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The CREATE MODEL statement for generalized linear models | BigQuery

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The CREATE MODEL statement for generalized linear models

This document describes the CREATE MODEL statement for creating linear regression or logistic regression models in BigQuery by using SQL. Alternatively, you can use the Google Cloud console user interface to create a model by using a UI (Preview) instead of constructing the SQL statement yourself.

You can use linear regression models with the ML.PREDICT function to perform regression, and you can use logistic regression models with the ML.PREDICT function to perform classification. You can use both linear and logistic regression models with the ML.PREDICT 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 = { 'LINEAR_REG' | 'LOGISTIC_REG' }
    [, OPTIMIZE_STRATEGY = { 'AUTO_STRATEGY' | 'BATCH_GRADIENT_DESCENT' | 'NORMAL_EQUATION' } ]
    [, LEARN_RATE_STRATEGY = { 'LINE_SEARCH' | 'CONSTANT' } ]
    [, LEARN_RATE = float64_value ]
    [, LS_INIT_LEARN_RATE = float64_value ]
    [, CALCULATE_P_VALUES = { TRUE | FALSE } ]
    [, FIT_INTERCEPT = { TRUE | FALSE } ]
    [, CATEGORY_ENCODING_METHOD = { 'ONE_HOT_ENCODING` | 'DUMMY_ENCODING' } ]
    [, AUTO_CLASS_WEIGHTS = { TRUE | FALSE } ]
    [, CLASS_WEIGHTS = struct_array ]
    [, ENABLE_GLOBAL_EXPLAIN = { TRUE | FALSE } ]
    [, INPUT_LABEL_COLS = string_array ]
    [, L1_REG = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, L2_REG = { float64_value | HPARAM_RANGE(range) | HPARAM_CANDIDATES([candidates]) } ]
    [, MAX_ITERATIONS = int64_value ]
    [, WARM_START = { TRUE | FALSE } ]
    [, EARLY_STOP = { TRUE | FALSE } ]
    [, MIN_REL_PROGRESS = float64_value ]
    [, DATA_SPLIT_METHOD = { 'AUTO_SPLIT' | 'RANDOM' | 'CUSTOM' | 'SEQ' | 'NO_SPLIT' } ]
    [, DATA_SPLIT_EVAL_FRACTION = float64_value ]
    [, DATA_SPLIT_TEST_FRACTION = float64_value ]
    [, DATA_SPLIT_COL = string_value ]
    [, NUM_TRIALS = int64_value ]
    [, MAX_PARALLEL_TRIALS = int64_value ]
    [, HPARAM_TUNING_ALGORITHM = { 'VIZIER_DEFAULT' | 'RANDOM_SEARCH' | 'GRID_SEARCH' } ]
    [, HPARAM_TUNING_OBJECTIVES = { 'R2_SCORE' | 'ROC_AUC' | ... } ]
    [, MODEL_REGISTRY = { 'VERTEX_AI' } ]
    [, VERTEX_AI_MODEL_ID = string_value ]
    [, VERTEX_AI_MODEL_VERSION_ALIASES = string_array ]
    [, 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:

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 = { 'LINEAR_REG' | 'LOGISTIC_REG'}

Description

Specify the model type. This option is required.

Arguments

This option accepts the following values:

OPTIMIZE_STRATEGY

Syntax

OPTIMIZE_STRATEGY = { 'AUTO_STRATEGY' | 'BATCH_GRADIENT_DESCENT' | 'NORMAL_EQUATION' }

Description

The strategy to train linear regression models.

Arguments

This option accepts the following values:

LEARN_RATE_STRATEGY

Syntax

LEARN_RATE_STRATEGY = { 'LINE_SEARCH' | 'CONSTANT' }

Description

The strategy for specifying the learning rate during training.

Arguments

This option accepts the following values:

LEARN_RATE

Syntax

LEARN_RATE = float64_value

Description

The learn rate for gradient descent when LEARN_RATE_STRATEGY is set to CONSTANT. If LEARN_RATE_STRATEGY is set to LINE_SEARCH, an error is returned.

Arguments

A FLOAT64 value. The default value is 0.1.

LS_INIT_LEARN_RATE

Syntax

LS_INIT_LEARN_RATE = float64_value

Description

Sets the initial learning rate when you specify LINE_SEARCH for LEARN_RATE_STRATEGY.

