: SET SCHEMA DM_PAL; DROP TY
Page 47 and 48: PAL_CLUSTER_ASSIGNED_TBL: Related I
Page 49 and 50: Table 24: Name Data Type Descriptio
Page 51 and 52: DROP TYPE PAL_CONTROL_T; CREATE TYP
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3.1.6 Gaussian Mixture Model (GMM)
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Table 29: Name Data Type Descriptio
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Output Tables Output format 0: Tabl
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INSERT INTO PAL_GMM_PDATA_TBL VALUE
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Example 2 SET SCHEMA DM_PAL; DROP T
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PAL_GMM_RESULTSMODEL_TBL: 3.1.7 K-M
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The signature table should contain
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Name Data Type Default Value Descri
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Table 43: Table Column Column Data
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INSERT INTO #PAL_CONTROL_TBL VALUES
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PAL_KMEANS_MODEL_TBL: VALIDATEKMEAN
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"V000" DOUBLE, "A0" INTEGER, "A1" I
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Expected Result PAL_SILHOUETTE_RESU
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Table Column Column Data Type Descr
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Example Assume that: ● ● ● DM
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PAL_KMEDIANS_ASSIGN_TBL: 3.1.9 K-Me
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Position Schema Name Table Type Nam
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The input, parameter, and output ta
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INSERT INTO PARAMETERS_TBL VALUES (
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DOCTOPICDIST_TBL: GENERALINFO_TBL:
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Procedure Calling CALL .(, , ) with
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Expected Result DOCTOPICDIST_TBL: 3
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The following parameters are option
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CREATE TYPE PAL_SOM_MODEL_T AS TABL
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PAL_SOM_RESASSIGN_TBL: PAL_SOM_MODE
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INSERT INTO PAL_SLIGHT_SIL_PDATA_TB
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AUC Procedure Generation CALL SYS.A
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Table 85: Name Data Type Default Va
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Example 2 SET SCHEMA DM_PAL; DROP T
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3.2.2 Back Propagation Neural Netwo
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CREATEBPNN This function trains a B
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INSERT INTO PAL_TRAIN_NN_DATA_TBL V
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PAL_TRAIN_NN_RESULT_TBL: PAL_REGRES
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Classification example: SET SCHEMA
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"NAME" VARCHAR(100), "MODEL" CLOB )
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CREATE TYPE PAL_C45_DATA_T AS TABLE
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CART This function is used for clas
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Prerequisites ● ● The target co
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PAL_CHAID_TREEMODEL_TBL: PAL_CHAID_
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INSERT INTO PAL_CM_DATA_TBL VALUES(
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PAL_KNN_RESULTS_TBL: 3.2.8 Logistic
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Procedure Calling CALL .(, , , , )
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PAL_LOGISTICR_STAT_TBL: PAL_LOGISTI
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Procedure Generation CALL SYS.AFLLA
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Assume that: ● ● ● DM_PAL is
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PAL_FLOGISTICR_FITTED_TBL: Related
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Expected Result PAL_LRMC_MODEL_TBL:
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Table 137: Name Data Type Default V
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SAP HANA Predictive Analysis Librar
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CALL SYS.AFLLANG_WRAPPER_PROCEDURE_
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3.2.10 Naive Bayes Naive Bayes is a
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● ● USER1 has been assigned the
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"DOUBLEARGS" DOUBLE, "STRINGARGS" V
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Position Schema Name Table Type Nam
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DROP TABLE CV_LR_FUNC_TBL; CREATE C
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CREATE COLUMN TABLE FUNC_TBL LIKE F
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DROP TABLE EVALUATION_RESULT_TBL; C
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INSERT INTO PAL_PARA_TBL VALUES('TR
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3.2.13 Random Forest The ransom for
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INSERT INTO PAL_RF_DATA_TBL VALUES
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3.2.14 Support Vector Machine Suppo
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Table 168: Name Data Type Descripti
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CREATE TABLE PAL_SVM_PDATA_TBL("POS
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STRINGARGS VARCHAR(100) ); DROP TYP
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Example 3: Support vector classific
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Related Information SAP HANA Smart
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INSERT INTO PAL_GR_PDATA_TBL values
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Procedure Calling CALL .(, , , ) wi
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3.3.2 Bi-Variate Natural Logarithmi
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CREATE LOCAL TEMPORARY COLUMN TABLE
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Where β0…βn are parameters that
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Assume we have m observation pairs
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Example 1: Fitting multiple linear
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CREATE COLUMN TABLE PAL_ENET_MLR_PD
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3.3.5 Polynomial Regression Polynom
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insert into PAL_PR_PDATA_TBL values
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The input, parameter, and output ta
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3.4 Association Algorithms This sec
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"STRINGARGS" VARCHAR (100) ); INSER
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Optional Parameters The following p
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INSERT INTO PAL_APRIORI_DATA_TBL VA
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PAL_APRIORI_CONS_ITEMS_TBL: LITEAPR
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INSERT INTO PAL_LITEAPRIORI_DATA_TB
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FPGROWTH (Relational Output) FP-Gro
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); DROP TYPE PAL_FPGROWTH_POSTRULE_
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PAL_FPGROWTH_VALUES_TBL: 3.4.3 K-Op
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INSERT INTO PAL_KORD_DATA_TBL VALUE
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Prerequisite No missing or null dat
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. Initial P 0 can be calculated by
