Chasing the Pareto Frontier – In-Database Multi-Criteria Optimization with Skyline Queries
14
© 2014 EXASOL AG Chasing the Pareto Frontier In-Database Multi-Criteria Optimization with Skyline Queries
-
Upload
exasol-ag -
Category
Data & Analytics
-
view
281 -
download
2
Transcript of Chasing the Pareto Frontier – In-Database Multi-Criteria Optimization with Skyline Queries
© 2014 EXASOL AG
1
Chasing the Pareto Frontier In-Database Multi-Criteria Optimization with Skyline Queries
© 2014 EXASOL AG
2
How to achieve optimal decisions
How to find optimal trade-offs for your criteria
Price/performance, costs/benefits, profit/risk, …
How to answer your essential questions
Which offering satisfies my customers needs but maximizes my margin?
Which campaigns reach my possible customers but minimize my efforts?
Skyline: Current research with University of Augsburg
© 2014 EXASOL AG
3
Example: Fund selection
Which are the best funds?
© 2014 EXASOL AG
4
Find optima in the presence of trade-offs between conflicting objectives
The problem
© 2014 EXASOL AG
5
Theory
Multi-dimensional optimization
In general, there is no single optimum
Performance
Risk
Better than
Which is better?
© 2014 EXASOL AG
6
Sorting? Filtering? Metrics? Scoring?
© 2014 EXASOL AG
7
Skyline – Multi-criteria optimization
Set of non-dominated elements
So-called Skyline or Pareto Frontier
Performance
Risk
Element’s dominated area
© 2014 EXASOL AG
8
The Power of Skyline Queries
Exclude the sub-optimal values
© 2014 EXASOL AG
9
Skyline SQL example
Evaluate the ‘optimal’ holiday trip
duration should be as high as possible
price should be as low as possible
Returns a set of optimal trips per day
SELECT *
FROM trips
WHERE country='USA'
PREFERRING HIGH duration
PLUS LOW price
PARTITION BY start_day;
© 2014 EXASOL AG
10
Live Demo
Public available dataset:
Renewable energy map
EXASolo Community Edition
EXAplus SQL Client
© 2014 EXASOL AG
11
How does it scale ? Benchmark Results
http://www.btw-2015.de/res/proceedings/Hauptband/Ind/Mandl-Preference_Analytics_in_EXAS.pdf
© 2014 EXASOL AG
12
Summary
Given objective, multidimensional criteria, Skyline queries:
compute Pareto Frontier / non-dominated solutions
reduce huge data volumes to the relevant subset
accelerate and optimize your decision making process
Try out yourself:
https://www.exasol.com/support/browse/SOL-104 What is Skyline? + Link to Videos
https://www.exasol.com/support/browse/SOL-240 Skyline Tutorial: Energymap
© 2014 EXASOL AG
13
EXASolution - Powerful Analytic Engine
Query Interfaces • SQL • ODBC • JDBC
In-database Analytics • Java, Python, R, Lua • Geo-spatial • Skyline
100% built from the scratch
Connectors • Hadoop et al. • 3rd party JDBC • Native Oracle
In-memory - Columnar – Massively Parallel Processing
© 2014 EXASOL AG
14
Questions ?
More details and a FREE community version of our database available at
www.exasol.com
Email:
Twitter : @EXASOLAG