If the model learning rate appears to be doubling every iteration as indicated by the ML.TRAINING_INFO function, then try setting LS_INIT_LEARN_RATE to the last doubled learning rate. The optimal initial learning rate is different for every model. A good initial learning rate for one model might not be a good initial learning rate for another.

Arguments

A FLOAT64 value. The default value is 0.1.

CALCULATE_P_VALUES

Syntax

CALCULATE_P_VALUES = { TRUE | FALSE }

Description

Determines whether to compute p-values and standard errors during training.

P-values and standard errors are computed when you create the model. This option must be TRUE if you want to use the ML.ADVANCED_WEIGHTS function to retrieve the p-values and standard errors after the model finishes training. For more information on the usage requirements for ML.ADVANCED_WEIGHTS, see Usage requirements.

Arguments

A BOOL value. The default value is FALSE.

FIT_INTERCEPT

Syntax

FIT_INTERCEPT = { TRUE | FALSE }

Description

Determines whether to fit an intercept to the model during training.

Arguments

A BOOL value. The default value is TRUE.

CATEGORY_ENCODING_METHOD

Syntax

CATEGORY_ENCODING_METHOD = { 'ONE_HOT_ENCODING' | 'DUMMY_ENCODING' }

Description

Specifies which encoding method to use on non-numeric features. For more information about supported encoding methods, see Automatic feature preprocessing.

Arguments

This option accepts the following values:

AUTO_CLASS_WEIGHTS

Syntax

AUTO_CLASS_WEIGHTS = { TRUE | FALSE }

Description

Determines whether to balance class labels by using weights for each class in inverse proportion to the frequency of that class.

Only use this option with logistic regression models.

By default, the training data used to create the model is unweighted. If the labels in the training data are imbalanced, the model might learn to predict the most popular class of labels more heavily, which you might not want.

To balance every class, set this option to TRUE. Balance is accomplished using the following formula:

total_input_rows / (input_rows_for_class_n * number_of_unique_classes)

Arguments

A BOOL value. The default value is FALSE.

CLASS_WEIGHTS

Syntax

CLASS_WEIGHTS = struct_array

Description

The weights to use for each class label. You can't specify this option if AUTO_CLASS_WEIGHTS is TRUE.

Arguments

An ARRAY of STRUCT values. Each STRUCT contains a STRING value that specifies the class label and a FLOAT64 value that specifies the weight for that class label. A weight must be present for every class label. The weights are not required to add up to 1.

A CLASS_WEIGHTS value might look like the following example:

CLASS_WEIGHTS = [STRUCT('example_label', .2)]
ENABLE_GLOBAL_EXPLAIN

Syntax

ENABLE_GLOBAL_EXPLAIN = { TRUE | FALSE }

Description

Determines whether to compute global explanations by using explainable AI to evaluate the importance of global features to the model.

Global explanations are computed when you create the model. This option must be TRUE if you want to use the ML.GLOBAL_EXPLAIN function to retrieve the global explanations after the model is created.

Arguments

A BOOL value. The default value is FALSE.

INPUT_LABEL_COLS

Syntax

INPUT_LABEL_COLS = string_array

Description

The name of the label column in the training data. The label column contains the expected machine learning result for the given record. For example, in a spam detection dataset, the label column value would probably be either spam or not spam. In a rainfall dataset, the label column value might be the amount of rain that fell during a certain period.

Arguments

A one-element ARRAY of string values. Defaults to label.

L1_REG

Syntax

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

Description

The amount of L1 regularization applied.

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:

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 amount of L2 regularization applied.

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:

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

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 and LABELS options and the training data schema must remain constant in a warm start.

Arguments

A BOOL value. The default value is FALSE.

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.

DATA_SPLIT_METHOD

Syntax

DATA_SPLIT_METHOD = { 'AUTO_SPLIT' | 'RANDOM' | 'CUSTOM' | 'SEQ' | 'NO_SPLIT' }

Description

The method used to split input data into training, evaluation, and, if you are running hyperparameter tuning, test data sets. Training data is used to train the model. Evaluation data is used to avoid overfitting by using early stopping. Test data is used to test the hyperparameter tuning trial and record its metrics in the model.

The percentage sizes of the data sets produced by the various arguments for this option are approximate. Larger input data sets come closer to the percentages described than smaller input data sets do.