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Output Table (Model Table) Table 24
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DROP TYPE PAL_ARIMAX_DATA_T; CREATE
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CALL "SYS".AFLLANG_WRAPPER_PROCEDUR
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We get And variance of the forecast
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CREATE COLUMN TABLE PAL_ARIMA_PDATA
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INSERT INTO PAL_ARIMAX_DATA_TBL VAL
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3.5.2 Auto ARIMA This function auto
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● USER1 has been assigned the AFL
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Example 3: Auto Seasonal ARIMA SET
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INSERT INTO PAL_ARIMA_DATA_TBL VALU
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INSERT INTO PAL_ARIMA_DATA_TBL VALU
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F 1 = a 0 + b 0 2. Calculation: S t
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INSERT INTO PAL_BROWNSMOOTH_DATA_TB
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3.5.4 Croston's Method The Croston
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SELECT * FROM PAL_CROSTON_STATISTIC
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PAL_FORECASTACCURACYMEASURES_RESULT
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PAL_OUTPARAMETER_TBL: PAL_FORECASTS
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PAL_OUTPARAMETER_TBL: SAP HANA Pred
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CREATE TYPE PAL_CONTROL_T AS TABLE
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PAL_FORECASTTRIPLESMOOTHING_RESULT_
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PAL_OUTPARAMETER_TBL: PAL_FORECASTM
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PAL_OUTPARAMETER_TBL: PAL_FORECASTM
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Procedure Calling CALL .(, , , ) wi
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PAL_FORECASTSLR_RESULT_TBL: PAL_FOR
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Note The algorithm is backward comp
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Note F 0 is not defined because the
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CREATE COLUMN TABLE PAL_DOUBLESMOOT
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3.5.10 Triple Exponential Smoothing
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PAL calculates the prediction inter
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Output Table Table 294: Table Colum
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PAL_TRIPLESMOOTH_RESULT_TBL: PAL_TR
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Once the trend and seasonality are
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CREATE COLUMN TABLE PAL_TSSEASONALI
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The difference-sign test counts the
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Optional Parameters The following p
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PAL_TSTREND_TREND_TBL: PAL_TSTREND_
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Parameter Table Mandatory Parameter
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3.6 Preprocessing Algorithms The re
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● ● Smoothing by bin medians: e
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3.6.2 Binning Assignment Binning as
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3.6.3 Convert Category Type to Bina
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"NAME" VARCHAR(100), "INTARGS" INTE
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Procedure Generation CALL SYS.AFLLA
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INSERT INTO PAL_IQR_TESTDT_TBL VALU
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PARTITION This function reads the i
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3.6.6 Posterior Scaling Posterior s
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Expected Result PAL_NEW_SCALING_TBL
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INSERT INTO PAL_PCA_DATA_TBL VALUES
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INSERT INTO PAL_PCAPROJ_PDATA_TBL V
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INSERT INTO PAL_DISTRRANDOM_PDATA_T
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INSERT INTO PAL_SAMPLING_DATA_TBL V
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If method is 4 and SAMPLING_SIZE is
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DROP TABLE PAL_SAMPLING_PDATA_TBL;
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Expected Result 3.6.10 Scaling Rang
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Prerequisite Each column must conta
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PAL_MISSING_VALUES_RESULT_TBL: PAL_
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The procedure name is the same as s
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INSERT INTO PAL_VT_DATA_TBL VALUES
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The procedure name is the same as s
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3.7.2 Chi-Squared Test for Independ
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DISTRPROB This function calculates
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"VALUE" DOUBLE ); DROP TABLE PDATA_
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"DOUBLEARGS" DOUBLE, "STRINGARGS" V
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"TYPE_NAME" NVARCHAR(256), "PARAMET
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2. Calculate PAL also supports the
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The Kaplan-Meier estimator can be r
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PAL_KMSURV_LOGRANK_STAT2_TBL: 3.7.7
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CREATE TYPE PAL_DISTRQUANTILE_RESUL
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where x' = x - Table 404: Definitio
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Let the sample mean of x and y be:
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CREATE TYPE PAL_VAREQUALTEST_DATA1_
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The quantity is computed as a weigh
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Prerequisites ● ● Input data ca
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"PARAMETER_TYPE" VARCHAR(7) ); INSE
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Signature Input Tables Table 425: T
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CALL "SYS".AFLLANG_WRAPPER_PROCEDUR
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"DISTANCE" DOUBLE ); DROP TYPE PAL_
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"STRINGARGS" VARCHAR(100) ); --crea
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The projected estimates are single
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INSERT INTO PDATA VALUES (2, 'DM_PA
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----product revenue---- DELETE FROM
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---- calculate net present value of
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UPDATE PAL_DISTRPROB_DISTRPARAM_TBL
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Then we get the survival estimates
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INSERT INTO PAL_TRIAL_DATA_TBL VALU
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INSERT INTO PAL_DISTRFITCENSORED_DA
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The expected results are as follows
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); INSERT INTO PAL_DISTRPROB_PDATA_
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Important Disclaimers and Legal Inf
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SAP HANA Predictive Analysis Library (PAL)

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