SPSS Modeler Integration with IBM DB2 Analytics Accelerator

SPSS Modeler Integration with IBM DB2 Analytics

Accelerator

Markus Nentwig

Agenda

1 _Motivation

2 _Basics

IBM SPSS Modeler

IBM DB2 Analytics Accelerator (IDAA)

3 _{My Work}

Task Overview

Fraud Prediction for Banking Scenario

New information out of old transactions!?

Example: retail business website:

Customers who bought book A also bought book X and Y

→

How does it work? What are the problems?

Possible solution to Market Basket Analysis

IBM SPSS Modeler

Data Mining workbench to discover knowledge in databases

Tool for Data Mining: IBM SPSS Modeler Scan all transactions made in past

→

IBM DB2 Analytics Accelerator (IDAA)

Data Warehouse appliance powered by Netezza technology

System z196 connected to IDAA Accelerate specific (often analytic) queries Appliance makes it easy to install / operate

Figure from Redbook: Optimizing DB2 Queries with IBM DB2

IBM DB2 Analytics Accelerator (IDAA)

Computation with new approach on IDAA

Figure from Redbook: Optimizing DB2 Queries with IBM DB2 Analytics Accelerator for z/OS

OLAP-type access to data

→

Pass query to IDAA

→

→

IBM DB2 Analytics Accelerator (IDAA)

Results with new IDAA approach

Iterate about whole data base

→

find associations

→

Use of IDAA ensures integration with DB2

→

Small resulting table (red) back to DB2

Task Overview

Subjects I worked on

Describe model build on IBM SPSS Modeler and possible new approach with IDAA

Find real scenarios and map them to both approaches Preparation tasks for performance test

Fraud Prediction for Banking Scenario

Real world business scenario

Prediction of possible credit card transaction fraud Examples:

Big transactions in abnormal time

Multiple purchases from different vendors in short time High risk country origin

1 _{Model Training: Check old transactions for fraudulent patterns}

Fraud Prediction for Banking Scenario

Example: algorithm mapped to IDAA

Algorithm RFM-Analysis in IBM SPSS Modeler:

→

No algorithm equivalent on IDAA side

→

Results

Model build accelerated using Netezza technology Business scenarios mapped to new architecture Performance measurement in progress

Related presentation on IOD:

IBM Software InformationOnDemand 2012 October 21-25 IDW-1626A zOLAP - Accelerate SPSS Modeling and Data Mining Using IDAA on z

Thank you!

Thank you for listening. Any questions?

IBM, the IBM logo, ibm.com and DB2 Analytics Accelerator are trademarks or registered trademarks of International Business Machines Corporation in the United States, other countries, or both. Other company, product, or service names may be trademarks or service marks of others.

Preparation for performance test (1)

Data preparation

Data extraction out of the given complex scheme

→

→

Enlargement of data basis (from less than 100 MB to GB-TB)

Preparation for performance test (2)

Load to DB2 and also to IDAA

DB2 LOAD utility used within a JCL script on the host Accelerate (Copy) tables to IDAA with IDAA Studio \\

LOAD

EXEC PGM=DSNUTILB,PARM=DBNI

. . .

LOAD DATA INDDN INPUTD

REPLACE

LOG NO

ENFORCE NO

FORMAT DELIMITED

INTO TABLE NENTWIG.TABLE_NAME (

PARAM TYPE,

)

Preparation for performance test (4)

Implement applied algorithms on Netezza

Much pre-defined functionality with IBM SPSS In-Database Analytics like

Discretization, normalization Decision trees, association rules Different clustering algorithms and so on Exploit and adapt to work like in SPSS Modeler Example discretization:

CALL nza..EFDISC(’outtable=RFM_BOUNDS,

intable=SOURCE, bins=5

incolumn=RECENCY_DAYS;FREQUENCY;MONETARY’);

CALL nza..APPLY_DISC(’outtable=RFM,

intable=SOURCE,

btable=RFM_BOUNDS, replace=false’);