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Improve model performance with hyperparameter tuning | BigQuery

This tutorial teaches you how to use hyperparameter tuning in BigQuery ML to tune a machine learning model and improve its performance.

You perform hyperparameter tuning by specifying the NUM_TRIALS option of the CREATE MODEL statement, in combination with other model-specific options. When you set these options, BigQuery ML trains multiple versions, or trials of the model, each with slightly different parameters, and returns the trial that performs the best.

This tutorial uses the public tlc_yellow_trips_2018 sample table, which contains information about taxi trip in New York City in 2018.

This tutorial guides you through completing the following tasks:

• Using the CREATE MODEL statement to create a baseline linear regression model.
• Evaluating the baseline model by using the ML.EVALUATE function.
• Using the CREATE MODEL statement with hyperparameter tuning options to train twenty trials of a linear regression model.
• Reviewing the trials by using the ML.TRIAL_INFO function.
• Evaluating the trials by using the ML.EVALUATE function.
• Get predictions about taxi trips from the optimal model among the trials by using the ML.PREDICT function.

This tutorial uses billable components of Google Cloud, including:

• BigQuery
• BigQuery ML

For more information about BigQuery costs, see the BigQuery pricing page.

1. Sign in to your Google Cloud account. If you're new to Google Cloud, create an account to evaluate how our products perform in real-world scenarios. New customers also get $300 in free credits to run, test, and deploy workloads.

2. In the Google Cloud console, on the project selector page, select or create a Google Cloud project.

   Note: If you don't plan to keep the resources that you create in this procedure, create a project instead of selecting an existing project. After you finish these steps, you can delete the project, removing all resources associated with the project.

   Go to project selector

3. Verify that billing is enabled for your Google Cloud project.

4. In the Google Cloud console, on the project selector page, select or create a Google Cloud project.

   Note: If you don't plan to keep the resources that you create in this procedure, create a project instead of selecting an existing project. After you finish these steps, you can delete the project, removing all resources associated with the project.

   Go to project selector

5. Verify that billing is enabled for your Google Cloud project.

6. BigQuery is automatically enabled in new projects. To activate BigQuery in a pre-existing project, go to

   Enable the BigQuery API.

   Enable the API

• To create the dataset, you need the bigquery.datasets.create IAM permission.

• To create the model, you need the following permissions:

  • bigquery.jobs.create
  • bigquery.models.create
  • bigquery.models.getData
  • bigquery.models.updateData

• To run inference, you need the following permissions:

  • bigquery.models.getData
  • bigquery.jobs.create

For more information about IAM roles and permissions in BigQuery, see Introduction to IAM.

Create a BigQuery dataset to store your ML model.

1. In the Google Cloud console, go to the BigQuery page.

   Go to the BigQuery page

2. In the Explorer pane, click your project name.

3. Click more_vert View actions > Create dataset.

4. On the Create dataset page, do the following:

   • For Dataset ID, enter bqml_tutorial.

   • For Location type, select Multi-region, and then select US (multiple regions in United States).

   • Leave the remaining default settings as they are, and click Create dataset.

To create a new dataset, use the bq mk command with the --location flag. For a full list of possible parameters, see the bq mk --dataset command reference.

1. Create a dataset named bqml_tutorial with the data location set to US and a description of BigQuery ML tutorial dataset:

   bq --location=US mk -d \
    --description "BigQuery ML tutorial dataset." \
    bqml_tutorial

   Instead of using the --dataset flag, the command uses the -d shortcut. If you omit -d and --dataset, the command defaults to creating a dataset.

2. Confirm that the dataset was created:

   bq ls

Call the datasets.insert method with a defined dataset resource.

{
  "datasetReference": {
     "datasetId": "bqml_tutorial"
  }
}

Before trying this sample, follow the BigQuery DataFrames setup instructions in the BigQuery quickstart using BigQuery DataFrames. For more information, see the BigQuery DataFrames reference documentation.

To authenticate to BigQuery, set up Application Default Credentials. For more information, see Set up ADC for a local development environment.

Create a table of training data, based on a subset of the tlc_yellow_trips_2018 table data.

