Efficient construction of approximate ad-hoc ML models through materialization and reuse

Machine learning has become an essential toolkit for complex analytic processing. Data is typically stored in large data warehouses with multiple dimension hierarchies. Often, data used for building an ML model are aligned on OLAP hierarchies such as location or time. In this paper, we investigate the feasibility of efficiently constructing approximate ML models for new queries from previously constructed ML models by leveraging the concepts of model materialization and reuse. For example, is it possible to construct an approximate ML model for data from the year 2017 if one already has ML models for each of its quarters? We propose algorithms that can support a wide variety of ML models such as generalized linear models for classification along with K-Means and Gaussian Mixture models for clustering. We propose a cost based optimization framework that identifies appropriate ML models to combine at query time and conduct extensive experiments on real-world and synthetic datasets. Our results indicate that our framework can support analytic queries on ML models, with superior performance, achieving dramatic speedups of several orders in magnitude on very large datasets.