[SPARK-9201] [ML] Initial integration of MLlib + SparkR using RFormula

This exposes the SparkR:::glm() and SparkR:::predict() APIs. It was necessary to change RFormula to silently drop the label column if it was missing from the input dataset, which is kind of a hack but necessary to integrate with the Pipeline API.

The umbrella design doc for MLlib + SparkR integration can be viewed here: https://docs.google.com/document/d/10NZNSEurN2EdWM31uFYsgayIPfCFHiuIu3pCWrUmP_c/edit

mengxr

Author: Eric Liang <ekl@databricks.com>

Closes #7483 from ericl/spark-8774 and squashes the following commits:

3dfac0c [Eric Liang] update
17ef516 [Eric Liang] more comments
1753a0f [Eric Liang] make glm generic
b0f50f8 [Eric Liang] equivalence test
550d56d [Eric Liang] export methods
c015697 [Eric Liang] second pass
117949a [Eric Liang] comments
5afbc67 [Eric Liang] test label columns
6b7f15f [Eric Liang] Fri Jul 17 14:20:22 PDT 2015
3a63ae5 [Eric Liang] Fri Jul 17 13:41:52 PDT 2015
ce61367 [Eric Liang] Fri Jul 17 13:41:17 PDT 2015
0299c59 [Eric Liang] Fri Jul 17 13:40:32 PDT 2015
e37603f [Eric Liang] Fri Jul 17 12:15:03 PDT 2015
d417d0c [Eric Liang] Merge remote-tracking branch 'upstream/master' into spark-8774
29a2ce7 [Eric Liang] Merge branch 'spark-8774-1' into spark-8774
d1959d2 [Eric Liang] clarify comment
2db68aa [Eric Liang] second round of comments
dc3c943 [Eric Liang] address comments
5765ec6 [Eric Liang] fix style checks
1f361b0 [Eric Liang] doc
d33211b [Eric Liang] r support
fb0826b [Eric Liang] [SPARK-8774] Add R model formula with basic support as a transformer

5 files changed, 124 insertions, 0 deletions

diff --git a/R/pkg/DESCRIPTION b/R/pkg/DESCRIPTION
index d028821534..4949d86d20 100644
--- a/R/pkg/DESCRIPTION
+++ b/R/pkg/DESCRIPTION
@@ -29,6 +29,7 @@ Collate:
     'client.R'
     'context.R'
     'deserialize.R'
+    'mllib.R'
     'serialize.R'
     'sparkR.R'
     'utils.R'
diff --git a/R/pkg/NAMESPACE b/R/pkg/NAMESPACE
index 331307c207..5834813319 100644
--- a/R/pkg/NAMESPACE
+++ b/R/pkg/NAMESPACE
@@ -10,6 +10,10 @@ export("sparkR.init")
 export("sparkR.stop")
 export("print.jobj")
 
+# MLlib integration
+exportMethods("glm",
+              "predict")
+
 # Job group lifecycle management methods
 export("setJobGroup",
        "clearJobGroup",
diff --git a/R/pkg/R/generics.R b/R/pkg/R/generics.R
index ebe6fbd97c..39b5586f7c 100644
--- a/R/pkg/R/generics.R
+++ b/R/pkg/R/generics.R
@@ -661,3 +661,7 @@ setGeneric("toRadians", function(x) { standardGeneric("toRadians") })
 #' @rdname column
 #' @export
 setGeneric("upper", function(x) { standardGeneric("upper") })
+
+#' @rdname glm
+#' @export
+setGeneric("glm")
diff --git a/R/pkg/R/mllib.R b/R/pkg/R/mllib.R
new file mode 100644
index 0000000000..258e354081
--- /dev/null
+++ b/R/pkg/R/mllib.R
@@ -0,0 +1,73 @@
+#
+# 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.
+#
+
+# mllib.R: Provides methods for MLlib integration
+
+#' @title S4 class that represents a PipelineModel
+#' @param model A Java object reference to the backing Scala PipelineModel
+#' @export
+setClass("PipelineModel", representation(model = "jobj"))
+
+#' Fits a generalized linear model
+#'
+#' Fits a generalized linear model, similarly to R's glm(). Also see the glmnet package.
+#'
+#' @param formula A symbolic description of the model to be fitted. Currently only a few formula
+#'                operators are supported, including '~' and '+'.
+#' @param data DataFrame for training
+#' @param family Error distribution. "gaussian" -> linear regression, "binomial" -> logistic reg.
+#' @param lambda Regularization parameter
+#' @param alpha Elastic-net mixing parameter (see glmnet's documentation for details)
+#' @return a fitted MLlib model
+#' @rdname glm
+#' @export
+#' @examples
+#'\dontrun{
+#' sc <- sparkR.init()
+#' sqlContext <- sparkRSQL.init(sc)
+#' data(iris)
+#' df <- createDataFrame(sqlContext, iris)
+#' model <- glm(Sepal_Length ~ Sepal_Width, df)
+#'}
+setMethod("glm", signature(formula = "formula", family = "ANY", data = "DataFrame"),
+          function(formula, family = c("gaussian", "binomial"), data, lambda = 0, alpha = 0) {
+            family <- match.arg(family)
+            model <- callJStatic("org.apache.spark.ml.api.r.SparkRWrappers",
+                                 "fitRModelFormula", deparse(formula), data@sdf, family, lambda,
+                                 alpha)
+            return(new("PipelineModel", model = model))
+          })
+
+#' Make predictions from a model
+#'
+#' Makes predictions from a model produced by glm(), similarly to R's predict().
+#'
+#' @param model A fitted MLlib model
+#' @param newData DataFrame for testing
+#' @return DataFrame containing predicted values
+#' @rdname glm
+#' @export
+#' @examples
+#'\dontrun{
+#' model <- glm(y ~ x, trainingData)
+#' predicted <- predict(model, testData)
+#' showDF(predicted)
+#'}
+setMethod("predict", signature(object = "PipelineModel"),
+          function(object, newData) {
+            return(dataFrame(callJMethod(object@model, "transform", newData@sdf)))
+          })
diff --git a/R/pkg/inst/tests/test_mllib.R b/R/pkg/inst/tests/test_mllib.R
new file mode 100644
index 0000000000..a492763344
--- /dev/null
+++ b/R/pkg/inst/tests/test_mllib.R
@@ -0,0 +1,42 @@
+#
+# 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.
+#
+
+library(testthat)
+
+context("MLlib functions")
+
+# Tests for MLlib functions in SparkR
+
+sc <- sparkR.init()
+
+sqlContext <- sparkRSQL.init(sc)
+
+test_that("glm and predict", {
+  training <- createDataFrame(sqlContext, iris)
+  test <- select(training, "Sepal_Length")
+  model <- glm(Sepal_Width ~ Sepal_Length, training, family = "gaussian")
+  prediction <- predict(model, test)
+  expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "double")
+})
+
+test_that("predictions match with native glm", {
+  training <- createDataFrame(sqlContext, iris)
+  model <- glm(Sepal_Width ~ Sepal_Length, data = training)
+  vals <- collect(select(predict(model, training), "prediction"))
+  rVals <- predict(glm(Sepal.Width ~ Sepal.Length, data = iris), iris)
+  expect_true(all(abs(rVals - vals) < 1e-9), rVals - vals)
+})