•1 min read•from Machine Learning
[D] Training a classifier entirely in SQL (no iterative optimization)
I implemented SEFR, which is a lightweight linear classifier, entirely in SQL (in Google BigQuery), and benchmarked it against Logistic Regression.
On a 55k fraud detection dataset, SEFR achieves AUC 0.954 vs. 0.986 of Logistic Regression, but SEFR is ~18× faster due to its fully parallelizable formulation (it has no iterative optimization).
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