You can see the model's data split information in the following ways:

Arguments

This option accepts the following values:

*

AUTO_SPLIT

: This is the default value. This option splits the data as follows:

DATA_SPLIT_EVAL_FRACTION

Syntax

DATA_SPLIT_EVAL_FRACTION = float64_value

Description

The fraction of the data to use as evaluation data. Use when you are specifying RANDOM or SEQ as the value for the DATA_SPLIT_METHOD option.

If you are running hyperparameter tuning and you specify a value for this option, you must also specify a value for DATA_SPLIT_TEST_FRACTION. In this case, the training dataset is 1 - eval_fraction - test_fraction. For example, if you specify 20.00 for DATA_SPLIT_EVAL_FRACTION and 8.0 for DATA_SPLIT_TEST_FRACTION, your training dataset is 72% of the input data.

Arguments

A FLOAT64 value. The default is 0.2. The service maintains the accuracy of the input value to two decimal places.

DATA_SPLIT_TEST_FRACTION

Syntax

DATA_SPLIT_TEST_FRACTION = float64_value

Description

The fraction of the data to use as test data. Use this option when you are running hyperparameter tuning and specifying either RANDOM or SEQ as value for the DATA_SPLIT_METHOD option.

If you specify a value for this option, you must also specify a value for DATA_SPLIT_EVAL_FRACTION. In this case, the training dataset is 1 - eval_fraction - test_fraction. For example, if you specify 20.00 for DATA_SPLIT_EVAL_FRACTION and 8.0 for DATA_SPLIT_TEST_FRACTION, your training dataset is 72% of the input data.

Arguments

A FLOAT64 value. The default is 0. The service maintains the accuracy of the input value to two decimal places.

DATA_SPLIT_COL

Syntax

DATA_SPLIT_COL = string_value

Description

The name of the column to use to sort input data into the training, evaluation, or test set. Use when you are specifying CUSTOM or SEQ as the value for the DATA_SPLIT_METHOD option:

The column you specify for DATA_SPLIT_COL can't be used as a feature or label, and is excluded from features automatically.

Arguments

A STRING value.

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:

HPARAM_TUNING_OBJECTIVES

Syntax

For LINEAR_REG models:

HPARAM_TUNING_OBJECTIVES = { 'R2_SCORE' | 'EXPLAINED_VARIANCE' | 'MEDIAN_ABSOLUTE_ERROR' | 'MEAN_ABSOLUTE_ERROR' | 'MEAN_SQUARED_ERROR' | 'MEAN_SQUARED_LOG_ERROR' }

For LOGISTIC_REG models:

HPARAM_TUNING_OBJECTIVES = { 'ROC_AUC' | 'PRECISION' | 'RECALL' | 'ACCURACY' | 'F1_SCORE' | 'LOG_LOSS' }

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, then the default objective is used. For LINEAR_REG models, the default is R2_SCORE. For LOGISTIC_REG models, the default is ROC_AUC.

MODEL_REGISTRY

The MODEL_REGISTRY option specifies the model registry destination. VERTEX_AI is the only supported model registry destination. To learn more, see Register a BigQuery ML model.

VERTEX_AI_MODEL_ID

The VERTEX_AI_MODEL_ID option specifies a Vertex AI model ID to register the model with. The model ID is associated with your BigQuery ML model, and is visible from the Model Registry. If you don't specify a Vertex AI model ID, the BigQuery ML model name is used.

The VERTEX_AI_MODEL_ID value can have up to 63 characters, and valid characters are [a-z0-9_-]. The first character cannot be a number or hyphen. If you don't specify a Vertex AI model ID, the BigQuery ML model name must meet these requirements.

You can only set the VERTEX_AI_MODEL_ID option when the MODEL_REGISTRY option is set to VERTEX_AI.

VERTEX_AI_MODEL_VERSION_ALIASES

The VERTEX_AI_MODEL_VERSION_ALIASES option specifies a Vertex AI model alias to use when registering a model. Model aliases are helpful for fetching or deploying a particular model version by reference without needing to know the specific version ID. To learn more about how Model Registry aliases work, see How to use model version aliases.

You can only set the VERTEX_AI_MODEL_VERSION_ALIASES option when the MODEL_REGISTRY option is set to VERTEX_AI.

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'
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.

All columns referenced by the query_statement are used as input features to the model except for the columns included in INPUT_LABEL_COLS and DATA_SPLIT_COL.

Hyperparameter tuning

Linear and logistic regression 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 linear regression models, see LINEAR_REG. For more information about the training objectives and hyperparameters supported for logistic regression models, see LOGISTIC_REG. To try a tutorial that walks you through hyperparameter tuning, see Improve model performance with hyperparameter tuning.

