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author | Xiangrui Meng <meng@databricks.com> | 2014-08-15 21:04:29 -0700 |
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committer | Xiangrui Meng <meng@databricks.com> | 2014-08-15 21:04:29 -0700 |
commit | 5d25c0b74f6397d78164b96afb8b8cbb1b15cfbd (patch) | |
tree | d2fb3a33cee986c5d7d7c54c88fdbe4d53d98c92 | |
parent | cc3648774e9a744850107bb187f2828d447e0a48 (diff) | |
download | spark-5d25c0b74f6397d78164b96afb8b8cbb1b15cfbd.tar.gz spark-5d25c0b74f6397d78164b96afb8b8cbb1b15cfbd.tar.bz2 spark-5d25c0b74f6397d78164b96afb8b8cbb1b15cfbd.zip |
[SPARK-3078][MLLIB] Make LRWithLBFGS API consistent with others
Should ask users to set parameters through the optimizer. dbtsai
Author: Xiangrui Meng <meng@databricks.com>
Closes #1973 from mengxr/lr-lbfgs and squashes the following commits:
e3efbb1 [Xiangrui Meng] fix tests
21b3579 [Xiangrui Meng] fix method name
641eea4 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into lr-lbfgs
456ab7c [Xiangrui Meng] update LRWithLBFGS
5 files changed, 33 insertions, 53 deletions
diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/BinaryClassification.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/BinaryClassification.scala index 56b02b65d8..a6f78d2441 100644 --- a/examples/src/main/scala/org/apache/spark/examples/mllib/BinaryClassification.scala +++ b/examples/src/main/scala/org/apache/spark/examples/mllib/BinaryClassification.scala @@ -21,7 +21,7 @@ import org.apache.log4j.{Level, Logger} import scopt.OptionParser import org.apache.spark.{SparkConf, SparkContext} -import org.apache.spark.mllib.classification.{LogisticRegressionWithSGD, SVMWithSGD} +import org.apache.spark.mllib.classification.{LogisticRegressionWithLBFGS, SVMWithSGD} import org.apache.spark.mllib.evaluation.BinaryClassificationMetrics import org.apache.spark.mllib.util.MLUtils import org.apache.spark.mllib.optimization.{SquaredL2Updater, L1Updater} @@ -66,7 +66,8 @@ object BinaryClassification { .text("number of iterations") .action((x, c) => c.copy(numIterations = x)) opt[Double]("stepSize") - .text(s"initial step size, default: ${defaultParams.stepSize}") + .text("initial step size (ignored by logistic regression), " + + s"default: ${defaultParams.stepSize}") .action((x, c) => c.copy(stepSize = x)) opt[String]("algorithm") .text(s"algorithm (${Algorithm.values.mkString(",")}), " + @@ -125,10 +126,9 @@ object BinaryClassification { val model = params.algorithm match { case LR => - val algorithm = new LogisticRegressionWithSGD() + val algorithm = new LogisticRegressionWithLBFGS() algorithm.optimizer .setNumIterations(params.numIterations) - .setStepSize(params.stepSize) .setUpdater(updater) .setRegParam(params.regParam) algorithm.run(training).clearThreshold() 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 6790c86f65..486bdbfa9c 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 @@ -73,6 +73,8 @@ class LogisticRegressionModel ( /** * Train a classification model for Logistic Regression using Stochastic Gradient Descent. * NOTE: Labels used in Logistic Regression should be {0, 1} + * + * Using [[LogisticRegressionWithLBFGS]] is recommended over this. */ class LogisticRegressionWithSGD private ( private var stepSize: Double, @@ -191,51 +193,19 @@ object LogisticRegressionWithSGD { /** * Train a classification model for Logistic Regression using Limited-memory BFGS. + * Standard feature scaling and L2 regularization are used by default. * NOTE: Labels used in Logistic Regression should be {0, 1} */ -class LogisticRegressionWithLBFGS private ( - private var convergenceTol: Double, - private var maxNumIterations: Int, - private var regParam: Double) +class LogisticRegressionWithLBFGS extends GeneralizedLinearAlgorithm[LogisticRegressionModel] with Serializable { - /** - * Construct a LogisticRegression object with default parameters - */ - def this() = this(1E-4, 100, 0.0) - this.setFeatureScaling(true) - private val gradient = new LogisticGradient() - private val updater = new SimpleUpdater() - // Have to return new LBFGS object every time since users can reset the parameters anytime. - override def optimizer = new LBFGS(gradient, updater) - .setNumCorrections(10) - .setConvergenceTol(convergenceTol) - .setMaxNumIterations(maxNumIterations) - .setRegParam(regParam) + override val optimizer = new LBFGS(new LogisticGradient, new SquaredL2Updater) override protected val validators = List(DataValidators.binaryLabelValidator) - /** - * Set the convergence tolerance of iterations for L-BFGS. Default 1E-4. - * Smaller value will lead to higher accuracy with the cost of more iterations. - */ - def setConvergenceTol(convergenceTol: Double): this.type = { - this.convergenceTol = convergenceTol - this - } - - /** - * Set the maximal number of iterations for L-BFGS. Default 100. - */ - def setNumIterations(numIterations: Int): this.type = { - this.maxNumIterations = numIterations - this - } - override protected