Follow these steps to create the table:

1. In the Google Cloud console, go to the BigQuery page.

   Go to BigQuery

2. In the query editor, paste in the following query and click Run:

   CREATE OR REPLACE TABLE `bqml_tutorial.taxi_tip_input`
   AS
   SELECT * EXCEPT (tip_amount), tip_amount AS label
   FROM
     `bigquery-public-data.new_york_taxi_trips.tlc_yellow_trips_2018`
   WHERE
     tip_amount IS NOT NULL
   LIMIT 100000;

Create a linear regression model without hyperparameter tuning and train it on the taxi_tip_input table data.

Follow these steps to create the model:

1. In the Google Cloud console, go to the BigQuery page.

   Go to BigQuery

2. In the query editor, paste in the following query and click Run:

   CREATE OR REPLACE MODEL `bqml_tutorial.baseline_taxi_tip_model`
     OPTIONS (
       MODEL_TYPE = 'LINEAR_REG'
     )
   AS
   SELECT
     *
   FROM
     `bqml_tutorial.taxi_tip_input`;

   The query takes about 2 minutes to complete.

Evaluate the performance of the model by using the ML.EVALUATE function. The ML.EVALUATE function evaluates the predicted content ratings returned by the model against the evaluation metrics calculated during model training.

Follow these steps to evaluate the model:

1. In the Google Cloud console, go to the BigQuery page.

   Go to BigQuery

2. In the query editor, paste in the following query and click Run:

   SELECT *
   FROM
     ML.EVALUATE(MODEL `bqml_tutorial.baseline_taxi_tip_model`);

   The results look similar to the following:

   +---------------------+--------------------+------------------------+-----------------------+---------------------+---------------------+
   | mean_absolute_error | mean_squared_error | mean_squared_log_error | median_absolute_error |      r2_score       | explained_variance  |
   +---------------------+--------------------+------------------------+-----------------------+---------------------+---------------------+
   |  2.5853895559690323 | 23760.416358496139 |   0.017392406523370374 | 0.0044248227819481123 | -1934.5450533482465 | -1934.3513857946277 |
   +---------------------+--------------------+------------------------+-----------------------+---------------------+---------------------+
   

The r2_score value for the baseline model is negative, which indicates a poor fit for the data; the closer the R² score is to 1, the better the model fit is.

Create a linear regression model with hyperparameter tuning and train it on the taxi_tip_input table data.

You use the following hyperparameter tuning options in the CREATE MODEL statement:

• The NUM_TRIALS option to set the number of trials to twenty.
• The MAX_PARALLEL_TRIALS option to run two trials in each training job, for a total of ten jobs and twenty trials. This reduces the training time needed. However, the two concurrent trials don't benefit from each other's training results.
• The L1_REG option to try different L1 regularization values in the different trials. L1 regularization removes irrelevant features from the model, which helps prevent overfitting.

The other hyperparameter tuning options supported by the model use their default values, as follows:

• L1_REG: 0
• HPARAM_TUNING_ALGORITHM: 'VIZIER_DEFAULT'
• HPARAM_TUNING_OBJECTIVES: ['R2_SCORE']

Follow these steps to create the model:

1. In the Google Cloud console, go to the BigQuery page.

   Go to BigQuery

2. In the query editor, paste in the following query and click Run:

   CREATE OR REPLACE MODEL `bqml_tutorial.hp_taxi_tip_model`
     OPTIONS (
       MODEL_TYPE = 'LINEAR_REG',
       NUM_TRIALS = 20,
       MAX_PARALLEL_TRIALS = 2,
       L1_REG = HPARAM_RANGE(0, 5))
   AS
   SELECT
     *
   FROM
     `bqml_tutorial.taxi_tip_input`;

   The query takes approximately 20 minutes to complete.

Get information about all of the trials, including their hyperparameter values, objectives, and status, by using the ML.TRIAL_INFO function. This function also returns information about which trial has the best performance, based on this information.