Locations

For information about supported locations, see Locations for non-remote models.

Limitations

CREATE MODEL statements must comply with the following rules:

Examples

The following examples create models named mymodel in mydataset in your default project.

Train a linear regression model

The following example creates and trains a linear regression model. The learn rate is set to 0.15, the L1 regularization is set to 1, and the maximum number of training iterations is set to 5.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LINEAR_REG',
    LS_INIT_LEARN_RATE=0.15,
    L1_REG=1,
    MAX_ITERATIONS=5 ) AS
SELECT
  column1,
  column2,
  column3,
  label
FROM
  `mydataset.mytable`
WHERE
  column4 < 10
Train a linear regression model with a sequential data split

The following example creates a linear regression model with a sequential data split. The split fraction is 0.3 and the split uses the timestamp column as the basis for the split.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LINEAR_REG',
    LS_INIT_LEARN_RATE=0.15,
    L1_REG=1,
    MAX_ITERATIONS=5,
    DATA_SPLIT_METHOD='SEQ',
    DATA_SPLIT_EVAL_FRACTION=0.3,
    DATA_SPLIT_COL='timestamp' ) AS
SELECT
  column1,
  column2,
  column3,
  timestamp,
  label
FROM
  `mydataset.mytable`
WHERE
  column4 < 10
Train a linear regression model with a custom data split

The following example creates a linear regression model using a custom data split method and trains the model by joining the data from the evaluation and training tables. All the columns in the training table and in the evaluation table are either features or the label. The query uses SELECT * and UNION ALL to append all of the data in the split_col column to the existing data.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LINEAR_REG',
    DATA_SPLIT_METHOD='CUSTOM',
    DATA_SPLIT_COL='SPLIT_COL' ) AS
SELECT
  *,
  false AS split_col
FROM
  `mydataset.training_table`
UNION ALL
SELECT
  *,
  true AS split_col
FROM
  `mydataset.evaluation_table`
Train a linear regression model with hyperparameter tuning

The following example creates and trains a linear regression model. It uses hyperparameter tuning to improve model performance.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LINEAR_REG',
    num_trials=10,
    max_parallel_trials=2,
    HPARAM_TUNING_OBJECTIVES=['R2_SCORE']) AS
SELECT
  column1,
  column2,
  column3,
  label
FROM
  `mydataset.mytable`
Train a multiclass logistic regression model with automatically calculated weights

The following example creates a multiclass logistic regression model using the auto_class_weights option.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LOGISTIC_REG',
    AUTO_CLASS_WEIGHTS=TRUE ) AS
SELECT
  *
FROM
  `mydataset.mytable`
Train a multiclass logistic regression model with specified weights

The following example creates a multiclass logistic regression model using the class_weights option. The label columns are label1, label2, and label3.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LOGISTIC_REG',
    CLASS_WEIGHTS=[('label1', 0.5), ('label2', 0.3), ('label3', 0.2)]) AS
SELECT
  *
FROM
  `mydataset.mytable`
Train a logistic regression model with specified weights

The following example creates a logistic regression model using the class_weights option.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LOGISTIC_REG',
    CLASS_WEIGHTS=[('0', 0.9), ('1', 0.1)]) AS
SELECT
  *
FROM
  `mydataset.mytable`
Train a logistic regression model with hyperparameter tuning

The following example creates and trains a logistic regression model. It uses hyperparameter tuning to improve model performance.

CREATE MODEL
  `mydataset.mymodel`
OPTIONS
  ( MODEL_TYPE='LOGISTIC_REG',
    num_trials=10,
    max_parallel_trials=2,
    HPARAM_TUNING_OBJECTIVES=['ROC_AUC'] ) AS
SELECT
  column1,
  column2,
  column3,
  label
FROM
  `mydataset.mytable`
Model creation with TRANSFORM, while excluding original columns

The following example trains a model after adding the columns f1 and f2 from the SELECT statement to form a new column c; the columns f1 and f2 are omitted from the training data. Model training uses columns f3 and label_col as they appear in the data source t.

CREATE MODEL `mydataset.mymodel`
  TRANSFORM(f1 + f2 as c, * EXCEPT(f1, f2))
  OPTIONS(model_type='linear_reg', input_label_cols=['label_col'])
AS SELECT f1, f2, f3, label_col FROM t;
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