Merge pull request Azure#448 from jeff-shepherd/master

Update new notebooks to use dataprep and add sql files

Author: rastala

how-to-use-azureml/automated-machine-learning/classification-bank-marketing/auto-ml-classification-bank-marketing.ipynb

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+# Table of Contents
+1. [Introduction](#introduction)
+1. [Setup using Azure Data Studio](#azuredatastudiosetup)
+1. [Energy demand example using Azure Data Studio](#azuredatastudioenergydemand)
+1. [Set using SQL Server Management Studio for SQL Server 2017 on Windows](#ssms2017)
+1. [Set using SQL Server Management Studio for SQL Server 2019 on Linux](#ssms2019)
+1. [Energy demand example using SQL Server Management Studio](#ssmsenergydemand)
+
+
+<a name="introduction"></a>
+# Introduction
+SQL Server 2017 or 2019 can call Azure ML automated machine learning to create models trained on data from SQL Server.
+This uses the sp_execute_external_script stored procedure, which can call Python scripts.
+SQL Server 2017 and SQL Server 2019 can both run on Windows or Linux.
+However, this integration is not available for SQL Server 2017 on Linux. 
+
+This folder shows how to setup the integration and has a sample that uses the integration to train and predict based on an energy demand dataset.
+
+This integration is part of SQL Server and so can be used from any SQL client. 
+These instructions show using it from Azure Data Studio or SQL Server Managment Studio.
+
+<a name="azuredatastudiosetup"></a>
+## Setup using Azure Data Studio
+
+These step show setting up the integration using Azure Data Studio.
+
+1. If you don't already have SQL Server, you can install it from [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
+1. Install Azure Data Studio from [https://docs.microsoft.com/en-us/sql/azure-data-studio/download?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/azure-data-studio/download?view=sql-server-2017)
+1. Start Azure Data Studio and connect to SQL Server. [https://docs.microsoft.com/en-us/sql/azure-data-studio/sql-notebooks?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/azure-data-studio/sql-notebooks?view=sql-server-2017)
+1. Create a database named "automl".
+1. Open the notebook how-to-use-azureml\automated-machine-learning\sql-server\setup\auto-ml-sql-setup.ipynb and follow the instructions in it.
+
+ <a name="azuredatastudioenergydemand"></a>
+## Energy demand example using Azure Data Studio
+
+Once you have completed the setup, you can try the energy demand sample in the notebook energy-demand\auto-ml-sql-energy-demand.ipynb.
+This has cells to train a model, predict based on the model and show metrics for each pipeline run in training the model.
+
+<a name="ssms2017"></a>
+## Setup using SQL Server Management Studio for SQL Server 2017 on Windows
+
+These instruction setup the integration for SQL Server 2017 on Windows.
+
+1. If you don't already have SQL Server, you can install it from [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
+2. Enable external scripts with the following commands: 
+```sh
+   sp_configure 'external scripts enabled',1 
+   reconfigure with override
+```
+3. Stop SQL Server. 
+4. Install the automated machine learning libraries using the following commands from Administrator command prompt (If you are using a non-default SQL Server instance name, replace MSSQLSERVER in the second command with the instance name)
+```sh
+   cd "C:\Program Files\Microsoft SQL Server"
+   cd "MSSQL14.MSSQLSERVER\PYTHON_SERVICES"
+   python.exe -m pip install azureml-sdk[automl]
+   python.exe -m pip install --upgrade numpy
+   python.exe -m pip install --upgrade sklearn
+```
+5. Start SQL Server and the service "SQL Server Launchpad service". 
+6. In Windows Firewall, click on advanced settings and in Outbound Rules, disable "Block network access for R local user accounts in SQL Server instance xxxx". 
+7. Execute the files in the setup folder in SQL Server Management Studio: aml_model.sql, aml_connection.sql, AutoMLGetMetrics.sql, AutoMLPredict.sql and AutoMLTrain.sql 
+8. Create an Azure Machine Learning Workspace.  You can use the instructions at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace ](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace)