Follow these steps to get trial information:

1. In the Google Cloud console, go to the BigQuery page.

   Go to BigQuery

2. In the query editor, paste in the following query and click Run:

   SELECT *
   FROM
     ML.TRIAL_INFO(MODEL `bqml_tutorial.hp_taxi_tip_model`)
   ORDER BY is_optimal DESC;

   The results look similar to the following:

   +----------+-------------------------------------+-----------------------------------+--------------------+--------------------+-----------+---------------+------------+
   | trial_id |           hyperparameters           | hparam_tuning_evaluation_metrics  |   training_loss    |     eval_loss      |  status   | error_message | is_optimal |
   +----------+-------------------------------------+-----------------------------------+--------------------+--------------------+-----------+---------------+------------+
   |        7 |      {"l1_reg":"4.999999999999985"} |  {"r2_score":"0.653653627638174"} | 4.4677841296238165 |  4.478469742512195 | SUCCEEDED | NULL          |       true |
   |        2 |  {"l1_reg":"2.402163664510254E-11"} | {"r2_score":"0.6532493667964732"} |  4.457692508421795 |  4.483697081650438 | SUCCEEDED | NULL          |      false |
   |        3 |  {"l1_reg":"1.2929452948742316E-7"} |  {"r2_score":"0.653249366811995"} |   4.45769250849513 |  4.483697081449748 | SUCCEEDED | NULL          |      false |
   |        4 |  {"l1_reg":"2.5787102060628228E-5"} | {"r2_score":"0.6532493698925899"} |  4.457692523040582 |  4.483697041615808 | SUCCEEDED | NULL          |      false |
   |      ... |                             ...     |                           ...     |              ...   |             ...    |       ... |          ...  |        ... |
   +----------+-------------------------------------+-----------------------------------+--------------------+--------------------+-----------+---------------+------------+
   

   The is_optimal column value indicates that trial 7 is the optimal model returned by the tuning.

Evaluate the performance of the trials by using the ML.EVALUATE function. The ML.EVALUATE function evaluates the predicted content ratings returned by the model against the evaluation metrics calculated during training for all trials.

Follow these steps to evaluate the model trials:

1. In the Google Cloud console, go to the BigQuery page.

   Go to BigQuery

2. In the query editor, paste in the following query and click Run:

   SELECT *
   FROM
     ML.EVALUATE(MODEL `bqml_tutorial.hp_taxi_tip_model`)
   ORDER BY r2_score DESC;

   The results look similar to the following:

   +----------+---------------------+--------------------+------------------------+-----------------------+--------------------+--------------------+
   | trial_id | mean_absolute_error | mean_squared_error | mean_squared_log_error | median_absolute_error |      r2_score      | explained_variance |
   +----------+---------------------+--------------------+------------------------+-----------------------+--------------------+--------------------+
   |        7 |   1.151814398002232 |  4.109811493266523 |     0.4918733252641176 |    0.5736103414025084 | 0.6652110305659145 | 0.6652144696114834 |
   |       19 |  1.1518143358927102 |  4.109811921460791 |     0.4918672150119582 |    0.5736106106914161 | 0.6652109956848206 | 0.6652144346901685 |
   |        8 |   1.152747850702547 |  4.123625876152422 |     0.4897808307399327 |    0.5731702310239184 | 0.6640856984144734 |  0.664088410199906 |
   |        5 |   1.152895108945439 |  4.125775524878872 |    0.48939088205957937 |    0.5723300569616766 | 0.6639105860807425 | 0.6639132416838652 |
   |      ... |                ...  |                ... |                    ... |                   ... |                ... |                ... |
   +----------+---------------------+--------------------+------------------------+-----------------------+--------------------+--------------------+
   

   The r2_score value for the optimal model, which is trial 7, is 0.66521103056591446, which shows significant improvement over the baseline model.

You can evaluate a specific trial by specifying the TRIAL_ID argument in the ML.EVALUATE function.

For more information about the difference between ML.TRIAL_INFO objectives and ML.EVALUATE evaluation metrics, see Model serving functions.

Use the optimal model returned by tuning to predict tips for different taxi trips. The optimal model is automatically used by the ML.PREDICT function, unless you select a different trial by specifying the TRIAL_ID argument. The predictions are returned in the predicted_label column.

