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author | Yanbo Liang <ybliang8@gmail.com> | 2015-04-01 17:19:36 -0700 |
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committer | Xiangrui Meng <meng@databricks.com> | 2015-04-01 17:19:36 -0700 |
commit | 86b43993517104e6d5ad0785704ceec6db8acc20 (patch) | |
tree | b46aacdbae1be099d5377f6d825d9cc6ff23d9a3 | |
parent | 2fa3b47dbf38aae58514473932c69bbd35de4e4c (diff) | |
download | spark-86b43993517104e6d5ad0785704ceec6db8acc20.tar.gz spark-86b43993517104e6d5ad0785704ceec6db8acc20.tar.bz2 spark-86b43993517104e6d5ad0785704ceec6db8acc20.zip |
[SPARK-6580] [MLLIB] Optimize LogisticRegressionModel.predictPoint
https://issues.apache.org/jira/browse/SPARK-6580
Author: Yanbo Liang <ybliang8@gmail.com>
Closes #5249 from yanboliang/spark-6580 and squashes the following commits:
6f47f21 [Yanbo Liang] address comments
4e0bd0f [Yanbo Liang] fix typos
04e2e2a [Yanbo Liang] trigger jenkins
cad5bcd [Yanbo Liang] Optimize LogisticRegressionModel.predictPoint
-rw-r--r-- | mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala | 55 |
1 files changed, 26 insertions, 29 deletions
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala b/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala index e7c3599ff6..057b628c6a 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala @@ -62,6 +62,15 @@ class LogisticRegressionModel ( s" but was given weights of length ${weights.size}") } + private val dataWithBiasSize: Int = weights.size / (numClasses - 1) + + private val weightsArray: Array[Double] = weights match { + case dv: DenseVector => dv.values + case _ => + throw new IllegalArgumentException( + s"weights only supports dense vector but got type ${weights.getClass}.") + } + /** * Constructs a [[LogisticRegressionModel]] with weights and intercept for binary classification. */ @@ -74,6 +83,7 @@ class LogisticRegressionModel ( * Sets the threshold that separates positive predictions from negative predictions * in Binary Logistic Regression. An example with prediction score greater than or equal to * this threshold is identified as an positive, and negative otherwise. The default value is 0.5. + * It is only used for binary classification. */ @Experimental def setThreshold(threshold: Double): this.type = { @@ -84,6 +94,7 @@ class LogisticRegressionModel ( /** * :: Experimental :: * Returns the threshold (if any) used for converting raw prediction scores into 0/1 predictions. + * It is only used for binary classification. */ @Experimental def getThreshold: Option[Double] = threshold @@ -91,6 +102,7 @@ class LogisticRegressionModel ( /** * :: Experimental :: * Clears the threshold so that `predict` will output raw prediction scores. + * It is only used for binary classification. */ @Experimental def clearThreshold(): this.type = { @@ -106,7 +118,6 @@ class LogisticRegressionModel ( // If dataMatrix and weightMatrix have the same dimension, it's binary logistic regression. if (numClasses == 2) { - require(numFeatures == weightMatrix.size) val margin = dot(weightMatrix, dataMatrix) + intercept val score = 1.0 / (1.0 + math.exp(-margin)) threshold match { @@ -114,30 +125,9 @@ class LogisticRegressionModel ( case None => score } } else { - val dataWithBiasSize = weightMatrix.size / (numClasses - 1) - - val weightsArray = weightMatrix match { - case dv: DenseVector => dv.values - case _ => - throw new IllegalArgumentException( - s"weights only supports dense vector but got type ${weightMatrix.getClass}.") - } - - val margins = (0 until numClasses - 1).map { i => - var margin = 0.0 - dataMatrix.foreachActive { (index, value) => - if (value != 0.0) margin += value * weightsArray((i * dataWithBiasSize) + index) - } - // Intercept is required to be added into margin. - if (dataMatrix.size + 1 == dataWithBiasSize) { - margin += weightsArray((i * dataWithBiasSize) + dataMatrix.size) - } - margin - } - /** - * Find the one with maximum margins. If the maxMargin is negative, then the prediction - * result will be the first class. + * Compute and find the one with maximum margins. If the maxMargin is negative, then the + * prediction result will be the first class. * * PS, if you want to compute the probabilities for each outcome instead of the outcome * with maximum probability, remember to subtract the maxMargin from margins if maxMargin @@ -145,13 +135,20 @@ class LogisticRegressionModel ( */ var bestClass = 0 var maxMargin = 0.0 - var i = 0 - while(i < margins.size) { - if (margins(i) > maxMargin) { - maxMargin = margins(i) + val withBias = dataMatrix.size + 1 == dataWithBiasSize + (0 until numClasses - 1).foreach { i => + var margin = 0.0 + dataMatrix.foreachActive { (index, value) => + if (value != 0.0) margin += value * weightsArray((i * dataWithBiasSize) + index) + } + // Intercept is required to be added into margin. + if (withBias) { + margin += weightsArray((i * dataWithBiasSize) + dataMatrix.size) + } + if (margin > maxMargin) { + maxMargin = margin bestClass = i + 1 } - i += 1 } bestClass.toDouble } |