+9. Create a config.json file file using the subscription id, resource group name and workspace name that you used to create the workspace.  The file is described at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace)
+10. Create an Azure service principal.  You can do this with the commands: 
+```sh
+   az login 
+   az account set --subscription subscriptionid 
+   az ad sp create-for-rbac --name principlename --password password 
+```
+11. Insert the values \<tenant\>, \<AppId\> and \<password\> returned by create-for-rbac above into the aml_connection table.  Set \<path\> as the absolute path to your config.json file. Set the name to “Default”. 
+ 
+<a name="ssms2019"></a>
+## Setup using SQL Server Management Studio for SQL Server 2019 on Linux
+1. Install SQL Server 2019 from: [https://www.microsoft.com/en-us/sql-server/sql-server-downloads](https://www.microsoft.com/en-us/sql-server/sql-server-downloads)
+2. Install machine learning support from: [https://docs.microsoft.com/en-us/sql/linux/sql-server-linux-setup-machine-learning?view=sqlallproducts-allversions#ubuntu](https://docs.microsoft.com/en-us/sql/linux/sql-server-linux-setup-machine-learning?view=sqlallproducts-allversions#ubuntu)
+3. Then install SQL Server management Studio from [https://docs.microsoft.com/en-us/sql/ssms/download-sql-server-management-studio-ssms?view=sql-server-2017](https://docs.microsoft.com/en-us/sql/ssms/download-sql-server-management-studio-ssms?view=sql-server-2017)
+4. Enable external scripts with the following commands: 
+```sh
+   sp_configure 'external scripts enabled',1 
+   reconfigure with override 
+```
+5. Stop SQL Server. 
+6. Install the automated machine learning libraries using the following commands from Administrator command (If you are using a non-default SQL Server instance name, replace MSSQLSERVER in the second command with the instance name): 
+```sh
+   sudo /opt/mssql/mlservices/bin/python/python -m pip install azureml-sdk[automl] 
+   sudo /opt/mssql/mlservices/bin/python/python -m pip install --upgrade numpy 
+   sudo /opt/mssql/mlservices/bin/python/python -m pip install --upgrade sklearn
+```
+7. Start SQL Server. 
+8. Execute the files aml_model.sql, aml_connection.sql, AutoMLGetMetrics.sql, AutoMLPredict.sql and AutoMLTrain.sql in SQL Server Management Studio. 
+9. Create an Azure Machine Learning Workspace.  You can use the instructions at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-manage-workspace)
+10. Create a config.json file file using the subscription id, resource group name and workspace name that you use to create the workspace.  The file is described at: [https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace](https://docs.microsoft.com/en-us/azure/machine-learning/service/how-to-configure-environment#workspace)
+11. Create an Azure service principal.  You can do this with the commands: 
+```sh
+   az login 
+   az account set --subscription subscriptionid 
+   az ad sp create-for-rbac --name principlename --password password 
+``` 
+12. Insert the values \<tenant\>, \<AppId\> and \<password\> returned by create-for-rbac above into the aml_connection table.  Set \<path\> as the absolute path to your config.json file. Set the name to “Default”. 
+ 
+<a name="ssmsenergydemand"></a>
+## Energy demand example using SQL Server Management Studio
+
+Once you have completed the setup, you can try the energy demand sample queries.
+First you need to load the sample data in the database.
+1. In SQL Server Management Studio, you can right-click the database, select Tasks, then Import Flat file. 
+1. Select the file MachineLearningNotebooks\notebooks\how-to-use-azureml\automated-machine-learning\forecasting-energy-demand\nyc_energy.csv. 
+1. When you get to the column definition page, allow nulls for all columns. 
+
+You can then run the queries in the energy-demand folder:
+* TrainEnergyDemand.sql runs AutoML, trains multiple models on data and selects the best model.
+* PredictEnergyDemand.sql predicts based on the most recent training run.
+* GetMetrics.sql returns all the metrics for each model in the most recent training run.

