aboutsummaryrefslogtreecommitdiff
path: root/mllib/src/main/scala/org/apache/spark/ml/evaluation/RegressionEvaluator.scala
blob: 988f6e918f64f76a6dda503f953e54536a382d53 (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *    http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.spark.ml.evaluation

import org.apache.spark.annotation.{Experimental, Since}
import org.apache.spark.ml.param.{Param, ParamMap, ParamValidators}
import org.apache.spark.ml.param.shared.{HasLabelCol, HasPredictionCol}
import org.apache.spark.ml.util.{DefaultParamsReadable, DefaultParamsWritable, Identifiable}
import org.apache.spark.mllib.evaluation.RegressionMetrics
import org.apache.spark.sql.{Dataset, Row}
import org.apache.spark.sql.functions._
import org.apache.spark.sql.types.{DoubleType, FloatType}

/**
 * :: Experimental ::
 * Evaluator for regression, which expects two input columns: prediction and label.
 */
@Since("1.4.0")
@Experimental
final class RegressionEvaluator @Since("1.4.0") (@Since("1.4.0") override val uid: String)
  extends Evaluator with HasPredictionCol with HasLabelCol with DefaultParamsWritable {

  @Since("1.4.0")
  def this() = this(Identifiable.randomUID("regEval"))

  /**
   * Param for metric name in evaluation. Supports:
   *  - `"rmse"` (default): root mean squared error
   *  - `"mse"`: mean squared error
   *  - `"r2"`: R^2^ metric
   *  - `"mae"`: mean absolute error
   *
   * @group param
   */
  @Since("1.4.0")
  val metricName: Param[String] = {
    val allowedParams = ParamValidators.inArray(Array("mse", "rmse", "r2", "mae"))
    new Param(this, "metricName", "metric name in evaluation (mse|rmse|r2|mae)", allowedParams)
  }

  /** @group getParam */
  @Since("1.4.0")
  def getMetricName: String = $(metricName)

  /** @group setParam */
  @Since("1.4.0")
  def setMetricName(value: String): this.type = set(metricName, value)

  /** @group setParam */
  @Since("1.4.0")
  def setPredictionCol(value: String): this.type = set(predictionCol, value)

  /** @group setParam */
  @Since("1.4.0")
  def setLabelCol(value: String): this.type = set(labelCol, value)

  setDefault(metricName -> "rmse")

  @Since("2.0.0")
  override def evaluate(dataset: Dataset[_]): Double = {
    val schema = dataset.schema
    val predictionColName = $(predictionCol)
    val predictionType = schema($(predictionCol)).dataType
    require(predictionType == FloatType || predictionType == DoubleType,
      s"Prediction column $predictionColName must be of type float or double, " +
        s" but not $predictionType")
    val labelColName = $(labelCol)
    val labelType = schema($(labelCol)).dataType
    require(labelType == FloatType || labelType == DoubleType,
      s"Label column $labelColName must be of type float or double, but not $labelType")

    val predictionAndLabels = dataset
      .select(col($(predictionCol)).cast(DoubleType), col($(labelCol)).cast(DoubleType))
      .rdd.
      map { case Row(prediction: Double, label: Double) =>
        (prediction, label)
      }
    val metrics = new RegressionMetrics(predictionAndLabels)
    val metric = $(metricName) match {
      case "rmse" => metrics.rootMeanSquaredError
      case "mse" => metrics.meanSquaredError
      case "r2" => metrics.r2
      case "mae" => metrics.meanAbsoluteError
    }
    metric
  }

  @Since("1.4.0")
  override def isLargerBetter: Boolean = $(metricName) match {
    case "rmse" => false
    case "mse" => false
    case "r2" => true
    case "mae" => false
  }

  @Since("1.5.0")
  override def copy(extra: ParamMap): RegressionEvaluator = defaultCopy(extra)
}

@Since("1.6.0")
object RegressionEvaluator extends DefaultParamsReadable[RegressionEvaluator] {

  @Since("1.6.0")
  override def load(path: String): RegressionEvaluator = super.load(path)
}