1 min readfrom 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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[D] Training a classifier entirely in SQL (no iterative optimization)