how-to-use-azureml/automated-machine-learning/classification-credit-card-fraud/auto-ml-classification-credit-card-fraud.ipynb

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+-- This lists all the metrics for all iterations for the most recent run.
+
+DECLARE @RunId NVARCHAR(43)
+DECLARE @ExperimentName NVARCHAR(255)
+
+SELECT TOP 1 @ExperimentName=ExperimentName, @RunId=SUBSTRING(RunId, 1, 43)
+FROM aml_model
+ORDER BY CreatedDate DESC
+
+EXEC dbo.AutoMLGetMetrics @RunId, @ExperimentName

how-to-use-azureml/automated-machine-learning/regression-concrete-strength/auto-ml-regression-concrete-strength.ipynb

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+-- This shows using the AutoMLPredict stored procedure to predict using a forecasting model for the nyc_energy dataset.
+
+DECLARE @Model NVARCHAR(MAX) = (SELECT TOP 1 Model FROM dbo.aml_model
+                                WHERE ExperimentName = 'automl-sql-forecast'
+								ORDER BY CreatedDate DESC)
+
+EXEC dbo.AutoMLPredict @input_query='
+SELECT CAST(timeStamp AS NVARCHAR(30)) AS timeStamp,
+       demand,
+	   precip,
+	   temp
+FROM nyc_energy
+WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL
+AND timeStamp >= ''2017-02-01''',
+@label_column='demand',
+@model=@model
+WITH RESULT SETS ((timeStamp NVARCHAR(30), actual_demand FLOAT, precip FLOAT, temp FLOAT, predicted_demand FLOAT))

how-to-use-azureml/automated-machine-learning/regression-hardware-performance/auto-ml-regression-hardware-performance.ipynb

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+-- This shows using the AutoMLTrain stored procedure to create a forecasting model for the nyc_energy dataset.
+
+INSERT INTO dbo.aml_model(RunId, ExperimentName, Model, LogFileText, WorkspaceName)
+EXEC dbo.AutoMLTrain @input_query='
+SELECT CAST(timeStamp as NVARCHAR(30)) as timeStamp,
+       demand,
+	   precip,
+	   temp,
+	   CASE WHEN timeStamp < ''2017-01-01'' THEN 0 ELSE 1 END AS is_validate_column
+FROM nyc_energy
+WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL
+and timeStamp < ''2017-02-01''',
+@label_column='demand',
+@task='forecasting',
+@iterations=10,
+@iteration_timeout_minutes=5,
+@time_column_name='timeStamp',
+@is_validate_column='is_validate_column',
+@experiment_name='automl-sql-forecast',
+@primary_metric='normalized_root_mean_squared_error'
+

how-to-use-azureml/automated-machine-learning/sql-server/README.md

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+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "# Train a model and use it for prediction\r\n",
+    "\r\n",
+    "Before running this notebook, run the auto-ml-sql-setup.ipynb notebook."
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "![Impressions](https://PixelServer20190423114238.azurewebsites.net/api/impressions/MachineLearningNotebooks/how-to-use-azureml/automated-machine-learning/sql-server/energy-demand/auto-ml-sql-energy-demand.png)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Set the default database"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "USE [automl]\r\n",
+    "GO"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Use the AutoMLTrain stored procedure to create a forecasting model for the nyc_energy dataset."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "INSERT INTO dbo.aml_model(RunId, ExperimentName, Model, LogFileText, WorkspaceName)\r\n",
+    "EXEC dbo.AutoMLTrain @input_query='\r\n",
+    "SELECT CAST(timeStamp as NVARCHAR(30)) as timeStamp,\r\n",
+    "       demand,\r\n",
+    "\t   precip,\r\n",
+    "\t   temp,\r\n",
+    "\t   CASE WHEN timeStamp < ''2017-01-01'' THEN 0 ELSE 1 END AS is_validate_column\r\n",
+    "FROM nyc_energy\r\n",
+    "WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL\r\n",
+    "and timeStamp < ''2017-02-01''',\r\n",
+    "@label_column='demand',\r\n",
+    "@task='forecasting',\r\n",
+    "@iterations=10,\r\n",
+    "@iteration_timeout_minutes=5,\r\n",
+    "@time_column_name='timeStamp',\r\n",
+    "@is_validate_column='is_validate_column',\r\n",
+    "@experiment_name='automl-sql-forecast',\r\n",
+    "@primary_metric='normalized_root_mean_squared_error'"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Use the AutoMLPredict stored procedure to predict using the forecasting model for the nyc_energy dataset."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "DECLARE @Model NVARCHAR(MAX) = (SELECT TOP 1 Model FROM dbo.aml_model\r\n",
+    "                                WHERE ExperimentName = 'automl-sql-forecast'\r\n",
+    "\t\t\t\t\t\t\t\tORDER BY CreatedDate DESC)\r\n",
+    "\r\n",
+    "EXEC dbo.AutoMLPredict @input_query='\r\n",
+    "SELECT CAST(timeStamp AS NVARCHAR(30)) AS timeStamp,\r\n",
+    "       demand,\r\n",
+    "\t   precip,\r\n",
+    "\t   temp\r\n",
+    "FROM nyc_energy\r\n",
+    "WHERE demand IS NOT NULL AND precip IS NOT NULL AND temp IS NOT NULL\r\n",
+    "AND timeStamp >= ''2017-02-01''',\r\n",
+    "@label_column='demand',\r\n",
+    "@model=@model\r\n",
+    "WITH RESULT SETS ((timeStamp NVARCHAR(30), actual_demand FLOAT, precip FLOAT, temp FLOAT, predicted_demand FLOAT))"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## List all the metrics for all iterations for the most recent training run."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "DECLARE @RunId NVARCHAR(43)\r\n",
+    "DECLARE @ExperimentName NVARCHAR(255)\r\n",
+    "\r\n",
+    "SELECT TOP 1 @ExperimentName=ExperimentName, @RunId=SUBSTRING(RunId, 1, 43)\r\n",
+    "FROM aml_model\r\n",
+    "ORDER BY CreatedDate DESC\r\n",
+    "\r\n",
+    "EXEC dbo.AutoMLGetMetrics @RunId, @ExperimentName"
+   ]
+  }
+ ],
+ "metadata": {
+  "authors": [
+   {
+    "name": "jeffshep"
+   }
+  ],
+  "kernelspec": {
+   "display_name": "SQL",
+   "language": "sql",
+   "name": "SQL"
+  },
+  "language_info": {
+   "name": "sql",
+   "version": ""
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}