Follow these steps to get predictions:

1. In the Google Cloud console, go to the BigQuery page.

   Go to BigQuery

2. In the query editor, paste in the following query and click Run:

   SELECT *
   FROM
     ML.PREDICT(
       MODEL `bqml_tutorial.hp_taxi_tip_model`,
       (
         SELECT
           *
         FROM
           `bqml_tutorial.taxi_tip_input`
         LIMIT 5
       ));

   The results look similar to the following:

   +----------+--------------------+-----------+---------------------+---------------------+-----------------+---------------+-----------+--------------------+--------------+-------------+-------+---------+--------------+---------------+--------------+--------------------+---------------------+----------------+-----------------+-------+
   | trial_id |  predicted_label   | vendor_id |   pickup_datetime   |  dropoff_datetime   | passenger_count | trip_distance | rate_code | store_and_fwd_flag | payment_type | fare_amount | extra | mta_tax | tolls_amount | imp_surcharge | total_amount | pickup_location_id | dropoff_location_id | data_file_year | data_file_month | label |
   +----------+--------------------+-----------+---------------------+---------------------+-----------------+---------------+-----------+--------------------+--------------+-------------+-------+---------+--------------+---------------+--------------+--------------------+---------------------+----------------+-----------------+-------+
   |        7 |  1.343367839584448 | 2         | 2018-01-15 18:55:15 | 2018-01-15 18:56:18 |               1 |             0 | 1         | N                  | 1            |           0 |     0 |       0 |            0 |             0 |            0 | 193                | 193                 |           2018 |               1 |     0 |
   |        7 | -1.176072791783461 | 1         | 2018-01-08 10:26:24 | 2018-01-08 10:26:37 |               1 |             0 | 5         | N                  | 3            |        0.01 |     0 |       0 |            0 |           0.3 |         0.31 | 158                | 158                 |           2018 |               1 |     0 |
   |        7 |  3.839580104168765 | 1         | 2018-01-22 10:58:02 | 2018-01-22 12:01:11 |               1 |          16.1 | 1         | N                  | 1            |        54.5 |     0 |     0.5 |            0 |           0.3 |         55.3 | 140                | 91                  |           2018 |               1 |     0 |
   |        7 |  4.677393985230036 | 1         | 2018-01-16 10:14:35 | 2018-01-16 11:07:28 |               1 |            18 | 1         | N                  | 2            |        54.5 |     0 |     0.5 |            0 |           0.3 |         55.3 | 138                | 67                  |           2018 |               1 |     0 |
   |        7 |  7.938988937253062 | 2         | 2018-01-16 07:05:15 | 2018-01-16 08:06:31 |               1 |          17.8 | 1         | N                  | 1            |        54.5 |     0 |     0.5 |            0 |           0.3 |        66.36 | 132                | 255                 |           2018 |               1 | 11.06 |
   +----------+--------------------+-----------+---------------------+---------------------+-----------------+---------------+-----------+--------------------+--------------+-------------+-------+---------+--------------+---------------+--------------+--------------------+---------------------+----------------+-----------------+-------+
   

To avoid incurring charges to your Google Cloud account for the resources used in this tutorial, either delete the project that contains the resources, or keep the project and delete the individual resources.

• You can delete the project you created.
• Or you can keep the project and delete the dataset.

Deleting your project removes all datasets and all tables in the project. If you prefer to reuse the project, you can delete the dataset you created in this tutorial:

1. If necessary, open the BigQuery page in the Google Cloud console.

   Go to the BigQuery page

2. In the navigation panel, click the bqml_tutorial dataset you created.

3. On the right side of the window, click Delete dataset. This action deletes the dataset, the table, and all the data.

4. In the Delete dataset dialog, confirm the delete command by typing the name of your dataset (bqml_tutorial) and then click Delete.

To delete the project:

Caution: Deleting a project has the following effects:
• Everything in the project is deleted. If you used an existing project for the tasks in this document, when you delete it, you also delete any other work you've done in the project.
• Custom project IDs are lost. When you created this project, you might have created a custom project ID that you want to use in the future. To preserve the URLs that use the project ID, such as an appspot.com URL, delete selected resources inside the project instead of deleting the whole project.

If you plan to explore multiple architectures, tutorials, or quickstarts, reusing projects can help you avoid exceeding project quota limits.

1. In the Google Cloud console, go to the Manage resources page.

   Go to Manage resources

2. In the project list, select the project that you want to delete, and then click Delete.
3. In the dialog, type the project ID, and then click Shut down to delete the project.

• To learn more about machine learning, see the Machine learning crash course.
• For an overview of BigQuery ML, see Introduction to BigQuery ML.
• To learn more about the Google Cloud console, see Using the Google Cloud console.

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