[prototype] Model storage

[andy-esch]

Model Storage

This is a prototype for storing models that can be re-used later without the need for re-training. It currently only works with scikit-learn models.

1. Model table is created if it does not exist
2. If a model is specified, there is a database lookup to see if it exists. a. If it exists, it is loaded and used b. If it does not exist, the model will be created and later stored
3. The model is used in the calculation
4. If the model hasn't already been stored, it is stored according to a specified name (optional), or an automatically suggested name, along with metadata about the model.

ToDo

• [ ] Helper functions for returning the out of bag improvement (oob_improvements_) and feature importances (feature_importances_) that just sits on top of CDB_RetrieveModelParams. This works already, just specify it like so:

  CDB_RetrieveModelParams('your_model_name', 'feature_importances_')

Future enhancements

• Model updates
• Model deletion
• More choice about whether it's stored or not

References

• Exposing attributes for gradient boosting regressor (e.g., http://scikit-learn.org/stable/auto_examples/ensemble/plot_gradient_boosting_oob.html) via functions which fetch these attributes and return them as tables separate from the analysis output.
• Gradient Boosting Regressor page: http://scikit-learn.org/stable/modules/generated/sklearn.ensemble.GradientBoostingRegressor.html
• Model persistence advice from: http://scikit-learn.org/stable/modules/model_persistence.html

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• [x] All declared geometries are geometry(Geometry, 4326) for general geoms, or geometry(Point, 4326)
• [x] Existing functions in crankshaft python library called from the extension are kept at least from version N to version N+1 (to avoid breakage during upgrades).
• [ ] Docs for public-facing functions are written
• [x] New functions follow the naming conventions: CDB_NameOfFunction. Where internal functions begin with an underscore
• [x] If function is in Python, code conforms to PEP8 Style Guide