[SPARK-17241][SPARKR][MLLIB] SparkR spark.glm should have configurable regularization parameter

https://issues.apache.org/jira/browse/SPARK-17241

## What changes were proposed in this pull request?

Spark has configurable L2 regularization parameter for generalized linear regression. It is very important to have them in SparkR so that users can run ridge regression.

## How was this patch tested?

Test manually on local laptop.

Author: Xin Ren <iamshrek@126.com>

Closes #14856 from keypointt/SPARK-17241.

4 files changed, 55 insertions, 5 deletions

diff --git a/R/pkg/R/mllib.R b/R/pkg/R/mllib.R
index 64d19fab7e..9a53f757b4 100644
--- a/R/pkg/R/mllib.R
+++ b/R/pkg/R/mllib.R
@@ -138,10 +138,11 @@ predict_internal <- function(object, newData) {
 #'               This can be a character string naming a family function, a family function or
 #'               the result of a call to a family function. Refer R family at
 #'               \url{https://stat.ethz.ch/R-manual/R-devel/library/stats/html/family.html}.
-#' @param weightCol the weight column name. If this is not set or \code{NULL}, we treat all instance
-#'                  weights as 1.0.
 #' @param tol positive convergence tolerance of iterations.
 #' @param maxIter integer giving the maximal number of IRLS iterations.
+#' @param weightCol the weight column name. If this is not set or \code{NULL}, we treat all instance
+#'                  weights as 1.0.
+#' @param regParam regularization parameter for L2 regularization.
 #' @param ... additional arguments passed to the method.
 #' @aliases spark.glm,SparkDataFrame,formula-method
 #' @return \code{spark.glm} returns a fitted generalized linear model
@@ -171,7 +172,8 @@ predict_internal <- function(object, newData) {
 #' @note spark.glm since 2.0.0
 #' @seealso \link{glm}, \link{read.ml}
 setMethod("spark.glm", signature(data = "SparkDataFrame", formula = "formula"),
-          function(data, formula, family = gaussian, tol = 1e-6, maxIter = 25, weightCol = NULL) {
+          function(data, formula, family = gaussian, tol = 1e-6, maxIter = 25, weightCol = NULL,
+                   regParam = 0.0) {
             if (is.character(family)) {
               family <- get(family, mode = "function", envir = parent.frame())
             }
@@ -190,7 +192,7 @@ setMethod("spark.glm", signature(data = "SparkDataFrame", formula = "formula"),
 
             jobj <- callJStatic("org.apache.spark.ml.r.GeneralizedLinearRegressionWrapper",
                                 "fit", formula, data@sdf, family$family, family$link,
-                                tol, as.integer(maxIter), as.character(weightCol))
+                                tol, as.integer(maxIter), as.character(weightCol), regParam)
             new("GeneralizedLinearRegressionModel", jobj = jobj)
           })
 
diff --git a/R/pkg/inst/tests/testthat/test_mllib.R b/R/pkg/inst/tests/testthat/test_mllib.R
index 1e6da650d1..825a24073b 100644
--- a/R/pkg/inst/tests/testthat/test_mllib.R
+++ b/R/pkg/inst/tests/testthat/test_mllib.R
@@ -148,6 +148,12 @@ test_that("spark.glm summary", {
   baseModel <- stats::glm(Sepal.Width ~ Sepal.Length + Species, data = iris)
   baseSummary <- summary(baseModel)
   expect_true(abs(baseSummary$deviance - 12.19313) < 1e-4)
+
+  # Test spark.glm works with regularization parameter
+  data <- as.data.frame(cbind(a1, a2, b))
+  df <- suppressWarnings(createDataFrame(data))
+  regStats <- summary(spark.glm(df, b ~ a1 + a2, regParam = 1.0))
+  expect_equal(regStats$aic, 13.32836, tolerance = 1e-4) # 13.32836 is from summary() result
 })
 
 test_that("spark.glm save/load", {
diff --git a/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala b/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
index 0d3181d0ac..7a6ab618a1 100644
--- a/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
+++ b/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
@@ -69,7 +69,8 @@ private[r] object GeneralizedLinearRegressionWrapper
       link: String,
       tol: Double,
       maxIter: Int,
-      weightCol: String): GeneralizedLinearRegressionWrapper = {
+      weightCol: String,
+      regParam: Double): GeneralizedLinearRegressionWrapper = {
     val rFormula = new RFormula()
       .setFormula(formula)
     val rFormulaModel = rFormula.fit(data)
@@ -86,6 +87,7 @@ private[r] object GeneralizedLinearRegressionWrapper
       .setTol(tol)
       .setMaxIter(maxIter)
       .setWeightCol(weightCol)
+      .setRegParam(regParam)
     val pipeline = new Pipeline()
       .setStages(Array(rFormulaModel, glr))
       .fit(data)
diff --git a/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
index a4568e83fa..d8032c4e17 100644
--- a/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
+++ b/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
@@ -1034,6 +1034,46 @@ class GeneralizedLinearRegressionSuite
       .setFamily("gaussian")
       .fit(datasetGaussianIdentity.as[LabeledPoint])
   }
+
+  test("generalized linear regression: regularization parameter") {
+    /*
+      R code:
+
+      a1 <- c(0, 1, 2, 3)
+      a2 <- c(5, 2, 1, 3)
+      b <- c(1, 0, 1, 0)
+      data <- as.data.frame(cbind(a1, a2, b))
+      df <- suppressWarnings(createDataFrame(data))
+
+      for (regParam in c(0.0, 0.1, 1.0)) {
+        model <- spark.glm(df, b ~ a1 + a2, regParam = regParam)
+        print(as.vector(summary(model)$aic))
+      }
+
+      [1] 12.88188
+      [1] 12.92681
+      [1] 13.32836
+     */
+    val dataset = spark.createDataFrame(Seq(
+      LabeledPoint(1, Vectors.dense(5, 0)),
+      LabeledPoint(0, Vectors.dense(2, 1)),
+      LabeledPoint(1, Vectors.dense(1, 2)),
+      LabeledPoint(0, Vectors.dense(3, 3))
+    ))
+    val expected = Seq(12.88188, 12.92681, 13.32836)
+
+    var idx = 0
+    for (regParam <- Seq(0.0, 0.1, 1.0)) {
+      val trainer = new GeneralizedLinearRegression()
+        .setRegParam(regParam)
+        .setLabelCol("label")
+        .setFeaturesCol("features")
+      val model = trainer.fit(dataset)
+      val actual = model.summary.aic
+      assert(actual ~= expected(idx) absTol 1e-4, "Model mismatch: GLM with regParam = $regParam.")
+      idx += 1
+    }
+  }
 }
 
 object GeneralizedLinearRegressionSuite {