how-to-use-azureml/automated-machine-learning/sql-server/energy-demand/GetMetrics.sql

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+-- This procedure returns a list of metrics for each iteration of a run.
+SET ANSI_NULLS ON
+GO
+SET QUOTED_IDENTIFIER ON
+GO
+CREATE OR ALTER PROCEDURE [dbo].[AutoMLGetMetrics]
+ (
+	@run_id NVARCHAR(250),                           -- The RunId
+    @experiment_name NVARCHAR(32)='automl-sql-test', -- This can be used to find the experiment in the Azure Portal.
+    @connection_name NVARCHAR(255)='default'         -- The AML connection to use.
+ ) AS
+BEGIN
+    DECLARE @tenantid NVARCHAR(255)
+    DECLARE @appid NVARCHAR(255)
+    DECLARE @password NVARCHAR(255)
+    DECLARE @config_file NVARCHAR(255)
+
+	SELECT @tenantid=TenantId, @appid=AppId, @password=Password, @config_file=ConfigFile
+	FROM aml_connection
+	WHERE ConnectionName = @connection_name;
+
+    EXEC sp_execute_external_script @language = N'Python', @script = N'import pandas as pd
+import logging 
+import azureml.core 
+import numpy as np
+from azureml.core.experiment import Experiment 
+from azureml.train.automl.run import AutoMLRun
+from azureml.core.authentication import ServicePrincipalAuthentication 
+from azureml.core.workspace import Workspace 
+
+auth = ServicePrincipalAuthentication(tenantid, appid, password) 
+ 
+ws = Workspace.from_config(path=config_file, auth=auth) 
+ 
+experiment = Experiment(ws, experiment_name) 
+
+ml_run = AutoMLRun(experiment = experiment, run_id = run_id)
+
+children = list(ml_run.get_children())
+iterationlist = []
+metricnamelist = []
+metricvaluelist = []
+
+for run in children:
+    properties = run.get_properties()
+    if "iteration" in properties:
+        iteration = int(properties["iteration"])
+        for metric_name, metric_value in run.get_metrics().items():
+            if isinstance(metric_value, float):
+                iterationlist.append(iteration)
+                metricnamelist.append(metric_name)
+                metricvaluelist.append(metric_value)
+             
+metrics = pd.DataFrame({"iteration": iterationlist, "metric_name": metricnamelist, "metric_value": metricvaluelist})
+'
+    , @output_data_1_name = N'metrics'
+	, @params = N'@run_id NVARCHAR(250), 
+				  @experiment_name NVARCHAR(32),
+  				  @tenantid NVARCHAR(255),
+				  @appid NVARCHAR(255),
+				  @password NVARCHAR(255),
+				  @config_file NVARCHAR(255)'
+    , @run_id = @run_id
+	, @experiment_name = @experiment_name
+	, @tenantid = @tenantid
+	, @appid = @appid
+	, @password = @password
+	, @config_file = @config_file
+WITH RESULT SETS ((iteration INT, metric_name NVARCHAR(100), metric_value FLOAT))
+END