rxRealTimeScoring: Real-time scoring in SQL Server ML Services

Description

Real-time scoring brings the rxPredict functionality available in RevoScaleR/revoscalepy and MicrosoftML packages to Microsoft ML Server and SQL Server platforms with near real-time performance.

This functionality is available on SQL Server 2017+. On SQL Server 2016, you can take advantage of this functionality by upgrading your in-database R Services to the latest Microsoft ML Server using the information in the following link .

NOTE: This document contains information regarding Real-time scoring in SQL Server ML Services. For information regarding Real-time scoring in ML Server, please refer to the publishService documentation.

Details

With Microsoft R Server 9.1 version, we are introducing this feature which allows models trained using RevoScaleR(revoscalepy) and MicrosoftML packages to be used for high performance scoring in SQL Server. These models can be published and scored without using R interpreter, which reduces the overhead of multiple process interactions. Hence it allows for faster prediction performance.

The following is the list of models that are currently supported in real-time scoring:

* RevoScaleR

* rxLogit

* rxLinMod

* rxBTrees

* rxDTree

* rxDForest

* MicrosoftML

* rxFastTrees

* rxFastForest

* rxLogisticRegression

* rxOneClassSvm

* rxNeuralNet

* rxFastLinear

Workflow for Real-time scoring in SQL Server

The high-level workflow for real-time scoring in SQL Server is as follows:

1 Serialize model for real-time scoring

1 Publish model to SQL Server

1 Enable real-time scoring functionality in SQL Server ML Services using RegisterRExt tool

1 Call real-time scoring stored procedure using T-SQL

The following sections describe each of these steps in details. These steps are illustrated with a sample in the Example section below.

1. Serialize model for Real-time scoring

To enable this functionality in SQL Server, we are adding support for serializing the model trained in R in a specific raw format that allows the model to be scored in an efficient manner. The serialized model can then be stored in a SQL Server database table for doing real-time scoring. The following new APIs are introduced to allow this serialization functionality

* rxSerializeModel() - Serialize a RevoScaleR/MicrosoftML model in raw format to enable saving the model to a database. This enables the model to be loaded into SQL Server for real-time scoring.

* rxUnserializeModel() - Retrieve the original R model object from the serialized raw model.

2. Publish model to SQL Server

The serialized models can be published to the target SQL Server Database table in VARBINARY format for real-time scoring. You can use the existing rxWriteObject API to publish the model to SQL Server. Alternatively, you can also save the raw type to a file and load into SQL Server.

* rxWriteObject() - Store/retrieve R objects to/from ODBC data sources like SQL Server. The API is modeled after a simple key value store.

NOTE: Since the model is already serialized via rxSerializeModel there is no need to additionally serialize in rxWriteObject, so the serialize flag need to set to FALSE.

3. Enable Real-time scoring functionality in SQL Server ML Services

By default, real-time scoring functionality is disabled on SQL Server ML Services and it needs to be enabled for the instance and particular SQL database. To use this functionality, the server administrator needs use the RegisterRExt.exe tool.

RegisterRExt.exe is the command line utility which ships with RevoScaleR package and allows administrators to enable real-time scoring feature in the SQL server instance and database. You can find RegisterRExt.exe at either of the following locations:

R Services - <SQLInstancePath>\R_SERVICES\library\RevoScaleR\rxLibs\x64\RegisterRExt.exe.

Python Services - <SQLInstancePath>\PYTHON_SERVICES\Lib\site-packages\RevoScalepy\rxLibs\RegisterRext.exe.

3a. Enable real-time scoring for SQL Server instance

Open an elevated command prompt and run the following command:

* RegisterRExt.exe /installRts [/instance:name] [/python]

To disable real-time scoring for SQL Server instance, open an elevated command prompt and run the following command:

* RegisterRExt.exe /uninstallrts [/instance:name] [/python]

3b. Enable real-time scoring for a particular database

Open an elevated command prompt and run the following command:

* RegisterRExt.exe /installRts [/instance:name] /database:[databasename] [/python]

To disable real-time scoring for a particular database, open an elevated command prompt and run the following command:

* RegisterRExt.exe /uninstallrts /database:databasename [/instance:name] [/python]

The /instance flag is optional if the database is part of the default SQL Server instance. This command will create assemblies and stored procedure on the SQL Server database to allow real-time scoring. Additionally, it creates a database role rxpredict_users to help database admins to grant permission to use the real-time scoring functionality.