def createModel(weights: Vector, intercept: Double) = { new LogisticRegressionModel(weights, intercept) } - } diff --git a/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala b/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala index 033fe44f34..d16d0daf08 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala @@ -69,8 +69,17 @@ class LBFGS(private var gradient: Gradient, private var updater: Updater) /** * Set the maximal number of iterations for L-BFGS. Default 100. + * @deprecated use [[LBFGS#setNumIterations]] instead */ + @deprecated("use setNumIterations instead", "1.1.0") def setMaxNumIterations(iters: Int): this.type = { + this.setNumIterations(iters) + } + + /** + * Set the maximal number of iterations for L-BFGS. Default 100. + */ + def setNumIterations(iters: Int): this.type = { this.maxNumIterations = iters this } diff --git a/mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala index bc05b20468..862178694a 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala @@ -272,8 +272,9 @@ class LogisticRegressionClusterSuite extends FunSuite with LocalClusterSparkCont }.cache() // If we serialize data directly in the task closure, the size of the serialized task would be // greater than 1MB and hence Spark would throw an error. - val model = - (new LogisticRegressionWithLBFGS().setIntercept(true).setNumIterations(2)).run(points) + val lr = new LogisticRegressionWithLBFGS().setIntercept(true) + lr.optimizer.setNumIterations(2) + val model = lr.run(points) val predictions = model.predict(points.map(_.features)) diff --git a/mllib/src/test/scala/org/apache/spark/mllib/optimization/LBFGSSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/optimization/LBFGSSuite.scala index 5f4c24115a..ccba004baa 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/optimization/LBFGSSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/optimization/LBFGSSuite.scala @@ -55,7 +55,7 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { val initialWeightsWithIntercept = Vectors.dense(1.0 +: initialWeights.toArray) val convergenceTol = 1e-12 - val maxNumIterations = 10 + val numIterations = 10 val (_, loss) = LBFGS.runLBFGS( dataRDD, @@ -63,7 +63,7 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { simpleUpdater, numCorrections, convergenceTol, - maxNumIterations, + numIterations, regParam, initialWeightsWithIntercept) @@ -99,7 +99,7 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { // Prepare another non-zero weights to compare the loss in the first iteration. val initialWeightsWithIntercept = Vectors.dense(0.3, 0.12) val convergenceTol = 1e-12 - val maxNumIterations = 10 + val numIterations = 10 val (weightLBFGS, lossLBFGS) = LBFGS.runLBFGS( dataRDD, @@ -107,7 +107,7 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { squaredL2Updater, numCorrections, convergenceTol, - maxNumIterations, + numIterations, regParam, initialWeightsWithIntercept) @@ -140,10 +140,10 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { /** * For the first run, we set the convergenceTol to 0.0, so that the algorithm will - * run up to the maxNumIterations which is 8 here. + * run up to the numIterations which is 8 here. */ val initialWeightsWithIntercept = Vectors.dense(0.0, 0.0) - val maxNumIterations = 8 + val numIterations = 8 var convergenceTol = 0.0 val (_, lossLBFGS1) = LBFGS.runLBFGS( @@ -152,7 +152,7 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { squaredL2Updater, numCorrections, convergenceTol, - maxNumIterations, + numIterations, regParam, initialWeightsWithIntercept) @@ -167,7 +167,7 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { squaredL2Updater, numCorrections, convergenceTol, - maxNumIterations, + numIterations, regParam, initialWeightsWithIntercept) @@ -182,7 +182,7 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { squaredL2Updater, numCorrections, convergenceTol, - maxNumIterations, + numIterations, regParam, initialWeightsWithIntercept) @@ -200,12 +200,12 @@ class LBFGSSuite extends FunSuite with LocalSparkContext with Matchers { // Prepare another non-zero weights to compare the loss in the first iteration. val initialWeightsWithIntercept = Vectors.dense(0.3, 0.12) val convergenceTol = 1e-12 - val maxNumIterations = 10 + val numIterations = 10 val lbfgsOptimizer = new LBFGS(gradient, squaredL2Updater) .setNumCorrections(numCorrections) .setConvergenceTol(convergenceTol) - .setMaxNumIterations(maxNumIterations) + .setNumIterations(numIterations) .setRegParam(regParam) val weightLBFGS = lbfgsOptimizer.optimize(dataRDD, initialWeightsWithIntercept) @@ -241,7 +241,7 @@ class LBFGSClusterSuite extends FunSuite with LocalClusterSparkContext { val lbfgs = new LBFGS(new LogisticGradient, new SquaredL2Updater) .setNumCorrections(1) .setConvergenceTol(1e-12) - .setMaxNumIterations(1) + .setNumIterations(1) .setRegParam(1.0) val random = new Random(0) // If we serialize data directly in the task closure, the size of the serialized task would be |