/python flag is required only if using PYTHON SERVICES version of registerrext.exe

NOTE: In SQL Server 2016, RegisterRExt will enable SQL CLR functionality in the instance and the specific database will be marked as TRUSTWORTHY. Please carefully consider additional security implications of doing this. In SQL Server 2017 and higher, SQL CLR will be enabled and specific CLR assemblies are trusted using sp_addtrustedassembly.

4. Call real-time scoring stored procedure using T-SQL

The functionality once installed, will be available in the particular SQL Server database via a stored procedure called sp_rxPredict. Here is the syntax of the sp_rxPredict stored procedure

Syntax

sp_rxPredict

@model [VARBINARY](max),

@inputData [NVARCHAR](max)

where

* @model - Real-time model to be used for scoring in VARBINARY format

* @inputData - SQL query to be used to get the input data for scoring

Limitations:

1 Real-time scoring does not use an R/python interpreter for scoring hence any functionality requiring R interpreter is not supported. Here are a few unsupported scenarios:

* Models of rxGlm and rxNaiveBayes algorithms are not currently supported

* RevoScaleR Models with R transform function or transform based formula (e.g "A ~ log(B)") are not supported in real-time scoring. Such transforms to input data may need to be handled before calling real-time scoring.

1 Arguments other than modelObject/data available in rxPredict are not supported in real-time scoring

Known Issues:

1 sp_rxPredict with RevoScaleR model only supports only following .NET column types are double, float, short, ushort, long, ulong and string. You may need to filter out unsupported types in your input data before using it for real-time scoring. For corresponding SQL type information refer SQL-CLR Type Mapping

1 sp_rxPredict is optimized for fast predictions on smaller data (from a few rows to a few 1000 rows), the performance may start degrading on larger data sets.

1 sp_rxPredict returns inaccurate error message when NULL value is passed as model

System.Data.SqlTypes.SqlNullValueException:Data in Null

Author(s)

Microsoft Corporation Microsoft Technical Support

See Also

rxSerializeModel, rxWriteObject, publishService, rxPredict

Examples


 ## Not run:

form <- Sepal.Length ~ Sepal.Width + Species
model <- rxLinMod(form, data = iris)
library(RevoScaleR)
# 1. Serialize model for real-time scoring
serializedModel <- rxSerializeModel(model)

# 2: Publish model to database
server <- ".\SQL2016"
database <- "revotestdb"
modelTable <- "modelTable"

# Create a table for storing the real-time scoring model
connectionString <- paste0("Driver=SQL Server;Server=", server, ";Database=", database, ";Trusted_connection=True")
odbcDS <- RxOdbcData(table = modelTable, connectionString = connectionString)
if (!rxSqlServerTableExists(table = modelTable, connectionString = connectionString))
{
 ddlCreateTable <- paste(" create table [", modelTable, "] (",
                         "     [id] varchar(200) not null, ",
                         "     [value] varbinary(max), ",
                         "     constraint unique_id unique (id))",
                         sep = "")
 rxExecuteSQLDDL(odbcDS, ddlCreateTable)
}

modelId <- "linModModel" # Any key to identify the model
rxWriteObject(dest = odbcDS, key = modelId, value = serializedModel, serialize = FALSE, overwrite=TRUE) # serialize is FALSE since the model is already serialized into raw in Step 1

# 3: Enable real-time scoring functionality using RegiterRExt (see above)

# 4: Call real-time scoring stored procedure (sp_rxPredict) using T-SQL
query <- paste0("
               DECLARE @model VARBINARY(max);
               SELECT @model = value FROM ", modelTable, " WHERE id = '", modelId, "';
               EXEC sp_rxPredict @model = @model, @inputData = '
               SELECT
               CAST(3.1 AS FLOAT) AS [Sepal.Width],
               ''virginica'' AS Species", "'")
 # Use CAST to map numeric types to SQL Float

 # T-SQL Example above uses inline data in the query. Alternatively, a data could come from a table in a SQL database

cat(query) #  TSQL to be executed in SQL Server
#  The above command displays the T-SQL that can be executed in a SQL Server for real-time scoring

# To test this from R you can execute the following test method
rtsResult <- RevoScaleR:::rxExecuteSQL(connectionString = connectionString, query = query)

## End(Not run)